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Download An Introduction to the Theory of Stationary Random Functions by A. M. Yaglom in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About An Introduction to the Theory of Stationary Random Functions
This two-part treatment covers the general theory of stationary random functions and the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes. Beginning with the simplest concepts, it covers the correlation function, the ergodic theorem, homogenous random fields, and general rational spectral densities, among other topics. Numerous examples appear throughout the text, with emphasis on the physical meaning of mathematical concepts. Although rigorous in its treatment, this is essentially an introduction, and the sole prerequisites are a rudimentary knowledge of probability and complex variable theory.
Detailed Information
| Author: | A. M. Yaglom |
|---|---|
| Publication Year: | 2004 |
| ISBN: | 9780486495712 |
| Pages: | 247 |
| Language: | English |
| File Size: | 1.135 |
| Format: | |
| Price: | FREE |
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