Correlation Theory Of Stationary And Related Random Functions
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Basic Results
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Author : Akiva M. Jaglom
language : en
Publisher:
Release Date : 1987
Basic Results written by Akiva M. Jaglom and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with categories.
Correlation Theory Of Stationary And Related Random Functions
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Author : Akiva Moiseevič Jaglom
language : en
Publisher:
Release Date : 1987
Correlation Theory Of Stationary And Related Random Functions written by Akiva Moiseevič Jaglom and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Correlation (Statistics) categories.
Correlation Theory Of Stationary And Related Random Functions
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Author : A.M. Yaglom
language : en
Publisher: Springer
Release Date : 1987-11-02
Correlation Theory Of Stationary And Related Random Functions written by A.M. Yaglom and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987-11-02 with Mathematics categories.
Correlation Theory of Stationary and Related Random Functions is an elementary introduction to the most important part of the theory dealing only with the first and second moments of these functions. This theory is a significant part of modern probability theory and offers both intrinsic mathematical interest and many concrete and practical applications. Stationary random functions arise in connection with stationary time series which are so important in many areas of engineering and other applications. This book presents the theory in such a way that it can be understood by readers without specialized mathematical backgrounds, requiring only the knowledge of elementary calculus. The first volume in this two-volume exposition contains the main theory; the supplementary notes and references of the second volume consist of detailed discussions of more specialized questions, some more additional material (which assumes a more thorough mathematical background than the rest of the book) and numerous references to the extensive literature.
Correlation Theory Of Stationary And Related Random Functions
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Author : A. M. Yaglom
language : en
Publisher: Springer
Release Date : 1987-06-10
Correlation Theory Of Stationary And Related Random Functions written by A. M. Yaglom and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987-06-10 with Mathematics categories.
The theory of random functions is a very important and advanced part of modem probability theory, which is very interesting from the mathematical point of view and has many practical applications. In applications, one has to deal particularly often with the special case of stationary random functions. Such functions naturally arise when one considers a series of observations x(t) which depend on the real-valued or integer-valued ar gument t ("time") and do not undergo any systematic changes, but only fluctuate in a disordered manner about some constant mean level. Such a time series x(t) must naturally be described statistically, and in that case the stationary random function is the most appropriate statistical model. Stationary time series constantly occur in nearly all the areas of modem technology (in particular, in electrical and radio engineering, electronics, and automatic control) as well as in all the physical and geophysical sciences, in many other ap mechanics, economics, biology and medicine, and also plied fields. One of the important trends in the recent development of science and engineering is the ever-increasing role of the fluctuation phenomena associated with the stationary disordered time series. Moreover, at present, more general classes of random functions related to a class of stationary random functions have also been appearing quite often in various applied studies and hence have acquired great practical importance.
Correlation Theory Of Stationary And Related Random Functions
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Author : A.M. Yaglom
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Correlation Theory Of Stationary And Related Random Functions written by A.M. Yaglom and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Correlation Theory of Stationary and Related Random Functions is an elementary introduction to the most important part of the theory dealing only with the first and second moments of these functions. This theory is a significant part of modern probability theory and offers both intrinsic mathematical interest and many concrete and practical applications. Stationary random functions arise in connection with stationary time series which are so important in many areas of engineering and other applications. This book presents the theory in such a way that it can be understood by readers without specialized mathematical backgrounds, requiring only the knowledge of elementary calculus. The first volume in this two-volume exposition contains the main theory; the supplementary notes and references of the second volume consist of detailed discussions of more specialized questions, some more additional material (which assumes a more thorough mathematical background than the rest of the book) and numerous references to the extensive literature.
Correlation Theory Of Stationary And Related Random Functions
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Author : A.M. Yaglom
language : en
Publisher: Springer
Release Date : 1987-11-02
Correlation Theory Of Stationary And Related Random Functions written by A.M. Yaglom and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987-11-02 with Mathematics categories.
Correlation Theory of Stationary and Related Random Functions is an elementary introduction to the most important part of the theory dealing only with the first and second moments of these functions. This theory is a significant part of modern probability theory and offers both intrinsic mathematical interest and many concrete and practical applications. Stationary random functions arise in connection with stationary time series which are so important in many areas of engineering and other applications. This book presents the theory in such a way that it can be understood by readers without specialized mathematical backgrounds, requiring only the knowledge of elementary calculus. The first volume in this two-volume exposition contains the main theory; the supplementary notes and references of the second volume consist of detailed discussions of more specialized questions, some more additional material (which assumes a more thorough mathematical background than the rest of the book) and numerous references to the extensive literature.
Correlation Theory Of Stationary And Related Random Functions Supplementary Notes And References
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Author : A. M. I͡Aglom
language : en
Publisher:
Release Date : 1987
Correlation Theory Of Stationary And Related Random Functions Supplementary Notes And References written by A. M. I͡Aglom and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Correlation (Statistics) categories.
Correlation Theory Of Stationary And Related Random Functions Basic Results
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Author : A. M. I͡Aglom
language : en
Publisher:
Release Date : 1987
Correlation Theory Of Stationary And Related Random Functions Basic Results written by A. M. I͡Aglom and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Correlation (Statistics) categories.
Correlation Theory Of Stationary And Related Random Functions
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Author :
language : en
Publisher:
Release Date : 1987
Correlation Theory Of Stationary And Related Random Functions written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1987 with Correlation (Statistics) categories.
Metric Characterization Of Random Variables And Random Processes
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Author : Valeriĭ Vladimirovich Buldygin
language : en
Publisher: American Mathematical Soc.
Release Date : 2000-01-01
Metric Characterization Of Random Variables And Random Processes written by Valeriĭ Vladimirovich Buldygin and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-01-01 with Mathematics categories.
The topic covered in this book is the study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation of properties of stochastic processes whose values, or increments, belong to given spaces. The following processes appear in detail: pre-Gaussian processes, shot noise processes representable as integrals over processes with independent increments, quadratically Gaussian processes, and, in particular, correlogram-type estimates of the correlation function of a stationary Gaussian process, jointly strictly sub-Gaussian processes, etc. The book consists of eight chapters divided into four parts: The first part deals with classes of random variables and their metric characteristics. The second part presents properties of stochastic processes "imbedded" into a space of random variables discussed in the first part. The third part considers applications of the general theory. The fourth part outlines the necessary auxiliary material. Problems and solutions presented show the intrinsic relation existing between probability methods, analytic methods, and functional methods in the theory of stochastic processes. The concluding sections, "Comments" and "References", gives references to the literature used by the authors in writing the book.