Correlation Theory of Stationary and Related Random Functions: Supplementary Notes and References (Springer Series in Statistics)
ISBN-13:
9781461290902
ISBN-10:
1461290902
Edition:
Softcover reprint of the original 1st ed. 1987
Author:
A.M. Yaglom
Publication date:
2011
Publisher:
Springer
Format:
Paperback
267 pages
Category:
Applied
,
Mathematics
FREE US shipping
Book details
ISBN-13:
9781461290902
ISBN-10:
1461290902
Edition:
Softcover reprint of the original 1st ed. 1987
Author:
A.M. Yaglom
Publication date:
2011
Publisher:
Springer
Format:
Paperback
267 pages
Category:
Applied
,
Mathematics
Summary
Correlation Theory of Stationary and Related Random Functions: Supplementary Notes and References (Springer Series in Statistics) (ISBN-13: 9781461290902 and ISBN-10: 1461290902), written by authors
A.M. Yaglom, was published by Springer in 2011.
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Description
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.
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