Skip to main content
SpringerLink
Log in

Correlation Theory of Stationary and Related Random Functions

Supplementary Notes and References

  • Book
  • © 1987

Overview

Authors:
  1. A. M. Yaglom

    1. Institute of Atmospheric Physics, Academy of Sciences of the U.S.S.R., Moscow, USSR

    View author publications

    You can also search for this author in PubMed   Google Scholar

Part of the book series: Springer Series in Statistics (SSS)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (5 chapters)

  1. Front Matter

    Pages i-ix
    Download chapter PDF

  2. Introduction

    • A. M. Yaglom
    Pages 1-13

  3. Chapter 1

    • A. M. Yaglom
    Pages 14-26

  4. Chapter 2

    • A. M. Yaglom
    Pages 27-62

  5. Chapter 3

    • A. M. Yaglom
    Pages 63-114

  6. Chapter 4

    • A. M. Yaglom
    Pages 115-168

  7. Back Matter

    Pages 169-258
    Download chapter PDF
Back to top

Keywords

About this book

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.

Authors and Affiliations

  • Institute of Atmospheric Physics, Academy of Sciences of the U.S.S.R., Moscow, USSR

    A. M. Yaglom

Bibliographic Information

  • Book Title: Correlation Theory of Stationary and Related Random Functions

  • Book Subtitle: Supplementary Notes and References

  • Authors: A. M. Yaglom

  • Series Title: Springer Series in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-4628-2

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York Inc. 1987

  • Softcover ISBN: 978-1-4612-9090-2Published: 13 October 2011

  • eBook ISBN: 978-1-4612-4628-2Published: 06 December 2012

  • Series ISSN: 0172-7397

  • Series E-ISSN: 2197-568X

  • Edition Number: 1

  • Number of Pages: IX, 258

  • Topics: Statistical Theory and Methods

Publish with us

Policies and ethics

Back to top

Search

Navigation