Springer Series in Statistics

Correlation Theory of Stationary and Related Random Functions

Supplementary Notes and References

Authors: Yaglom, A.M.

Free Preview

Buy this book

eBook $84.99
price for USA in USD
  • ISBN 978-1-4612-4628-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $109.99
price for USA in USD
  • ISBN 978-1-4612-9090-2
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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.

Table of contents (5 chapters)

Table of contents (5 chapters)

Buy this book

eBook $84.99
price for USA in USD
  • ISBN 978-1-4612-4628-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $109.99
price for USA in USD
  • ISBN 978-1-4612-9090-2
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
Loading...

Bibliographic Information

Bibliographic Information
Book Title
Correlation Theory of Stationary and Related Random Functions
Book Subtitle
Supplementary Notes and References
Authors
Series Title
Springer Series in Statistics
Copyright
1987
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York Inc.
eBook ISBN
978-1-4612-4628-2
DOI
10.1007/978-1-4612-4628-2
Softcover ISBN
978-1-4612-9090-2
Series ISSN
0172-7397
Edition Number
1
Number of Pages
IX, 258
Topics