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Lectures on Prediction Theory (English, K. Urbanik | J. Rosenmüller)
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About the Book
Positive definite sequences.- Herglotz' theorem.- Vector valued measures.- Spectral decomposition and ergodic theorem.- Series representation.- Wold decomposition.- The Szegö-Krein-Kolmogorov theorem.- Predictors for completely indetermined sequences.- Prediction problems.
ISBN: 9783540039150
Book Specifications
| ISBN-13 | 9783540039150 |
| ISBN-10 | 3540039155 |
| Publisher | Springer |
| Category | Springer |
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