Random processes
โ Murray Rosenblatt
๐ Library
๐
1962
๐ Oxford University Press
๐ English
โฆ LIBER โฆ
๐
Random processes
โ Scribed by Rosenblatt M.
- Publisher
- OUP
- Year
- 1962
- Tongue
- English
- Leaves
- 217
- Series
- University texts in the mathematical sciences
- Category
- Library
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The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of