Random processes
โ Rosenblatt M.
๐ Library
๐
1962
๐ OUP
๐ English
โฆ LIBER โฆ
๐
Random processes
โ Scribed by Murray Rosenblatt
- Publisher
- Oxford University Press
- Year
- 1962
- Tongue
- English
- Leaves
- 220
- Series
- Oxford 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