Random processes
โ Rosenblatt M.
๐ Library
๐
1962
๐ OUP
๐ English
โฆ LIBER โฆ
๐
Random Processes
โ Scribed by M. Rosenblatt (auth.)
- Publisher
- Springer-Verlag New York
- Year
- 1974
- Tongue
- English
- Leaves
- 239
- Series
- Graduate Texts in Mathematics 17
- Edition
- 2
- Category
- Library
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โฆ Subjects
Mathematics, general
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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