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Correlation Theory of Stationary and Related Random Functions

Supplementary Notes and References

  • A. M. Yaglom

Part of the Springer Series in Statistics book series (SSS)

Table of contents

  1. Front Matter
    Pages i-ix
  2. A. M. Yaglom
    Pages 1-13
  3. A. M. Yaglom
    Pages 14-26
  4. A. M. Yaglom
    Pages 27-62
  5. A. M. Yaglom
    Pages 63-114
  6. A. M. Yaglom
    Pages 115-168
  7. Back Matter
    Pages 169-258

About this book

Introduction

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.

Keywords

correlation probability probability theory time series

Authors and affiliations

  • A. M. Yaglom
    • 1
  1. 1.Institute of Atmospheric PhysicsAcademy of Sciences of the U.S.S.R.MoscowUSSR

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-4628-2
  • Copyright Information Springer-Verlag New York 1987
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4612-9090-2
  • Online ISBN 978-1-4612-4628-2
  • Series Print ISSN 0172-7397
  • Buy this book on publisher's site