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Correlation Theory of Stationary and Related Random Functions

Supplementary Notes and References

  • Book
  • © 1987


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

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About this book

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.

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Table of contents (5 chapters)

Authors and Affiliations

  • Institute of Atmospheric Physics, Academy of Sciences of the U.S.S.R., Moscow, USSR

    A. M. Yaglom

Bibliographic Information

  • Book Title: Correlation Theory of Stationary and Related Random Functions

  • Book Subtitle: Supplementary Notes and References

  • Authors: A. M. Yaglom

  • Series Title: Springer Series in Statistics

  • DOI:

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York Inc. 1987

  • Softcover ISBN: 978-1-4612-9090-2Published: 13 October 2011

  • eBook ISBN: 978-1-4612-4628-2Published: 06 December 2012

  • Series ISSN: 0172-7397

  • Series E-ISSN: 2197-568X

  • Edition Number: 1

  • Number of Pages: IX, 258

  • Topics: Statistical Theory and Methods

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