Summary and Info
This two-part treatment covers the general theory of stationary random functions and the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes. Beginning with the simplest concepts, it covers the correlation function, the ergodic theorem, homogenous random fields, and general rational spectral densities, among other topics. Numerous examples appear throughout the text, with emphasis on the physical meaning of mathematical concepts. Although rigorous in its treatment, this is essentially an introduction, and the sole prerequisites are a rudimentary knowledge of probability and complex variable theory. 1962 edition.
More About the Author
Akiva Moiseevich Yaglom (Russian: Аки́ва Моисе́евич Ягло́м; 6 March 1921 – 13 December 2007) was a Soviet and Jewish physicist, mathematician, statistician, and meteorologist.
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