This book deals with the relation between the past and the future of a real, one-dimensional, stationary Gaussian process. Kolmogorov and Wiener showed how best to predict the future knowing the whole past. The more difficult problem, when only a finite segment of the past is known, was solved by M. G. Krein. A full treatment of this problem, and the prerequisites for dealing with it, occupies most of the book. The first three chapters are devoted to the necessary background in function theory, Hardy spaces and probability. Later chapters introduce the spectral theory of a weighted string developed by Krein and certain Hilbert spaces of entire functions introduced by L. de Branges. Various other connections between past and future are considered, such as mixing and Markovian character. The final chapter treats the problem of interpolation, when the whole process is known except for a gap and it is desired to predict what happens there.
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Book Description Academic Press Inc, 1976. Book Condition: Very Good. Former Library book. Great condition for a used book! Minimal wear. Bookseller Inventory # GRP84204067
Book Description Academic Press Inc, 1976. Hardcover. Book Condition: Used: Very Good. Ex-library hardcover no dj (blue boards) in very nice condition with the usual library markings and attachments. Text block clean and unmarked. Tight binding. Bookseller Inventory # GL17A33897
Book Description Academic Press Inc, 1976. Book Condition: Good. A+ Customer service! Satisfaction Guaranteed! Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. Bookseller Inventory # 0122264606-2-4
Book Description Academic Press Inc, 1976. Book Condition: Good. Ships from the UK. Former Library book. Shows some signs of wear, and may have some markings on the inside. Bookseller Inventory # GRP94591491
Book Description Academic Press Inc. Book Condition: Good. Ex-library, so some stamps and wear, but in good overall condition. Bookseller Inventory # Z1-C-056-00633
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Book Description Academic Press Inc, 1976. Hardcover. Book Condition: Good. Dust Jacket Condition: No Dust Jacket. Slightly cocked, otherwise text clean and solid; no dust jacket ; Probability & Mathematical Statistics Monograph; 9.10 X 6 X 1 inches; 344 pages. Bookseller Inventory # 153591
Book Description Academic Press, NY, 1976. Hard Cover. Book Condition: Near Fine. Bookseller Inventory # 00033899
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Book Description Book Condition: Good. Gaussian Processes, Function Theory and the Inverse Spectral Problem (Probability & Mathematical Statistics Monograph). Bookseller Inventory # SKU0484165