Introduction to the Theory of Stationary Random Functions - Softcover

Yaglom, A. M.; YAGLOM

Softcover

ISBN 10: 0486605795 ISBN 13: 9780486605791

Publisher: Dover Publications Inc., 1974

Synopsis

2014 Reprint of 1962 Edition. Full facsimile of the original edition. Not reproduced with Optical Recognition Software. The present volume deals with the theory of stationary random functions, and contains indispensable background material for an understanding of such diverse topics as turbulence theory, the theory of servomechanisms and information theory. The approach is intuitive, stressing physical interpretation of the results obtained. Part I discusses the general theory of stationary random functions. Part II is devoted to the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes, with an exhaustive treatment of rational spectral densities, the case of paramount practical importance. Detailed solutions are given, based on the use of complex variable techniques.

About this edition

• Publisher: Dover Publications Inc.
• Publication date: 1974
• ISBN 10: 0486605795
• ISBN 13: 9780486605791
• Binding: Paperback
• Number of pages: 248