Lectures on Prediction Theory Delivered at the University Erlangen-Nürnberg 1966
Título:
Lectures on Prediction Theory Delivered at the University Erlangen-Nürnberg 1966
ISBN:
9783540355243
Autor Pessoal:
Edição:
1st ed. 1967.
PRODUCTION_INFO:
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1967.
Descrição Física:
VI, 58 p. online resource.
Série:
Lecture Notes in Mathematics, 44
Conteúdo:
Positive definite sequences -- Herglotz' theorem -- Vector valued measures -- Spectral decomposition and ergodic theorem -- Series representation -- Wold decomposition -- The Szegö-Krein-Kolmogorov theorem -- Predictors for completely indetermined sequences -- Prediction problems.
Autor Corporativo Adicionado:
LANGUAGE:
Inglês