Gaussian Processes, Function Theory, and the Inverse Spectral Problem

by Henry P. McKean and Harry Dym

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... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 048646279X
• ISBN13: 9780486462790
• Release Date: February 2008
• Publisher: Dover Publications
• Length: 333 Pages
• Weight: 0.60 lbs.
• Dimensions: 0.7" x 5.3" x 8.5"