Gaussian Random Processes

by Y.A. Rozanov and I.A. Ibragimov

Book Overview

The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva- lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes...

• Format: Paperback
• Language: English
• ISBN: 1461262771
• ISBN13: 9781461262770
• Release Date: November 2011
• Publisher: Springer
• Length: 277 Pages
• Weight: 0.91 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"