Stationary random processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English Russian |
| Veröffentlicht: |
San Francisco, [u.a.]
Holden-Day
[1967]
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| Schriftenreihe: | Holden-Day series in time series analysis
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Aus dem Russisch übersetzt |
| Beschreibung: | 211 Seiten Illustrationen |
Internformat
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| 240 | 1 | 0 | |a Stacionarnye sluchajnye processy |
| 245 | 1 | 0 | |a Stationary random processes |c Yu. A. Rozanov |
| 264 | 1 | |a San Francisco, [u.a.] |b Holden-Day |c [1967] | |
| 264 | 4 | |c © 1967 | |
| 300 | |a 211 Seiten |b Illustrationen | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Holden-Day series in time series analysis | |
| 500 | |a Aus dem Russisch übersetzt | ||
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Datensatz im Suchindex
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| adam_text |
CONTENTS
I. Harmonic Analysis of Stationary Random Processes
1. Definitions. Examples 1
2. Random measures and integrals 4
3. Fourier transformation of a random measure 13
4. The spectral representation of stationary processes 14
5. Correlation functions and spectral measures of
stationary processes 18
6. The ergodic theorem and the law of large numbers 24
7. The spectral representation of elements in the space
of values of a stationary process 28
8. Linear transformations of stationary processes 34
9. Stationary processes of constant rank 39
10. Stationary processes with rational spectral densities 43
II. Linear Forecasting of Stationary Discrete Parameter Processes
1. Linear prediction. Statement of the problem 51
2. Regularity and singularity of stationary processes 52
3. Wold's decomposition 56
4. The general formula of linear extrapolation 57
5. Linear extrapolation of one dimensional stationary processes 63
6. Linear extrapolation of regular processes with maximal rank 71
7. Linear extrapolation of stationary processes whose
values form a basis 77
8. A general criterion for the regularity, and linear
extrapolation, of processes of rank 1 84
9. Linear filtering of stationary processes 94
10. Linear interpolation of stationary processes 96
11. Stationary processes whose values form a basis 104
III. Linear Forecasting of Continuous Parameter Stationary Processes
1. Linear extrapolation. Statement of the problem 109
2. Regularity and singularity of stationary processes 109
3. Wold's decomposition 116
4. Linear extrapolation of stationary processes 119
5. Linear filtering of stationary processes 126
6. Linear interpolation of stationary processes 129
7. Linear forecasting by means of the values on a finite
time interval 135
IV. Random Processes, Stationary in the Strict Sense
1. Basic concepts. Examples 143
2. Direct definition of random processes 144
3. The shift transformation associated with a
stationary process 148
4. On the measurability of the group of shift transformations 152
5. The ergodic theorem 156
6. Metric transitivity. Examples 161
7. Metrically transitive stationary processes with
discrete spectra 167
8. The decomposition of a stationary process into
metrically transitive components 171
9. Regular stationary processes 178
10. Conditions for the complete regularity of Gaussian
stationary processes 180
11. The central limit theorem 190
Historical and Bibliographic References 199
Bibliography 205
Index 211 |
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| author | Rozanov, Jurij A. 1934- |
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| author_facet | Rozanov, Jurij A. 1934- |
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| discipline | Mathematik Wirtschaftswissenschaften |
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| id | DE-604.BV002977492 |
| illustrated | Illustrated |
| indexdate | 2025-03-24T11:04:29Z |
| institution | BVB |
| language | English Russian |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-001864048 |
| oclc_num | 603656714 |
| open_access_boolean | |
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| owner_facet | DE-91G DE-BY-TUM DE-703 DE-739 DE-355 DE-BY-UBR DE-824 DE-19 DE-BY-UBM DE-20 DE-706 DE-83 DE-188 |
| physical | 211 Seiten Illustrationen |
| publishDate | 1967 |
| publishDateSearch | 1967 |
| publishDateSort | 1967 |
| publisher | Holden-Day |
| record_format | marc |
| series2 | Holden-Day series in time series analysis |
| spelling | Rozanov, Jurij A. 1934- (DE-588)1028335571 aut Stacionarnye sluchajnye processy Stationary random processes Yu. A. Rozanov San Francisco, [u.a.] Holden-Day [1967] © 1967 211 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Holden-Day series in time series analysis Aus dem Russisch übersetzt Stochastik (DE-588)4121729-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s DE-604 Stochastik (DE-588)4121729-9 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001864048&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rozanov, Jurij A. 1934- Stationary random processes Stochastik (DE-588)4121729-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| subject_GND | (DE-588)4121729-9 (DE-588)4057630-9 |
| title | Stationary random processes |
| title_alt | Stacionarnye sluchajnye processy |
| title_auth | Stationary random processes |
| title_exact_search | Stationary random processes |
| title_full | Stationary random processes Yu. A. Rozanov |
| title_fullStr | Stationary random processes Yu. A. Rozanov |
| title_full_unstemmed | Stationary random processes Yu. A. Rozanov |
| title_short | Stationary random processes |
| title_sort | stationary random processes |
| topic | Stochastik (DE-588)4121729-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd |
| topic_facet | Stochastik Stochastischer Prozess |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001864048&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT rozanovjurija stacionarnyesluchajnyeprocessy AT rozanovjurija stationaryrandomprocesses |