Lectures on Prediction Theory: Delivered at the University Erlangen-Nürnberg 1966 (Lecture Notes in Mathematics, 44) | EKB DL

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Lectures on Prediction Theory: Delivered at the University Erlangen-Nürnberg 1966 (Lecture Notes in Mathematics, 44)

Description

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.

Keywords

PREDICTION THEORY

1967Book

Author(s)J. Rosenmuller

PublisherSpringer

ISBN9783540039150

LanguageEnglish

SpringerLink

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