Lectures on Prediction Theory
Urbanik, K.
Lectures on Prediction Theory Delivered at the Univesity Erlangen-Nürnberg 1966 Prepared for publication by J. Rosenmüller / [electronic resource] : by K. Urbanik. - VI, 58 p. online resource. - Lecture Notes in Mathematics, 44 0075-8434 ; . - Lecture Notes in Mathematics, 44 .
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.
9783540355243
10.1007/BFb0074242 doi
Mathematics.
Applications of Mathematics.
T57-57.97
519
Lectures on Prediction Theory Delivered at the Univesity Erlangen-Nürnberg 1966 Prepared for publication by J. Rosenmüller / [electronic resource] : by K. Urbanik. - VI, 58 p. online resource. - Lecture Notes in Mathematics, 44 0075-8434 ; . - Lecture Notes in Mathematics, 44 .
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.
9783540355243
10.1007/BFb0074242 doi
Mathematics.
Applications of Mathematics.
T57-57.97
519