Lectures on Prediction Theory [electronic resource] : Delivered at the Univesity Erlangen-Nürnberg 1966 Prepared for publication by J. Rosenmüller / by K. Urbanik.
Material type: TextSeries: Lecture Notes in Mathematics ; 44Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1967Description: VI, 58 p. online resourceContent type:- text
- computer
- online resource
- 9783540355243
- 519 23
- T57-57.97
Contents:
In:
Springer eBooks
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.
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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.
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