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Lectures on Prediction Theory [electronic resource] : Delivered at the Univesity Erlangen-Nürnberg 1966 Prepared for publication by J. Rosenmüller / by K. Urbanik.

By: Contributor(s): Material type: TextTextSeries: Lecture Notes in Mathematics ; 44Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1967Description: VI, 58 p. online resourceContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9783540355243
Subject(s): Additional physical formats: Printed edition:: No title; Printed edition:: No titleDDC classification:
  • 519 23
LOC classification:
  • T57-57.97
Online resources:
Contents:
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.
In: Springer eBooks
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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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