Lectures on Prediction Theory
Delivered at the University Erlangen-Nürnberg 1966
Published on 1. January 1967
Book
Paperback/Softback
VI, 58 pages
978-3-540-03915-0 (ISBN)
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.
More details
Series
Edition
1967 ed.
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
VI, 58 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 4 mm
Weight
108 gr
ISBN-13
978-3-540-03915-0 (9783540039150)
DOI
10.1007/BFb0074242
Schweitzer Classification
Persons
Content
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.