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Paperback Gaussian Random Processes Book

ISBN: 1461262771

ISBN13: 9781461262770

Gaussian Random Processes

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Format: Paperback

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Book Overview

The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva- lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes...

Related Subjects

Math Mathematics Science & Math

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