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AuthorUrbanik, K. author
TitleLectures on Prediction Theory [electronic resource] : Delivered at the Univesity Erlangen-Nรผrnberg 1966 Prepared for publication by J. Rosenmรผller / by K. Urbanik
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1967
Connect tohttp://dx.doi.org/10.1007/BFb0074242
Descript VI, 58 p. online resource

CONTENT

Positive definite sequences -- Herglotzโ{128}{153} theorem -- Vector valued measures -- Spectral decomposition and ergodic theorem -- Series representation -- Wold decomposition -- The Szegรถ-Krein-Kolmogorov theorem -- Predictors for completely indetermined sequences -- Prediction problems


Mathematics Applied mathematics Engineering mathematics Mathematics Applications of Mathematics



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