Author | Urbanik, K. author |
---|---|
Title | Lectures on Prediction Theory [electronic resource] : Delivered at the Univesity Erlangen-Nรผrnberg 1966 Prepared for publication by J. Rosenmรผller / by K. Urbanik |
Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg, 1967 |
Connect to | http://dx.doi.org/10.1007/BFb0074242 |
Descript | VI, 58 p. online resource |
Positive definite sequences -- Herglotzโ 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