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

By: Urbanik, K [author.]Contributor(s): SpringerLink (Online service)Material type: TextTextSeries: Lecture Notes in Mathematics ; 44Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 1967Description: VI, 58 p. online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9783540355243Subject(s): Mathematics | Mathematics | Mathematics, generalAdditional physical formats: Printed edition:: No titleDDC classification: 510 LOC classification: QA1-939Online resources: Click here to access online
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
Item type: E-BOOKS
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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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