Gaussian Random Processes by I.A. Ibragimov, Y.A. Rozanov.

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...

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Bibliographic Details
Main Authors: Ibragimov, I.A (Author), Rozanov, Y.A (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 1978.
Edition:1st ed. 1978.
Series:Stochastic Modelling and Applied Probability, 9
Springer eBook Collection.
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Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
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