Stationary processes and prediction theory /

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Furstenberg, Harry
Format: Electronic eBook
Language:Inglés
Published: Princeton, New Jersey : Princeton University Press, 1960.
Series:Annals of mathematics studies ; no. 44.
Subjects:
Stochastic processes.
Mathematical statistics.
Processus stochastiques.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Wahrscheinlichkeitsrechnung
Stochastische processen.
Statistiek.
Online Access:Texto completo
Table of Contents:
  • Stochastic processes and stochastic sequences
  • The prediction problems for sequences
  • Examples and counterexamples
  • Subprocesses of Markoff processes
  • Stochastic semigroups and continuous predictability
  • Statistical predictability
  • Inductive functions
  • Inductive functions and Markoff processes
  • Projective inductive functions and prediction.

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