Titlebook: Gaussian Random Processes; I. A. Ibragimov,Y. A. Rozanov Book 1978 Springer-Verlag New York Inc. 1978 Ergodic theory.Gaussian measure.Gaus

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Inveterate

共同给与

Irascible

Book 1978operties of sam­ ple functions, theorems on functions of a complex variable, etc. ). Since 1958 many mathematicians have studied the problem of equivalence of various infinite-dimensional Gaussian distributions (detailed and sys­ tematic presentation of the basic results can be found, for instance,

GLIB

伙伴

Preliminaries,oduct of vectors .=(.,…,.)and . = (.,…,.)) has the form .where . = (.…, .) ∈ ℝ is the . and . is a linear self-adjoint non- negative definite operator called a .; the matrix {.}defining . is said to be a ..

基因组

The Structures of the Spaces ,(,) and ,(,),asure F(.)), is isometric to a space of functions .(.), which is the closed linear hull of the functions . for . ∈ [-π, π] in the case of discrete time . and for . ∈ [-∞,∞] in the case of continuous time .. This fact enables us to investigate stationary processes using analytic tools. To do this, it

EWE

刻苦读书

Complete Regularity and Processes with Continuous Time,ction IV.1 we obtained a characterization of the spectrum of Gaussian stationary processes satisfying a strong mixing condition. We note in advance that the results regarding the behavior of spectral densities .(.) of completely regular processes with continuous time on any finite interval of variat

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