The theory of stochastic processes. I. Translated from the Russian by S. Kotz. (Q1883331)
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| English | The theory of stochastic processes. I. Translated from the Russian by S. Kotz. |
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The theory of stochastic processes. I. Translated from the Russian by S. Kotz. (English)
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11 October 2004
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This book is a reprint of the classical monograph on stochastic processes, which was reviewed in Zbl 0531.60001. This first volume deals with general aspects and results for stochastic processes and measures in function spaces.
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stationary processes
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spectral representation
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forecasting and filtering
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limit theorems
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weak convergence in metric and Hilbert spaces
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absolute continuity of measures
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