Stationary Processes and Prediction Theory

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Princeton University Press, Aug 21, 1960 - Mathematics - 283 pages

A classic treatment of stationary processes and prediction theory from the acclaimed Annals of Mathematics Studies series

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Contents

INTRODUCTION
1
7 Ergodic Properties of Regular Sequences
7
SUBPROCESSES OF MARKOFF PROCESSES
88
17 Normality and Continuous Predictability
102
STOCHASTIC SEMIGROUPS AND CONTINUOUS PREDICTABILITY
110
STATISTICAL PREDICTABILITY
130
23 The Continuously Predictable Cover of a Finitely
138
24 Applications to Finite Dimensional Processes
145
3
160
Applications to Equidistribution
171
Existence of Fourier Coefficients
178
4
192
CHAPTER 3
205
32 Adjoint Processes
241
BIBLIOGRAPHY
282
Copyright

CHAPTER 7
151

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