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

Princeton University Press is proud to have published the Annals of Mathematics Studies since 1940. One of the oldest and most respected series in science publishing, it has included many of the most important and influential mathematical works of the twentieth century. The series continues this tradition as Princeton University Press publishes the major works of the twenty-first century.

To mark the continued success of the series, all books are available in paperback and as ebooks.

1147760004
Stationary Processes and Prediction Theory
A classic treatment of stationary processes and prediction theory from the acclaimed Annals of Mathematics Studies series

Princeton University Press is proud to have published the Annals of Mathematics Studies since 1940. One of the oldest and most respected series in science publishing, it has included many of the most important and influential mathematical works of the twentieth century. The series continues this tradition as Princeton University Press publishes the major works of the twenty-first century.

To mark the continued success of the series, all books are available in paperback and as ebooks.

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Stationary Processes and Prediction Theory

Stationary Processes and Prediction Theory

by Harry Furstenberg
Stationary Processes and Prediction Theory

Stationary Processes and Prediction Theory

by Harry Furstenberg

Paperback

$120.00 
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Overview

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

Princeton University Press is proud to have published the Annals of Mathematics Studies since 1940. One of the oldest and most respected series in science publishing, it has included many of the most important and influential mathematical works of the twentieth century. The series continues this tradition as Princeton University Press publishes the major works of the twenty-first century.

To mark the continued success of the series, all books are available in paperback and as ebooks.


Product Details

ISBN-13: 9780691080413
Publisher: Princeton University Press
Publication date: 08/21/1960
Series: Annals of Mathematics Studies , #44
Pages: 296
Product dimensions: 8.25(w) x 11.00(h) x (d)

Table of Contents

  • Frontmatter, pg. i
  • ACKNOWLEDGEMENTS, pg. vi
  • CONTENTS, pg. vii
  • INTRODUCTION, pg. 1
  • CHAPTER 1 . STOCHASTIC PROCESSES AND STOCHASTIC SEQUENCES, pg. 8
  • CHAPTER 2. THE PREDICTION PROBLEMS FOR SEQUENCES, pg. 56
  • CHAPTER 3. EXAMPLES AND COUNTEREXAMPLES, pg. 75
  • CHAPTER 4 . SUBPROCESSES OP MARKOFF PROCESSES, pg. 88
  • CHAPTER 5. STOCHASTIC SEMIGROUPS AND CONTINUOUS PREDICTABILITY, pg. 110
  • CHAPTER 6. STATISTICAL PREDICTABILITY, pg. 130
  • CHAPTER 7. INDUCTIVE FUNCTIONS, pg. 152
  • CHAPTER 8. INDUCTIVE FUNCTIONS AND MARKOFF PROCESSES, pg. 181
  • CHAPTER 9 . PROJECTIVE INDUCTIVE FUNCTIONS AND PREDICTION, pg. 207
  • BIBLIOGRAPHY, pg. 282
  • Backmatter, pg. 284



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