Gaussian Random Processes by I. a. Ibragimov, Y. a. Rozanov

Gaussian Random Processes

Stochastic Modelling and Applied Probability

I. a. Ibragimov, Y. a. Rozanov with A. B. Aries (Translator)

277 pages • missing pub info (editions)

nonfiction mathematics medium-paced
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The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and ...

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