An Introduction to the Theory of Stationary Random Functions (Dover Phoenix Editions) [Hardcover]

A. M. Yaglom (Author)

Book Description

Series: Dover Phoenix Editions | Publication Date: January 26, 2004

This two-part treatment covers the general theory of stationary random functions and the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes. Beginning with the simplest concepts, it covers the correlation function, the ergodic theorem, homogenous random fields, and general rational spectral densities, among other topics. Numerous examples appear throughout the text, with emphasis on the physical meaning of mathematical concepts. Although rigorous in its treatment, this is essentially an introduction, and the sole prerequisites are a rudimentary knowledge of probability and complex variable theory. 1962 edition.

Editorial Reviews

Language Notes

Text: English, Russian (translation) --This text refers to an out of print or unavailable edition of this title.

Product Details

• Hardcover: 256 pages
• Publisher: Dover Publications (January 26, 2004)
• Language: English
• ISBN-10: 048649571X
• ISBN-13: 978-0486495712
• Product Dimensions: 8.8 x 5.5 x 0.9 inches
• Shipping Weight: 1.1 pounds
• Average Customer Review: 4.5 out of 5 stars  See all reviews (2 customer reviews)
• Amazon Best Sellers Rank: #2,479,664 in Books (See Top 100 in Books)

Customer Reviews

Most Helpful Customer Reviews

7 of 7 people found the following review helpful:

5.0 out of 5 stars excellent text, August 19, 2005

By 

LB (New York, NY) - See all my reviews

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This review is from: An Introduction to the Theory of Stationary Random Functions (Dover Phoenix Editions) (Hardcover)

Yaglom's book is an amazing little book which is nice and easy to read, yet, teaches an amazing amount of material without all the clutter found in rigorous mathematical texts. That is, of course, the intent of the book, to be nice and concise, and cover the Hilbert space theory of random processes, spectral representations etc. Many examples from real life problems are found in the book and well explained. If you want a more rigorous book, get Doob's textbooks. However, they are much more expensive and would easily discourage people who are new to the field and want to learn the techniques without too much technical details. It's hard to find flaws in this book.

4 of 5 people found the following review helpful:

4.0 out of 5 stars DSM-3 but still very enlightening - worthwhile reading, September 25, 2005

By 

Gregory B. Danyew (California) - See all my reviews
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This review is from: The Fate of Borderline Patients: Successful Outcome and Psychiatric Practice (Hardcover)

Although not the most current DSM, this book is still well written and informative. Lots of statistics and charts to help understand the background and continuing issues that factor into a borderlines destination - i.e. the role alcohol abuse plays in reducing the 5 year survival rate of female borderlines.