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Random processes. Multiplicity theory and canonical decompositions. (English) Zbl 0364.60005

Benchmark Papers in Electrical Engineering and Computer Science. Stroudsburg: Dowden, Hutchinson & Ross, Inc. Xi, 393 p. £17.55; $ 29.80 (1973).

MSC:

60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60Gxx Stochastic processes
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M20 Inference from stochastic processes and prediction
94A05 Communication theory