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Random processes. 2nd ed. (English) Zbl 0287.60031
Graduate Texts in Mathematics. 17. New York - Heidelberg - Berlin: Springer-Verlag. X, 228 p. DM 31.40; $ 12.80 (1974).

MSC:
60Gxx Stochastic processes
60-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60Jxx Markov processes
60G10 Stationary stochastic processes
60G15 Gaussian processes
60G25 Prediction theory (aspects of stochastic processes)
60G50 Sums of independent random variables; random walks
60J05 Discrete-time Markov processes on general state spaces
60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60J60 Diffusion processes
60J75 Jump processes (MSC2010)
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15 Inference from stochastic processes and spectral analysis
28D05 Measure-preserving transformations
60A05 Axioms; other general questions in probability
60E05 Probability distributions: general theory
60F05 Central limit and other weak theorems