Rosenblatt, Murray 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). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 9 Documents 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 × Cite Format Result Cite Review PDF