ABSTRACT

The first book to examine weakly stationary random fields and their connections with invariant subspaces (an area associated with functional analysis). It reviews current literature, presents central issues and most important results within the area. For advanced Ph.D. students, researchers, especially those conducting research on Gaussian theory.

chapter 1|39 pages

Weakly Stationary Sequences

chapter 2|67 pages

Weakly Stationary Random Fields

chapter 3|25 pages

Invariant Subspaces

chapter 4|35 pages

Applications and Generalizations