Weakly Stationary Random Fields, Invariant Subspaces and Applications PDF

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.

Authors: Vidyadhar S. Mandrekar, David A. Redett