Lectures on Prediction Theory: Delivered at the University Erlangen-Nurnberg 1966 by K. Urbanik (Paperback, 1967)

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Short Title LECTURES ON PREDICTION THEORY. Positive definite sequences. - Herglotz' theorem. - Spectral decomposition and ergodic theorem. - Series representation. - Wold decomposition. - The Szegoe-Krein-Kolmogorov theorem.