Correlation Theory of Stationary and Related Random Functions is an elementary introduction to the most important part of the theory dealing only with the first and second moments of these functions. This theory is a significant part of modern probability theory and offers both intrinsic mathematical interest and many concrete and practical applications. Stationary random functions arise in connection with stationary time series which are so important in many areas of engineering and other applications. This book presents the theory in such a way that it can be understood by...

2014 Reprint of 1962 Edition. Full facsimile of the original edition. Not reproduced with Optical Recognition Software. The present volume deals with the theory of stationary random functions, and contains indispensable background material for an understanding of such diverse topics as turbulence theory, the theory of servomechanisms and information theory. The approach is intuitive, stressing physical interpretation of the results obtained. Part I discusses the general theory of stationary random functions. Part II is devoted to the Wiener-Kolmogorov theory of extrapolation and...