A. M. Yaglom's An Introduction to the Theory of Stationary Random Functions PDF

By A. M. Yaglom

ISBN-10: 048649571X

ISBN-13: 9780486495712

This two-part therapy covers the final idea of desk bound random features and the Wiener-Kolmogorov concept of extrapolation and interpolation of random sequences and approaches. starting with the best suggestions, it covers the correlation functionality, the ergodic theorem, homogenous random fields, and common rational spectral densities, between different issues. quite a few examples seem in the course of the textual content, with emphasis at the actual that means of mathematical ideas. even if rigorous in its remedy, this is often primarily an advent, and the only necessities are a rudimentary wisdom of likelihood and intricate variable concept.

Show description

Read or Download An Introduction to the Theory of Stationary Random Functions PDF

Best mathematics books

Download e-book for iPad: Original Exercises in Plane and Solid Geometry by Levi Leonard Conant

This ancient publication could have a number of typos and lacking textual content. dealers can obtain a unfastened scanned reproduction of the unique ebook (without typos) from the writer. now not listed. now not illustrated. 1905. Excerpt: . .. II. THE CIRCLE a hundred and one. If the inscribed and circumscribed circles of a triangle are concentric, the triangle is equilateral.

Mathematics and Computer Science in Medical Imaging by Aldo Rescigno (auth.), Max A. Viergever, Andrew PDF

Scientific imaging is a vital and quickly increasing sector in scientific technological know-how. a few of the equipment hired are basically electronic, for instance automated tomography, and the topic has turn into more and more stimulated by way of increase­ ments in either arithmetic and machine technological know-how. The mathematical difficulties were the fear of a comparatively small workforce of scientists, consisting as a rule of utilized mathematicians and theoretical physicists.

Extra info for An Introduction to the Theory of Stationary Random Functions

Example text

1) où a est une fonction continue à valeurs réelles ou complexes de la variable réelle t. Comme a est continue sur R, elle admet une primitive A. La fonction f définie par f (t) = e−A(t) est dérivable, et vérifie pour tout t ∈ R : f (t) = −A (t)e−A(t) = −a(t) f (t). f est donc solution de l’équation (1). Réciproquement, soit y une solution quelconque de cette équation ; posons pour t ∈ R : y(t) = z(t)e−A(t) . En dérivant, on obtient : y (t) = z (t)e−A(t) − A (t) z(t)e−A(t) , d’où y (t) + a(t) y(t) = z (t)e−A(t) .

Exemple : Résoudre l’équation différentielle : y − ty = 2t (1). L’équation sans second membre associée s’écrit : y − ty = 0 ; sa solution générale t2 est y = C e 2 . Une solution évidente de l’équation (1) est : y = −2. La solution générale est donc : t2 y = −2 + C e 2 54 Équations différentielles linéaires 3 COURS On peut aussi utiliser le principe de superposition : si y1 est une solution de l’équation y − a(t)y = b1 (t) et y2 une solution de l’équation y − a(t)y = b1 (t), alors y1 + y2 est solution de l’équation y − a(t)y = b1 (t) + b2 (t).

X sh x ch y sh x ex 2 x O sh et (ch ) (x) = sh x Il en résulte les tableaux de variation suivants : −∞ −∞ + 0 1 0 + +∞ x ch x +∞ ch x −∞ +∞ − 0 0 + +∞ +∞ 1 ex ex ) = 0 et lim (sh x − ) = 0. Les courbes d’équations x→+∞ x→+∞ 2 x 2 e y = ch x, y = sh x et y = sont asymptotes en +∞, leurs positions relatives étant 2 données par les inégalités : Remarque : lim (ch x − Doc. 7 Cosinus et sinus hyperboliques. 2 • Trigonométrie hyperbolique On vérifie facilement que pour tout x ∈ R : ch x + sh x = ex et ch x − sh x = e−x D’où : ∀x ∈ R ch 2 x − sh 2 x = 1 En posant : Y shx X = ch x M et Y = sh x, on a 1 chx X Doc.

Download PDF sample

An Introduction to the Theory of Stationary Random Functions by A. M. Yaglom


by Joseph
4.5

Rated 4.09 of 5 – based on 50 votes