LIBROS DEL AUTOR: i a ibragimov

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  • Gaussian Random Processes
    I.A. Ibragimov / Y.A. Rozanov / A.B. Aries
    The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a 'random process segment' and of finding effective formulas for densities of the equiva­ lent distributions. Our second problem is to de...
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    66,28 €