Bøger af Y.A. Rozanov

What is traditionally meant by the Markov property for a random process (a random function of one time variable) is connected to the concept of the phase state of the process and refers to the independence of the behavior of the process in the future from its behavior in the past, given knowledge of its state at the present moment.

The book deals mainly with three problems involving Gaussian stationary processes. The second problem mentioned above is closely related with problems involving ergodic theory of Gaussian dynamic systems as well as prediction theory of stationary processes.