The first book to examine weakly stationary random fields and their connections with invariant subspaces (an area associated with functional analysis). It reviews current literature, presents central issues and most important results within the area. For advanced Ph.D. students, researchers, especially those conducting research on Gaussian theory.
Table of Contents
Weakly Stationary Sequences. Weakly Stationary Random Fields. Invariant Subspaces. Applications and Generalizations. Background Material.
Vidyadhar Mandrekar and David A. Reddett