
Lectures on Prediction Theory
Delivered at the University Erlangen-Nürnberg 1966
Mitarbeit: Rosenmüller, J.
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Positive definite sequences.- Herglotz¿ theorem.- Vector valued measures.- Spectral decomposition and ergodic theorem.- Series representation.- Wold decomposition.- The Szeg¿-Krein-Kolmogorov theorem.- Predictors for completely indetermined sequences.- Prediction problems.