Book Review
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MathSciNet review:
1567143
Full text of review:
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This review is available free of charge.
Book Information:
Author:
Yuriy A. Rozanov
Title:
Innovation processes
Additional book information:
John Wiley & Sons, New York, Toronto, London, and Sydney, 1977, vii + 136 pp., $14.50.
Harald Cramér, A contribution to the theory of stochastic processes, Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, 1950, University of California Press, Berkeley-Los Angeles, Calif., 1951, pp. 329–339. MR 0044771
Harald Cramér, On some classes of nonstationary stochastic processes, Proc. 4th Berkeley Sympos. Math. Statist. and Prob., Vol. II, Univ. California Press, Berkeley, Calif., 1961, pp. 57–78. MR 0150828
Harald Cramér, Stochastic processes as curves in Hilbert space, Teor. Verojatnost. i Primenen. 9 (1964), 193–204 (English, with Russian summary). MR 0170375
J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Ltd., London, 1953. MR 0058896
Jacob Feldman, Equivalence and perpendicularity of Gaussian processes, Pacific J. Math. 8 (1958), 699–708. MR 102760
I. C. Gohberg and M. G. Kreĭn, Theory and applications of Volterra operators in Hilbert space, Translations of Mathematical Monographs, Vol. 24, American Mathematical Society, Providence, R.I., 1970. Translated from the Russian by A. Feinstein. MR 0264447
7. T. Hida, Canonical representations of Gaussian processes and their applications, Nagoya Math. J. 52 (1968), 39-46.
Yu. A. Rozanov, Stationary random processes, Holden-Day, Inc., San Francisco, Calif.-London-Amsterdam, 1967. Translated from the Russian by A. Feinstein. MR 0214134
- 1.
- H. Cramèr, A contribution to the theory of stochastic processes, Proc. Second Berkeley Symposium on Math. Stat. and Prob. 1951, pp. 329-339. MR 0044771
- 2.
- H. Cramèr, On some classes of nonstationary stochastic processes, Proc. Fourth Berkeley Sympos. Math. Stat. and Prob. II, 1961, pp. 57-77. MR 150828
- 3.
- H. Cramèr, Stochastic processes as curves in Hilbert space. Theor. Probability Appl. 9 (1964), 169-179. MR 170375
- 4.
- J. Doob, Stochastic processes, Wiley, New York, 1953. MR 58896
- 5.
- J. Feldman, Equivalences and perpendicularity of Gaussian processes, Pacific J. Math. 8 (1958), 699-708; Correction 9, 1295-1296. MR 102760
- 6.
- I. C. Gohberg and M. G. Kreĭn, Theory and applications of Volterra operators in Hilbert space, Transl. Math. Mono, No. 24, Amer. Math. Soc., Providence, R. I., 1970. MR 264447
- 7.
- T. Hida, Canonical representations of Gaussian processes and their applications, Nagoya Math. J. 52 (1968), 39-46.
- 8.
- Y. A. Rozanov, Stationary random processes, Holden-Day, San Francisco, Calif., 1967. MR 214134
Review Information:
Reviewer:
Steven Orey
Journal:
Bull. Amer. Math. Soc.
1 (1979), 532-534
DOI:
https://doi.org/10.1090/S0273-0979-1979-14607-X
