Penulis: Y. A. Rozanov

This book, a concise introduction to modern probability theory and certain of its ramifications, deals with a subject indispensable to natural scientists and mathematicians alike. Here the readers, w …

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 …

In this book we study Markov random functions of several variables. What is traditionally meant by the Markov property for a random process (a random function of one time variable) is connected to th …