Abstract
In this chapter certain concepts and theorems in the theory of stochastic processes are reviewed, with emphasis on the variance-covariance properties of stationary processes in the n-dimensional Euclidean space, R n . For details and proofs the reader is referred to one or the other of the following textbooks: Bartlett (1955), Blanc-Lapierre & Fortet (1953), Doob (1953), Grenander & Rosenblatt (1956), Yaglom (1959). Fundamental works such as Khintchine (1934), Wold (1938), Cramér (1940), Karhunen (1947), and Loève (1948) mark the development of the more specific “correlation theory” of stationary processes.
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© 1986 Springer-Verlag Berlin Heidelberg
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Matérn, B. (1986). Stationary stochastic processes in Rn . In: Spatial Variation. Lecture Notes in Statistics, vol 36. Springer, New York, NY. https://doi.org/10.1007/978-1-4615-7892-5_2
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DOI: https://doi.org/10.1007/978-1-4615-7892-5_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-96365-5
Online ISBN: 978-1-4615-7892-5
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