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.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1986 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
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
Download citation
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
eBook Packages: Springer Book Archive