{"text_format":"2","workbook":"xls","n_sheets":1,"sheets":["report2"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":1,"defined_names":1,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"report2","index":0,"n_rows":21,"n_cols":5,"rows_kept":21,"cut":false,"hidden":false,"merged":[[0,2,0,3],[0,4,0,5],[1,2,1,3],[1,4,1,5],[2,2,2,3],[2,4,2,5],[3,2,3,3],[5,2,5,3],[6,2,6,3],[7,2,7,3],[8,2,8,3],[9,2,9,3],[10,2,10,3],[11,2,11,3],[15,2,15,3]],"flags":["formulas_cached_only"]}
[null,"1.","Record Nr.",null,"UNINA9910812507203321"]
[null,null,"Autore",null,"Ash Robert B."]
[null,null,"Titolo",null,"Topics in stochastic processes / / Robert B. Ash, Melvin F. Gardner"]
[null,null,"Pubbl/distr/stampa",null,"New York, New York ; ; London, England : , : Academic Press, , 1975"]
[{"$nulls":4},"©1975"]
[null,null,"ISBN",null,"1-4831-9143-5"]
[null,null,"Descrizione fisica",null,"1 online resource (332 p.)"]
[null,null,"Collana",null,"Probability and Mathematical Statistics ; ; Volume 27"]
[null,null,"Disciplina",null,"519.2"]
[null,null,"Soggetti",null,"Stochastic processes"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Front Cover; Topics in Stochastic Processes; Copyright Page; Table of Contents; PREFACE; Chapter 1. L2 Stochastic Processes; 1.1 Introduction; 1.2 Covariance Functions; 1.3 Second Order Calculus; 1.4 Karhunen-Loève Expansion; 1.5 Estimation Problems; 1.6 Notes; Chapter 2. Spectral Theory and Prediction; 2.1 Introduction;  L2 Stochastic Integrals; 2.2 Decomposition of Stationary Processes; 2.3 Examples of Discrete Parameter Processes; 2.4 Discrete Parameter Prediction: Special Cases; 2.5 Discrete Parameter Prediction: General Solution; 2.6 Examples of Continuous Parameter Processes"]
[{"$nulls":4},"2.7 Continuous Parameter Prediction in Special Cases Yaglom's Method; 2.8 Some Stochastic Differential Equations; 2.9 Continuous Parameter Prediction: Remarks on the General Solution; 2.10 Notes; Chapter 3. Ergodic Theory; 3.1 Introduction; 3.2 Ergodicity and Mixing; 3.3 The Pointwise Ergodic Theorem; 3.4 Applications to Real Analysis; 3.5 Applications to Markov Chains; 3.6 The Shannon-McMillan Theorem; 3.7 Notes; Chapter 4. Sample Function Analysis of Continuous Parameter Stochastic Processes; 4.1 Separability; 4.2 Measurability; 4.3 One-Dimensional Brownian Motion"]
[{"$nulls":4},"4.4 Law of the Iterated Logarithm4.5 Markov Processes; 4.6 Processes with Independent Increments; 4.7 Continuous Parameter Martingales; 4.8 The Strong Markov Property; 4.9 Notes; Chapter 5. The Itô Integral and Stochastic Differential Equations; 5.1 Definition of the Itô Integral; 5.2 Existence and Uniqueness Theorems for Stochastic Differential Equations; 5.3 Stochastic Differentials: A Chain Rule; 5.4 Notes; Appendix 1: Some Results from Complex Analysis; A1.1 Definitions and Comments; A1.2 Lemma; A1.3 Fatou's Radial Limit Theorem; A1.4 The "]
[{"$nulls":4},"Space H; A1.5 Theorem; A1.6 Theorem; A1.7 Theorem"]
[{"$nulls":4},"Appendix 2: Fourier Transforms on the Real LineA2.1 Some Basic Properties; A2.2 Lemma; A2.3 Lemma; A2.4 Lemma; A2.5 Inversion Theorem; A2.6 Fourier-Plancherel Theorem; References; Solutions to Problems; Index"]
[null,null,null,"Sommario/riassunto","Topics in Stochastic Processes"]