Gaussian Processes, Function Theory, and the Inverse Spectral Problem

H. Dym, Henry P. McKean0122264606, 9780122264603

This text offers background in function theory, Hardy functions, and probability as preparation for surveys of Gaussian processes, strings and spectral functions, and strings and spaces of integral functions. It addresses the relationship between the past and the future of a real, one-dimensional, stationary Gaussian process. 1976 edition.