Characteristic correlation functions and their use in the theory of stationary Markoff processes
Doklady Akademii Nauk, Tome 132 (1960) no. 4, pp. 769-772
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@article{DAN_1960_132_4_a9,
author = {O. V. Sarmanov},
title = {Characteristic correlation functions and their use in the theory of stationary {Markoff} processes},
journal = {Doklady Akademii Nauk},
pages = {769--772},
publisher = {mathdoc},
volume = {132},
number = {4},
year = {1960},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DAN_1960_132_4_a9/}
}
TY - JOUR AU - O. V. Sarmanov TI - Characteristic correlation functions and their use in the theory of stationary Markoff processes JO - Doklady Akademii Nauk PY - 1960 SP - 769 EP - 772 VL - 132 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/DAN_1960_132_4_a9/ LA - ru ID - DAN_1960_132_4_a9 ER -
O. V. Sarmanov. Characteristic correlation functions and their use in the theory of stationary Markoff processes. Doklady Akademii Nauk, Tome 132 (1960) no. 4, pp. 769-772. http://geodesic.mathdoc.fr/item/DAN_1960_132_4_a9/