On Linear Methods in Probability Theory
ResearchPublished 1960
A summary of the most important properties of infinite sets of random variables, following Kolmogorov. The article constructs the Hilbert space corresponding to a given set of random variables with finite dispersions, discusses random functions and their simplest correlation properties, presents a new definition of the integral of a random function, defines the spectral representation of a random function, and considers applications of stationary random functions.
Document Details
- Copyright: RAND Corporation
- Availability: Web Only
- Year: 1960
- Pages: 105
- DOI: https://doi.org/10.7249/pubs
- Document Number: T-131
Citation
RAND Style Manual
Karhunen, K. and Ivan Selin, On Linear Methods in Probability Theory, RAND Corporation, T-131, 1960. As of July 10, 2026: https://www.rand.org/pubs/translations/T131.html
Chicago Manual of Style
Karhunen, K. and Ivan Selin, On Linear Methods in Probability Theory. Santa Monica, CA: RAND Corporation, 1960. https://www.rand.org/pubs/translations/T131.html.
This publication is part of the RAND translation series. The translation series was a product of RAND from 1954 to 1961 that included articles published in a foreign language and translated at RAND.
This document and trademark(s) contained herein are protected by law. This representation of RAND intellectual property is provided for noncommercial use only. Unauthorized posting of this publication online is prohibited; linking directly to this product page is encouraged. Permission is required from RAND to reproduce, or reuse in another form, any of its research documents for commercial purposes. For information on reprint and reuse permissions, please visit www.rand.org/pubs/permissions.
RAND is a nonprofit institution that helps improve policy and decisionmaking through research and analysis. RAND's publications do not necessarily reflect the opinions of its research clients and sponsors.