Stationary Sequences (No. 27)

Paper No. 27 has by now become classical and opened the main road in the theory of stationary (and related) random processes, giving a proper setting1 for prediction problems and solving them for stationary processes with discrete time (stationary sequences). This work is remarkable because of its deep connection with various questions of approximation theory, spectral theory of operators in Hubert space and the theory of analytic functions. The two central notions in this theory are the regularity of a random process and subordination of one process to another.