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Title: This is a reference book and it is not good for learning
Review: In very short words this book is just a very long stream of random processes equations with some explanation in between. At the same time, the cross index at the end is not very complete, this makes looking for an answer difficult (try just to put together the most fundamental properties of a Gaussian Process if you doubt about this).One good feature of this book (and maybe this is why it's so widely used) is that it covers a very extensive list of topics.
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