Stationary Stochastic Processes
eBook - ePub

Stationary Stochastic Processes

Theory and Applications

  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

Stationary Stochastic Processes

Theory and Applications

About this book

Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field's widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations for stationary processes and fields, including a portion on st

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Yes, you can access Stationary Stochastic Processes by Georg Lindgren in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Cover
  2. Half Title
  3. Chapman & Hall/CRC: Texts in Statistical Science Series
  4. Title Page
  5. Copyright Page
  6. Table of Contents
  7. List of figures
  8. Preface
  9. Acknowledgments
  10. List of notations
  11. Chapter 1: Some probability and process background
  12. Chapter 2: Sample function properties
  13. Chapter 3: Spectral representations
  14. Chapter 4: Linear filters - general properties
  15. Chapter 5: Linear filters - special topics
  16. Chapter 6: Classical ergodic theory and mixing
  17. Chapter 7: Vector processes and random fields
  18. Chapter 8: Level crossings and excursions
  19. Appendix A: Some probability theory
  20. Appendix B: Spectral simulation of random processes
  21. Appendix C: Commonly used spectra
  22. Appendix D: Solutions and hints to selected exercises
  23. Bibliography
  24. Index