Chapman and Hall/CRC
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
Some Probability and Process Background. Sample Function Properties. Spectral Representations. Linear Filters - General Properties. Linear Filters - Special Topics. Classical Ergodic Theory and Mixing. Vector Processes and Random Fields. Level Crossings and Excursions.