Stationary Stochastic Processes: Theory and Applications, 1st Edition (e-Book) book cover

Stationary Stochastic Processes

Theory and Applications, 1st Edition

By Georg Lindgren

Chapman and Hall/CRC

375 pages

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Hardback: 9781466557796
pub: 2012-10-01
eBook (VitalSource) : 9780429097980
pub: 2012-10-01
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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

Table of Contents

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.

About the Author

Georg Lindgren is with the Centre for Mathematical Sciences, Lund University, Sweden.

Subject Categories

BISAC Subject Codes/Headings:
MATHEMATICS / Probability & Statistics / General
MATHEMATICS / Probability & Statistics / Bayesian Analysis