Stationary Stochastic Processes : Theory and Applications.

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Some Probability and Process BackgroundSample space, sample function, and observablesRandom variables and stochastic processesStationary processes and fieldsGaussian processesFour historical landmarksSample Function PropertiesQuadratic mean propertiesSample function continuityDerivatives, tangents,...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Lindgren, Georg
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken : CRC Press, 2012.
Colección:Chapman & Hall/CRC Texts in Statistical Science.
Temas:
Stationary processes.
Stochastic analysis.
Processus stationnaires.
Analyse stochastique.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Stationary processes
Stochastic analysis
Acceso en línea:Texto completo
Descripción
Sumario:Some Probability and Process BackgroundSample space, sample function, and observablesRandom variables and stochastic processesStationary processes and fieldsGaussian processesFour historical landmarksSample Function PropertiesQuadratic mean propertiesSample function continuityDerivatives, tangents, and other characteristicsStochastic integrationAn ergodic resultExercisesSpectral RepresentationsComplex-valued stochastic processesBochner's theorem and the spectral distributionSpectral representation of a stationary processGaussian processesStationary counting processesExercisesLinear Filters - G.
Descripción Física:1 online resource (367 pages)
ISBN:9781466557802
146655780X

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