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
Tabla de Contenidos:
  • Front Cover; Dedication; Contents; List of figures; Preface; Acknowledgments; List of notations; 1. Some probability and process background; 2. Sample function properties; 3. Spectral representations; 4. Linearfilters
  • general properties; 5. Linearfilters
  • special topics; 6. Classical ergodic theory and mixing; 7. Vector processes and random fields; 8. Level crossings and excursions; A. Some probability theory; B. Spectral simulation of random processes; C. Commonly used spectra; D. Solutions and hints to selected exercises; Bibliography.

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