stationeryStochastic Process PDF ePub eBook

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stationeryStochastic Process free pdf Intended for a second course instationeryprocesses,stationeryStochastic 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 forstationeryprocesses and fields, including a portion onstationerypoint processes. Features * Presents and illustrates the fundamental correlation and spectral methods for stochastic processes and random fields * Explains how the basic theory is used in special applications like detection theory and signal processing, spatial statistics, and reliability * Motivates mathematical theory from a statistical model-building viewpoint * Introduces a selection of special topics, including extreme value theory, filter theory, long-range dependence, and point processes * Provides more than 100 exercises with hints to solutions and selected full solutions This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory. Precise in mathematical details without being pedantic,stationeryStochastic Processes: Theory and Applications is for the student with some experience with stochastic processes and a desire for deeper understanding without getting bogged down in abstract mathematics.

About Georg Lindgren

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

Details Book

Author : Georg Lindgren
Publisher : CRC Press Inc
Data Published : 26 October 2012
ISBN : 1466557796
EAN : 9781466557796
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 375 pages
Age + : 15 years
Language : English
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