Georg Lindgren

Stationary Stochastic Processes (eBook, PDF)

Theory and Applications

• Format: PDF

Produktbeschreibung

In recent years, applications of advanced stochastic processes have expanded greatly. Intended for students taking a second course in stochastic processes, this textbook presents an overview of theory with applications in engineering and science. This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics for the teacher to expand on, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 375
• Erscheinungstermin: 1. Oktober 2012
• Englisch
• ISBN-13: 9781466557802
• Artikelnr.: 57102132

Autorenporträt

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

Inhaltsangabe

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.