Stationary Stochastic Process: Theory and Applications

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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 stationary point 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, Stationary Stochastic 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.

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    Number of Pages: 375
    Format(s): Hardback - ISBN: 9781466557796
    Publication Date:
    Listed in: Probability & statistics, Stochastics
    Publisher: CRC Press Inc

    Books by Georg Lindgren

    Hardback

    RRP: £57.99

    Sale Price: £54.54

    Save: £3.45 per copy!

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