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Stationary Stochastic Processes
Af: Georg Lindgren Engelsk Hardback
SPAR
kr 191
Stationary Stochastic Processes
Af: Georg Lindgren Engelsk Hardback

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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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.

Produktdetaljer
Sprog: Engelsk
Sider: 376
ISBN-13: 9781466557796
Indbinding: Hardback
Udgave:
ISBN-10: 1466557796
Kategori: Stokastik
Udg. Dato: 1 okt 2012
Længde: 22mm
Bredde: 240mm
Højde: 163mm
Oplagsdato: 1 okt 2012
Forfatter(e): Georg Lindgren
Forfatter(e) Georg Lindgren


Kategori Stokastik


Sprog Engelsk


Indbinding Hardback


Sider 376


Udgave


Længde 22mm


Bredde 240mm


Højde 163mm


Udg. Dato 1 okt 2012


Oplagsdato 1 okt 2012

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