Stationary Stochastic Process: Theory and Applications - Couverture rigide

Livre 24 sur 126: Chapman & Hall/CRC Texts in Statistical Science

Lindgren, George

 
9781466557796: Stationary Stochastic Process: Theory and Applications
Couverture rigide
ISBN 10 : 1466557796 ISBN 13 : 9781466557796
Editeur : CRC Press Inc, 2012

Synopsis

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.

    Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

    À propos de l?auteur

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

    Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

    Éditeur
    CRC Press Inc
    Date d'édition
    2012
    Langue
    anglais
    ISBN 10 
    1466557796
    ISBN 13 
    9781466557796
    Reliure
    Relié
    Nombre de pages
    347
    Coordonnées du fabricant
    non disponible
    Personne responsable
    gpsr@libri.de
    gpsr@libri.de

    Friedensallee 273
    Hamburg
    22763
    Allemagne