Stationary Stochastic Processes : Theory and Applications
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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.
Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the fields 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
- 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.
Get Stationary Stochastic Processes by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Taylor & Francis Inc and it has pages.
