02646nam 2200577I 450 991046059870332120200520144314.00-429-09798-01-4665-5780-X(CKB)3710000000391119(EBL)1438165(SSID)ssj0001460040(PQKBManifestationID)12590069(PQKBTitleCode)TC0001460040(PQKBWorkID)11464577(PQKB)11610380(MiAaPQ)EBC1438165(Au-PeEL)EBL1438165(CaPaEBR)ebr11165894(OCoLC)908077353(EXLCZ)99371000000039111920180611d2012 uy 0engur|n|---|||||txtccrStationary stochastic processes theory and applications /by Georg LindgrenFirst edition.Boca Raton, FL :Chapman and Hall/CRC, an imprint of Taylor and Francis,2012.1 online resource (367 p.)Chapman & Hall/CRC Texts in Statistical Science Series"A Chapman & Hall Book."1-4665-5779-6 Includes bibliographical references.Front Cover; Dedication; Contents; List of figures; Preface; Acknowledgments; List of notations; 1. Some probability and process background; 2. Sample function properties; 3. Spectral representations; 4. Linearfilters - general properties; 5. Linearfilters - special topics; 6. Classical ergodic theory and mixing; 7. Vector processes and random fields; 8. Level crossings and excursions; A. Some probability theory; B. Spectral simulation of random processes; C. Commonly used spectra; D. Solutions and hints to selected exercises; BibliographyIntended 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.Texts in statistical science.Stationary processesStochastic analysisElectronic books.Stationary processes.Stochastic analysis.519.2/2Lindgren Georg1940-491608FlBoTFGFlBoTFGBOOK9910460598703321Stationary stochastic processes2145295UNINA