| Description |
1 online resource (316 pages) |
| Contents |
Front Cover; Contents; Preface; A survey of the contents; Chapter 1 Stochastic processes; Chapter 2 Stationary processes; Chapter 3 The Poisson process and its relatives; Chapter 4 Spectral representations; Chapter 5 Gaussian processes; Chapter 6 Linear filters -- general theory; Chapter 7 AR-, MA-, and ARMA- models; Chapter 8 Linear filters -- applications; Chapter 9 Frequency analysis and spectral estimation; Appendix A Some probability and statistics; Appendix B Delta functions, generalized functions, and Stieltjes integrals; Appendix C Kolmogorov's existence theorem |
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Appendix D Covariance/ spectral density pairsAppendix E A historical background; References; Back Cover |
| Summary |
""This book is designed for a first course in stationary stochastic processes in science and engineering and does a very good job in introducing many concepts and ideas to students in these fields. ... the book has probably been tested in the classroom many times, which also manifests itself in its virtual lack of typos. ... Another great feature of the book is that it contains a wealth of worked example from many different fields. These help clarify concepts and theorems and I believe students will appreciate them-I certainly did. ... The book is well suited for a one-semester course as it contains |
| Notes |
Print version record |
| Subject |
Stationary processes.
|
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Stochastic analysis.
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MATHEMATICS -- Applied.
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MATHEMATICS -- Probability & Statistics -- General.
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Stationary processes
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Stochastic analysis
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| Form |
Electronic book
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| Author |
Rootzen, Holger
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Sandsten, Maria
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| ISBN |
9781466586192 |
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1466586192 |
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