Stationary Stochastic Processes : Theory and Applications

✍ Scribed by Lindgren, Georg

• Publisher: CRC Press
• Year: 2012
• Tongue: English
• Leaves: 367
• Series: Chapman & Hall/CRC Texts in Statistical Science
• Category: Library

✦ Synopsis

Some Probability and Process BackgroundSample space, sample function, and observablesRandom variables and stochastic processesStationary processes and fieldsGaussian processesFour historical landmarksSample Function PropertiesQuadratic mean propertiesSample function continuityDerivatives, tangents, and other characteristicsStochastic integrationAn ergodic resultExercisesSpectral RepresentationsComplex-valued stochastic processesBochner's theorem and the spectral distributionSpectral representation of a stationary processGaussian processesStationary counting processesExercisesLinear Filters - G. Read more...

Abstract: Some Probability and Process BackgroundSample space, sample function, and observablesRandom variables and stochastic processesStationary processes and fieldsGaussian processesFour historical landmarksSample Function PropertiesQuadratic mean propertiesSample function continuityDerivatives, tangents, and other characteristicsStochastic integrationAn ergodic resultExercisesSpectral RepresentationsComplex-valued stochastic processesBochner's theorem and the spectral distributionSpectral representation of a stationary processGaussian processesStationary counting processesExercisesLinear Filters - G

✦ Table of Contents

Content: 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
Bibliography

✦ Subjects

Математика;Теория вероятностей и математическая статистика;Теория случайных процессов;