<p>This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments, Gaussian processes, martingale
Theory and Statistical Applications of Stochastic Processes
โ Scribed by Yuliya Mishura, Georgiy Shevchenko
- Publisher
- Wiley-ISTE
- Year
- 2018
- Tongue
- English
- Leaves
- 388
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Subjects
Probability & Statistics;Applied;Mathematics;Science & Math;Stochastic Modeling;Applied;Mathematics;Science & Math;Statistics;Mathematics;Science & Mathematics;New, Used & Rental Textbooks;Specialty Boutique
๐ SIMILAR VOLUMES
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,
<P>Intended for a second course in stationary processes, <B>Stationary Stochastic Processes: Theory and Applications</B> presents the theory behind the fieldโs widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations fo