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Stationary Stochastic Processes - Theory and Applications (Hardcover, New)
Loot Price: R3,029
Discovery Miles 30 290
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Stationary Stochastic Processes - Theory and Applications (Hardcover, New)
Series: Chapman & Hall/CRC Texts in Statistical Science
Expected to ship within 12 - 17 working days
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Total price: R3,049
Discovery Miles: 30 490
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Intended 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. Features
Presents and illustrates the fundamental correlation and spectral
methods for stochastic processes and random fields Explains how the
basic theory is used in special applications like detection theory
and signal processing, spatial statistics, and reliability
Motivates mathematical theory from a statistical model-building
viewpoint Introduces a selection of special topics, including
extreme value theory, filter theory, long-range dependence, and
point processes 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.
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