Stationary Stochastic Processes - Theory and Applications - Bog af Georg (Lund University Lindgren - Hardback
In recent years, applications of advanced stochastic processes have expanded greatly. Intended for students taking a second course in stochastic processes, this textbook presents an overview of theory with applications in engineering and science. This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics for the teacher to expand on, like extreme value theory, filter theory, long-range dependence, and point processes, and..
Stationary Stochastic Processes - Theory and Applications - Georg (Lund University Lindgren
In recent years, applications of advanced stochastic processes have expanded greatly. Intended for students taking a second course in stochastic processes, this textbook presents an overview of theory with applications in engineering and science. This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics for the teacher to expand on, like extreme value theory, filter theory, long-range dependence, and point processes, and..