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Stationary stochastic processes for scientists and engineers / Georg Lindgren, Holger Rootzen and Maria Sandsten.

By: Contributor(s): Material type: TextTextPublication details: Boca Raton : CRC Press, c2014.Description: xv, 314 p. : illustrations ; 25 cmISBN:
  • 9781466586185 (hbk. : acidfree paper)
Subject(s): DDC classification:
  • 519.2320245 23 L745
Contents:
1. Stochastic processes-- 2. Stationary processes-- 3. The Poisson process and its relatives-- 4. Spectral representations-- 5. Gaussian processes-- 6. Linear filters-general theory-- 7. AR-,MA-, and ARMA-models-- 8. Linear filters-applications-- 9. Frequency analysis and spectral estimation-- A. Some probability and statistics-- B. Delta functions, generalized functions, and stieltjes integrals-- C. Kolmogorov's existence theorme-- D. Covariance/spectral density pairs-- E. A historical background-- References-- Index.
Summary: "Based on a course taught to undergraduate students in engineering for over 30 years, this textbook presents all the material for a first course in stationary stochastic processes (SSP). Following naturally from a mathematical statistics course, it covers model building via SSP with a focus on engineering applications. The book includes many exercises and computer-based practicals using MATLAB" --
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.2320245 L745 (Browse shelf(Opens below)) Available 135417
Total holds: 0

"A Chapman & Hall book."

Includes bibliographical references (pages 299-303) and index.

1. Stochastic processes--
2. Stationary processes--
3. The Poisson process and its relatives--
4. Spectral representations--
5. Gaussian processes--
6. Linear filters-general theory--
7. AR-,MA-, and ARMA-models--
8. Linear filters-applications--
9. Frequency analysis and spectral estimation--

A. Some probability and statistics--
B. Delta functions, generalized functions, and stieltjes integrals--
C. Kolmogorov's existence theorme--
D. Covariance/spectral density pairs--
E. A historical background--

References--
Index.

"Based on a course taught to undergraduate students in engineering for over 30 years, this textbook presents all the material for a first course in stationary stochastic processes (SSP). Following naturally from a mathematical statistics course, it covers model building via SSP with a focus on engineering applications. The book includes many exercises and computer-based practicals using MATLAB" --

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