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

By:

Lindgren, Georg

Contributor(s):

Material type: Text

TextPublication 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

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Previous	519.232 H632 Canonical representations of Gaussian processes and their applications	519.232 R434 Extreme values,regular variation, and point processes	519.232 R755 Stationary random processes associated with point processes	519.2320245 L745 Stationary stochastic processes for scientists and engineers /	519.233 Graph Directed Markov Systems: Geometry and Dynamics of Limit Sets	519.233 Markov Processes, Gaussian Processes, and Local Times	519.233 Lectures on stochastic analysis: diffusion theory	Next

"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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