Ebook: Stationary Stochastic Processes : Theory and Applications
Author: Lindgren Georg
- Genre: Mathematics // Mathematicsematical Statistics
- Tags: Математика, Теория вероятностей и математическая статистика, Теория случайных процессов
- Series: Chapman & Hall/CRC Texts in Statistical Science
- Year: 2012
- Publisher: CRC Press
- City: Hoboken
- Language: English
- pdf
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, and other characteristicsStochastic integrationAn ergodic resultExercisesSpectral RepresentationsComplex-valued Read more...
Abstract: 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, and other characteristicsStochastic integrationAn ergodic resultExercisesSpectral RepresentationsComplex-valued stochastic processesBochner's theorem and the spectral distributionSpectral representation of a stationary processGaussian processesStationary counting processesExercisesLinear Filters - G