Stationary Stochastic Processes: Theory and ApplicationsCRC Press, 1 oct 2012 - 375 páginas 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 st |
Índice
1 Some probability and process background | 1 |
2 Sample function properties | 31 |
3 Spectral representations | 69 |
4 Linearfilters 8211 general properties | 117 |
5 Linearfilters 8211 special topics | 155 |
6 Classical ergodic theory and mixing | 173 |
7 Vector processes and random fields | 207 |
8 Level crossings and excursions | 235 |
A Some probability theory | 275 |
B Spectral simulation of random processes | 309 |
| 315 | |
D Solutions and hints to selected exercises | 317 |
| 327 | |
Otras ediciones - Ver todo
Stationary Stochastic Processes: Theory and Applications Georg Lindgren Vista previa restringida - 2012 |
Términos y frases comunes
absolutely continuous amplitude asymptotic Borel sets cess Chapter characteristic function complex components conditional expectation constant convergence correlation countable counting process covariance function r(t cross-covariance crossings defined Definition depends derivative differential equation discrete dZ(o ergodic example exists finite number finite-dimensional distributions Fourier transform frequency func Gaussian process Hilbert space Hilbert transform impulse response increments independent infinite integral interval lemma limit linear combinations linear filter mean zero measure preserving non-negative normal variables observed orthogonal parameter Poisson process probability measure probability space proof properties prove quadratic mean random fields random variable Rice’s formula rx(t sample function continuity sample space Section sequence xn Slepian model spectral density spectral distribution function spectral process spectral representation stationary process x(t stationary sequence statistical Theorem theory tion u-upcrossings uncorrelated upcrossing variance wave white noise Wiener process