Stationary And Related Stochastic Processes: Sample Function Properties And Their Applications - Brossura

Cramer, Harald; Leadbetter, M. R.

Brossura

ISBN 10: 0486438279 ISBN 13: 9780486438276

Casa editrice: Dover Pubns, 2004

Riassunto

This graduate-level text offers a comprehensive account of the general theory of stationary processes, with special emphasis on the properties of sample functions. Assuming a familiarity with the basic features of modern probability theory, the text develops the foundations of the general theory of stochastic processes, examines processes with a continuous-time parameter, and applies the general theory to procedures key to the study of stationary processes. Additional topics include analytic properties of the sample functions and the problem of time distribution of the intersections between a sample function. 1967 edition.

Su questo libro

Contenuti:

1. Empirical Background 2. Some Fundamental Concepts and Results of Mathematical Probability Theory 3. Foundations of the Theory of Stochastic Processes 4. Analytical Properties of Sample Functions 5. Processes with Finite Second-Order Moments 6. Processes with Orthogonal Increments 7. Stationary Processes 8. Generalizations 9. Analytical Properties of the Sample Functions of Normal Processes 10. “Crossing” Problems and Related Topics 11. Properties of Streams of Crossings 12. Limit Theorems for Crossings 13. Nonstationary Normal Processes. Curve Crossing Problems 14. Frequency Detections and Related Topics 15. Some Aspects of the Reliability of Linear Systems References Index

Product Description:

Stationary And Related Stochastic Processes: Sample Function Properties And Their Applications BY Harald Cramér, M. Ross Leadbetter, Dover Publications, Paperback, 2004

Su questa edizione

• Editore: Dover Pubns
• Data di pubblicazione: 2004
• ISBN 10: 0486438279
• ISBN 13: 9780486438276
• Rilegatura: Copertina flessibile
• Numero di pagine: 348