Stationary and Related Stochastic Processes: Sample Function Properties and Their Applications (Dover Books on Mathematics)

Cramér, Harald; Leadbetter, M. Ross; Mathematics

ISBN 10: 0486438279 / ISBN 13: 9780486438276

Editore: Dover Publications, 2004

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A well-cared-for item that has seen limited use but remains in great condition. The item is complete, unmarked, and undamaged, but may show some limited signs of wear. Item works perfectly. Pages are intact and not marred by notes or highlighting. The spine is undamaged. Codice articolo 4BQGBJ010I54_ns

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Titolo: Stationary and Related Stochastic Processes:...

Casa editrice: Dover Publications

Data di pubblicazione: 2004

Legatura: paperback

Condizione: Very Good

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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.

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