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

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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 engine...

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Bibliographic Details
Main Authors: Lindgren, Georg, 1940- (Author), Rootzén, Holger (Author), Sandsten, Maria (Author)
Language:English
Published: Boca Raton : CRC Press, Taylor & Francis Group, an informa business, [2014]
Subjects:
Stationary processes.
Stochastic analysis.
Mathematics.
Physical Description:xv, 314 pages : illustrations (black and white) ; 25 cm
Format: Book
Description
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.
Note:"A Chapman & Hall book."
Call Number:QA274.3 .L565 2014
Bibliography Note:Includes bibliographical references (pages 299-303) and index.
ISBN:9781466586185 (hbk.)
1466586184 (hbk.)