Stationary and Related Stochastic Processes

Sample Function Properties and Their Applications

Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Stationary and Related Stochastic Processes by Harald Cramér, M. Ross Leadbetter, Dover Publications
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Author: Harald Cramér, M. Ross Leadbetter ISBN: 9780486153353
Publisher: Dover Publications Publication: January 15, 2013
Imprint: Dover Publications Language: English
Author: Harald Cramér, M. Ross Leadbetter
ISBN: 9780486153353
Publisher: Dover Publications
Publication: January 15, 2013
Imprint: Dover Publications
Language: English
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.
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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.

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