Stationary stochastic processes for scientists and engineers
By: Georg Lindgren, Lund University Lund, Sweden, Holger Rootzén, Chalmers University of Technology Gothenburg, Sweden, Maria Sandsten, Lund University Lund, Sweden
Contributors: Rootzén, Holger, author; Sandsten, Maria, author
Publisher: CRC Press, Taylor & Francis Group
Published: 2014
Place of publication: Boca Raton
Language: eng
Number of pages: 314
ISBN-13: 9781466586185
Copyright date: 2014
Subjects: Mathematics; Stochastic analysis; Stationary processes
Description: "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" --
Notes: "A Chapman & Hall book."

Includes bibliographical references (pages 299-303) and index.