Stationary Stochastic Processes for Scientists and Engineers

Stationary Stochastic Processes for Scientists and Engineers

Autor: Georg Lindgren, Holger Rootzen, Maria Sandsten
Verlag: CRC Press
Ausgabe: 1
Erscheinungsdatum: 2013
ISBN: 9781466586185

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Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer. To enable hands-on practice, MATLAB code is available online.

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