35986841_10216840653711318_1105697261150535680_n

Stationary stochastic processes for scientists and engineers /

Lindgren, Georg,

Stationary stochastic processes for scientists and engineers / Georg Lindgren, Lund University Lund, Sweden, Holger Rootzén, Chalmers University of Technology Gothenburg, Sweden, Maria Sandsten, Lund University Lund, Sweden. - 1st ed. - xv, 314 pages : illustrations ; 25 cm

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

"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" --

9781466586185 (hbk. : acidfree paper) 1466586184 (hbk. : acidfree paper)

2012276118


Stationary processes.
Stochastic analysis.
Mathematics.

QA274.3 / .L557 2014

519.232