Stationary stochastic processes : theory and applications /

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Bibliographic Details
Author / Creator:Lindgren, Georg, 1940-
Imprint:Boca Raton, FL : CRC Press, [2013]
©2013
Description:xxvii, 347 pages : illustrations ; 24 cm.
Language:English
Series:Chapman & Hall/CRC texts in statistical science series
Texts in statistical science.
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/8932438
Hidden Bibliographic Details
ISBN:9781466557796 (hardback)
1466557796 (hardback)
Notes:Includes bibliographical references and index.
Summary:"Preface This book has grown out of my own experiences as teacher and researcher at a department in mathematical statistics with responsibilities both to an engineering and a science community. The spirit of the text reflects those double responsibilities. The background The book Stationary and Related Stochastic Processes [34] appeared in 1967. Written by Harald Cramér and M.R. Leadbetter, it drastically changed the life of PhD students in Mathematical statistics with an interest in stochastic processes and their applications, as well as that of students in many other fields of science and engineering. Through that book, they got access to tools and results for stationary stochastic processes that until then had been available only in rather advanced mathematical textbooks, or through specialized statistical journals. The impact of the book can be judged from the fact that still, after almost fifty years, it is a standard reference to stationary processes in PhD theses and research articles. Even if many of the more specialized results in the Cramér-Leadbetter book have been superseded by more general results, and simpler proofs have been found for some of the statements, the general attitude in the book makes it enjoyable reading both for the student and for the teacher. It will remain a definite source of reference for many standard results on sample function and crossings properties of continuous time processes, in particular in the Gaussian case. Unfortunately, the book only appeared in a first edition, and it was out of print for many years. The Dover reprint from 2004 filled that gap. Another book, that at its time created a link between the mathematical theory of stationary processes, and their engineering use, is the book"--

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Call Number: QA274.3 .L56 2013
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