ABSTRACT

Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field's widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations for stationary processes and fields, including a portion on st

chapter 1|30 pages

Some probability and process background

chapter 2|38 pages

Sample function properties

chapter 3|48 pages

Spectral representations

chapter 4|38 pages

Linear filters – general properties

chapter 5|18 pages

Linear filters – special topics

chapter 6|34 pages

Classical ergodic theory and mixing

chapter 7|28 pages

Vector processes and random fields

chapter 8|40 pages

Level crossings and excursions

chapter |34 pages

A Some probability theory

chapter C|2 pages

C Commonly used spectra