株式会社極東書店トップ ＞ 商品一覧 ＞ Stationary Stochastic Processes : Theory and Applications.
商品詳細
Stationary Stochastic Processes : Theory and Applications. 定常確率過程－理論と応用
・ISBN 978-1-4665-5779-6 hard GB£ 124.99
￥39,596.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 著者・編者 | Lindgren, Georg, |
|---|---|
| シリーズ | Chapman & Hall/CRC Texts in Statistical Science Series |
| 出版社 | (Chapman & Hall / CRC, US) |
| 出版年月 | 2012 |
| ページ数 | 376 pp. |
| 言語 | ENG |
| ニュース番号 | ＜598-354＞ |
解説
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 stationary point processes.
Features
- Presents and illustrates the fundamental correlation and spectral methods for stochastic processes and random fields
- Explains how the basic theory is used in special applications like detection theory and signal processing, spatial statistics, and reliability
- Motivates mathematical theory from a statistical model-building viewpoint
- Introduces a selection of special topics, including extreme value theory, filter theory, long-range dependence, and point processes
- Provides more than 100 exercises with hints to solutions and selected full solutions
This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory. Precise in mathematical details without being pedantic, Stationary Stochastic Processes: Theory and Applications is for the student with some experience with stochastic processes and a desire for deeper understanding without getting bogged down in abstract mathematics.