Stationary and Related Stochastic Processes: Sample Function Properties and Their Applications

Publisher:

Dover Publications

Publication Date:

2004

Number of Pages:

368

Format:

Paperback

Price:

21.95

ISBN:

9780486438276

Category:

Monograph

BLL Rating:

The Basic Library List Committee suggests that undergraduate mathematics libraries consider this book for acquisition.

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1. Empirical Background
2. Some Fundamental Concepts and Results of Mathematical Probability Theory
3. Foundations of the Theory of Stochastic Processes
4. Analytical Properties of Sample Functions
5. Processes with Finite Second-Order Moments
6. Processes with Orthogonal Increments
7. Stationary Processes
8. Generalizations
9. Analytical Properties of the Sample Functions of Normal Processes
10. “Crossing” Problems and Related Topics
11. Properties of Streams of Crossings
12. Limit Theorems for Crossings
13. Nonstationary Normal Processes. Curve Crossing Problems
14. Frequency Detections and Related Topics
15. Some Aspects of the Reliability of Linear Systems
References
Index