On sample function properties of stochastic processes with stationary independent increments
Author: John Hawkes
Publisher:
Published: 1969
Total Pages:
ISBN-13:
DOWNLOAD EBOOKRead and Download eBook Full
Author: John Hawkes
Publisher:
Published: 1969
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: Harald Cramér
Publisher: Courier Corporation
Published: 2013-01-15
Total Pages: 368
ISBN-13: 0486153355
DOWNLOAD EBOOKThis graduate-level text offers a comprehensive account of the general theory of stationary processes and develops the foundations of the general theory of stochastic processes, examines processes with a continuous-time parameter, more. 1967 edition.
Author: Bert Fristedt
Publisher:
Published: 1972
Total Pages: 165
ISBN-13:
DOWNLOAD EBOOKThe document is a survey of results about the local and global behavior of the sample functions of Levy processes. Some proofs are given and some are omitted. Many references and some new results are given. (Author).
Author: Robert B. Ash
Publisher: Academic Press
Published: 2014-06-20
Total Pages: 332
ISBN-13: 1483191435
DOWNLOAD EBOOKTopics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained. This book contains five chapters and begins with the L2 stochastic processes and the concept of prediction theory. The next chapter discusses the principles of ergodic theorem to real analysis, Markov chains, and information theory. Another chapter deals with the sample function behavior of continuous parameter processes. This chapter also explores the general properties of Martingales and Markov processes, as well as the one-dimensional Brownian motion. The aim of this chapter is to illustrate those concepts and constructions that are basic in any discussion of continuous parameter processes, and to provide insights to more advanced material on Markov processes and potential theory. The final chapter demonstrates the use of theory of continuous parameter processes to develop the Itô stochastic integral. This chapter also provides the solution of stochastic differential equations. This book will be of great value to mathematicians, engineers, and physicists.
Author: Robert McCallum Blumenthal
Publisher:
Published: 1960
Total Pages: 78
ISBN-13:
DOWNLOAD EBOOKAuthor: M. R. Leadbetter
Publisher:
Published: 2004
Total Pages: 348
ISBN-13:
DOWNLOAD EBOOKAuthor: Narahari Umanath Prabhu
Publisher: World Scientific
Published: 2007
Total Pages: 356
ISBN-13: 9812706267
DOWNLOAD EBOOKMost introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.
Author: Georg Lindgren
Publisher: CRC Press
Published: 2013-10-11
Total Pages: 316
ISBN-13: 1466586192
DOWNLOAD EBOOKSuitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer. To enable hands-on practice, MATLAB code is available online.
Author: Georg Lindgren
Publisher: CRC Press
Published: 2012-10-01
Total Pages: 378
ISBN-13: 1466557796
DOWNLOAD EBOOKIntended 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.
Author: Frank Beichelt
Publisher: CRC Press
Published: 2001-10-18
Total Pages: 338
ISBN-13: 1482288109
DOWNLOAD EBOOKThis book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through numerous science and engineering-based examples and e