Stationary Stochastic Processes for Scientists and Engineers
| By: | Georg Lindgren; Holger Rootzen; Maria Sandsten |
| Publisher: | Taylor & Francis |
| Print ISBN: | 9781466586185 |
| eText ISBN: | 9781482206340 |
| Edition: | 1 |
| Copyright: | 2014 |
| Format: | Reflowable |
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Suitable 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.