Stationary and Related Stochastic Processes

作者:Cramer, Harald; Leadbetter, M. R.;

页数:348

出版时间:2004-11

价格:$ 24.80

isbn号码:9780486438276

图书标签:概率

This graduate-level text offers a comprehensive account of the general theory of stationary processes, with special emphasis on the properties of sample functions. The text develops the foundations of the general theory of stochastic processes, examines processes with a continuous-time parameter, and applies the general theory to procedures key to the study of stationary processes. 1967 edition.