Stationary Stochastic Processes for Scientists and Engineers

Download or read book Stationary Stochastic Processes for Scientists and Engineers written by Georg Lindgren and published by CRC Press. This book was released on 2013-10-11 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.