""This book is designed for a first course in stationary stochastic processes in science and engineering and does a very good job in introducing many concepts and ideas to students in these fields. ... the book has probably been tested in the classroom many times, which also manifests itself in its virtual lack of typos. ... Another great feature of the book is that it contains a wealth of worked example from many different fields. These help clarify concepts and theorems and I believe students will appreciate them-I certainly did. ... The book is well suited for a one-semester course as it contains. Read more...
Abstract: ""This book is designed for a first course in stationary stochastic processes in science and engineering and does a very good job in introducing many concepts and ideas to students in these fields. ... the book has probably been tested in the classroom many times, which also manifests itself in its virtual lack of typos. ... Another great feature of the book is that it contains a wealth of worked example from many different fields. These help clarify concepts and theorems and I believe students will appreciate them-I certainly did. ... The book is well suited for a one-semester course as it contains
Content: Front Cover
Contents
Preface
A survey of the contents
Chapter 1 Stochastic processes
Chapter 2 Stationary processes
Chapter 3 The Poisson process and its relatives
Chapter 4 Spectral representations
Chapter 5 Gaussian processes
Chapter 6 Linear filters --
general theory
Chapter 7 AR-, MA-, and ARMA- models
Chapter 8 Linear filters --
applications
Chapter 9 Frequency analysis and spectral estimation
Appendix A Some probability and statistics
Appendix B Delta functions, generalized functions, and Stieltjes integrals
Appendix C Kolmogorov's existence theorem Appendix D Covariance/ spectral density pairsAppendix E A historical background
References
Back Cover
