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  • - Theory and Applications
    af Georg (Lund University Lindgren
    1.288,95 kr.

    In recent years, applications of advanced stochastic processes have expanded greatly. Intended for students taking a second course in stochastic processes, this textbook presents an overview of theory with applications in engineering and science. This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics for the teacher to expand on, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory.

  • af Georg (Lund University Lindgren
    1.184,95 kr.

    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.

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