Stationary and Related Stochastic Processes - Harald Cramér, M. Ross Leadbetter

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Autorentext

Harald Cramér and M. R. Leadbetter

Klappentext

This graduate-level text offers a comprehensive account of the general theory of stationary processes, with special emphasis on the properties of sample functions. Assuming a familiarity with the basic features of modern probability theory, 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. Additional topics include analytic properties of the sample functions and the problem of time distribution of the intersections between a sample function. 1967 edition.

Inhalt

1. Empirical Background
2. Some Fundamental Concepts and Results of Mathematical Probability Theory
3. Foundations of the Theory of Stochastic Processes
4. Analytical Properties of Sample Functions
5. Processes with Finite Second-Order Moments
6. Processes with Orthogonal Increments
7. Stationary Processes
8. Generalizations
9. Analytical Properties of the Sample Functions of Normal Processes
10. ?Crossing? Problems and Related Topics
11. Properties of Streams of Crossings
12. Limit Theorems for Crossings
13. Nonstationary Normal Processes. Curve Crossing Problems
14. Frequency Detections and Related Topics
15. Some Aspects of the Reliability of Linear Systems
References
Index