Stationary and Related Stochastic Processes: Sample Function Properties and Their Applications

by Harald Cramér, M. Ross Leadbetter

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.

Genres: Mathematics

368 pages, Paperback

First published April 22, 1969