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Stationary and Related Stochastic Processes
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Stationary and Related Stochastic ProcessesThis 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
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