Skip to main content
SpringerLink
Log in

Second-Order Processes

  • Chapter
An Introduction to Stochastic Processes and Their Applications

Part of the book series: Springer Series in Statistics ((SSS))

  • 1068 Accesses

Abstract

There exists a large class of engineering and physics problems whose solutions require only the knowledge of the first two moments and some very general properties of a second-order random process (see Definition 1.5.8). This chapter is concerned with some key properties of complex-valued second-order random processes.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution
Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 109.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 139.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Cramér, H. (1940). On the theory of stationary random processes.Ann. Math. 41, 215–230.

    Article  MathSciNet  MATH  Google Scholar 

  • Cramér, H. and Leadbetter, M.R. (1967). Stationary and Related Stochastic Processes. Wiley, New York.

    MATH  Google Scholar 

  • Gihman, I.I. and Skorohod, A.V. (1974). The Theory of Stochastic Processes. Springer- Verlag, New York.

    MATH  Google Scholar 

  • Grenander, U. and Rosenblatt, M. (1956). Statistical Analysis of Stationary Time Series. Wiley, New York.

    MATH  Google Scholar 

  • Karhunen, K. (1947). Über Lineare Methoden in der Wahrscheinlichkeitsrechnung. Ann. Acad. Sci. Fenn. 37.

    Google Scholar 

  • Khinchin, A.Y. (1938). Correlation theory of stationary random processes. Usp. Math. Nauk. 5, 42–51.

    Google Scholar 

  • Loève, M. (1946). Fonctions aléatoires du second ordre. Rev. Sci. 84, 195–206.

    MathSciNet  MATH  Google Scholar 

  • Lovitt, W.V. (1924). Linear Integral Equation. McGraw-Hill, New York.

    MATH  Google Scholar 

  • Mercer, J. (1909). Functions of positive and negative type and their connections with the theory of integral equations. Phil. Trans. Roy. Soc. London, Ser. A, 209, 415–446.

    MATH  Google Scholar 

  • Riesz, F., and Sz-Nagy, B. (1955). Functional Analysis. Frederic Unger Publishing, New York.

    MATH  Google Scholar 

  • Rozanov, A.Y. (1967). Stationary Random Processes. Holden-Day, San Francisco.

    MATH  Google Scholar 

  • Tricomi, F.G. (1985). Integral Equation. Dover Publishing, New York.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Statistics and Applied Probability, University of California—Santa Barbara, 93106, Santa Barbara, CA, USA

    Petar Todorovic

Authors
  1. Petar Todorovic
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

Copyright information

© 1992 The Applied Probability Trust

About this chapter

Cite this chapter

Todorovic, P. (1992). Second-Order Processes. In: An Introduction to Stochastic Processes and Their Applications. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9742-7_6

Download citation

  • DOI: https://doi.org/10.1007/978-1-4613-9742-7_6

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4613-9744-1

  • Online ISBN: 978-1-4613-9742-7

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation