Stationary Stochastic Processes for Scientists and Engineers

"This book is a lucid and well-paced introduction to stationary stochastic processes, superbly motivated and illustrated through a wealth of convincing applications in science and engineering. It offers a clear guide to the formulation and mathematical properties of these processes and to some non-stationary processes too, without going too deeply into the mathematical foundations; the emphasis throughout is on practical application rather than mathematical development for its own sake. The reader will find tools for analysis and calculation and also-importantly-material to deepen understanding and generate enthusiasm and confidence. An outstanding text." -Clive Anderson, Department of Probability and Statistics, University of Sheffield