Skip to main content

Stationary Stochastic Processes

  • Chapter
  • First Online:
Stochastic Tools in Mathematics and Science

Part of the book series: Texts in Applied Mathematics ((TAM,volume 58))

  • 3795 Accesses

Abstract

This chapter is devoted to further topics in the theory of stochastic processes and their applications. We start with a weaker definition of a stochastic process that is sufficient in the study of stationary processes. We said before that a stochastic process is a function u of both a variable ω in a probability space and a continuous parameter t, making u a random variable for each t and a function of t for each ω. We made statements about the kind of function of t that was obtained for each ω. The definition here is less specific about what happens for each ω.

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

Access this chapter

Subscribe and save

Springer+ Basic
EUR 32.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 54.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 69.95
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 79.99
Price excludes VAT (USA)
  • Durable hardcover 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

Similar content being viewed by others

6.7. Bibliography

  1. G.I. Barenblatt, Scaling, Cambridge University Press, Cambridge, 2004.

    Google Scholar 

  2. G.I. Barenblatt and A.J. Chorin, A mathematical model for the scaling of turbulence, Proc. Natl. Acad. Sci. USA, 101 (2004), pp. 15,023–15,026.

    Google Scholar 

  3. R. Ghanem and P. Spanos, Stochastic Finite Elements, Dover, NY, 2012

    Google Scholar 

  4. I. Gikhman and A. Skorokhod, Introduction to the Theory of Random Processes, Saunders, Philadelphia, 1965.

    Google Scholar 

  5. A. Yaglom, An Introduction to the Theory of Stationary Random Functions, Dover, New York, 1962.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2013 Springer Science+Business Media New York

About this chapter

Cite this chapter

Chorin, A.J., Hald, O.H. (2013). Stationary Stochastic Processes. In: Stochastic Tools in Mathematics and Science. Texts in Applied Mathematics, vol 58. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-6980-3_6

Download citation

Publish with us

Policies and ethics