Course material

The course book 'Stationary stochastic processes for scientists and engineers' by G. Lindgren, H. Rootze'n, M. Sandsten, CRC Press, 2013, ISBN-13: 978-1-4665-8618-5, is found at KFS studentbokhandel and is also available as electronic resource of Lund University Libraries. The book cover the whole course and includes the exercises for the tutorials.

Table of formulas.pdf Download Table of formulas.pdf

Additional exercises.pdf Download Additional exercises.pdf

Solutions manual for the exercises in the course book.pdf Download Solutions manual for the exercises in the course book.pdf

Errata for the course book.pdf Download Errata for the course book.pdf

Computer exercise 1.pdf Download Computer exercise 1.pdf

Computer exercise 2.pdf Download Computer exercise 2.pdf

Computer exercise 3.pdf Download Computer exercise 3.pdf

Matlab-files for the computer exercises.zip Download Matlab-files for the computer exercises.zip

Note: the Matlab-zip-file is updated October 5 due to a confusing error of the file lab3_extra, which was earlier named lab2_extra.