Applied Probability and Stochastic Processes: In Engineering and Physical Sciences

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Wiley, Jan 25, 1990 - Mathematics - 520 pages
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This introduction to modern concepts of applied stochastic processes is written for a broad range of applications in diverse areas of engineering and the physical sciences (unlike other books, which are written primarily for communications or electrical engineering). Emphasis is on clarifying the basic principles supporting current prediction techniques. The first eight chapters present the probability theory relevant to analysis of stochastic processes. The following nine chapters discuss principles, advanced techniques (including the procedures of spectral analysis and the development of the probability density function) and applications. Also features material found in the recent literature such as higher-order spectral analysis, the joint probability distribution of amplitudes and periods and non-Gaussian random processes. Includes numerous illustrative examples.

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Contents

Random Variables and Their Probability Distributions
13
Moments of Random Variables
43
Moment Generating Function Characteristic Function
72
Copyright

18 other sections not shown

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About the author (1990)

Ochi-University of Florida

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