Probability Theory, Science - General & Miscellaneous, Engineering - Mathematics & Design
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Overview
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.Book Details
Published
February 28, 1990
Publisher
Wiley, John & Sons, Incorporated
Pages
520
Format
Textbook Hardcover
ISBN
9780471857426