ENGLISH

Complex stochastic processes: an introduction to theory and application

By Kenneth S. Miller

Book information

Publisher
Advanced Book Program, Addison-Wesley Pub. Co.
Year
1974
ISBN
0201047446, 9780201047448, 0201047454
LCC
QA274 .M54
Open Library ID
OL5423982M
Language
english
Format
DJVU
Filesize
2 MB (1608798 bytes)
Pages
251\251
Library
Kolxo3
DPI
300
Scanned
yes
Time added
2009-07-20 03:45:11
Математика;Теория вероятностей и математическая ст

Description

When the student of engineering or applied science is first exposed to stochastic processes, or noise theory, he is usually content to manipulate random variables formally as if they were ordinary functions. Sometime later the serious student becomes concerned about such problems as the validity of differentiating random variables and the interpretation of stochastic integrals, to say nothing of the usual worries associated with the interchange of the order of integration in multiple integrals. It is to this class of readers that this book is addressed. We attempt to analyze problems of the type just mentioned at an elementary yet rigorous level, and to adumbrate some of the physical applications of the theory.

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