Selected Papers on Noise and Stochastic Processes (Dover Books on Engineering) - Softcover

Softcover

ISBN 10: 0486602621 ISBN 13: 9780486602622

Publisher: Dover Publications, 2017

Synopsis

These six classic papers on stochastic process were selected to meet the needs of professionals and advanced undergraduates and graduate students in physics, applied mathematics, and engineering. Contents include:
"Stochastic Problems in Physics and Astronomy" by S. Chandrasekhar from Reviews of Modern Physics, Vol. 15, No. 1
"On the Theory of Brownian Motion" by G. E. Uhlenbeck and L. S. Ornstein from Physical Review, Vol. 36, No. 3
"On the Theory of the Brownian Motion II" by Ming Chen Wang and G. E. Uhlenbeck from Reviews of Modern Physics, Vol. 17, Nos. 2 and 3
"Mathematical Analysis of Random Noise" by S. O. Rice from Bell System Technical Journal, Vols. 23 and 24
"Random Walk and the Theory of Brownian Motion" by Mark Kac from American Mathematical Monthly, Vol. 54, No. 7
"The Brownian Movement and Stochastic Equations" by J. L. Doob from Annals of Mathematics, Vol. 43, No. 2

About this title

About the Author:

Nelson Wax (1917–92) was Professor of Electrical Engineering at the University of Illinois.

About this edition

• Publisher: Dover Publications
• Publication date: 2017
• ISBN 10: 0486602621
• ISBN 13: 9780486602622
• Binding: Paperback
• Number of pages: 352
• Editor: Wax Nelson