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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
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About the Author
Nelson Wax (1917–92) was Professor of Electrical Engineering at the University of Illinois.
"About this title" may belong to another edition of this title.
- PublisherDover Publications
- Publication date2017
- ISBN 10 0486602621
- ISBN 13 9780486602622
- BindingPaperback
- LanguageEnglish
- Number of pages352
- EditorWax Nelson
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