This text defines a variety of non-Gaussian processes, develops methods for generating realizations of non-Gaussian models, and provides methods for finding probabilistic characteristics of the output of linear filters with non-Gaussian inputs.

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The book defines a variety of non-Gaussian processes, develops methods for generating realizations of non-Gaussian models, and provides methods for finding probabilistic characteristics of the output of linear filters with non-Gaussian inputs. Non-Gaussian methods are encountered in agriculture, astronomy, economics, environmental issues, material properties, mechanics, medicine, hydrology, transportation, and many other fields of applied science and engineering. This book presents a detailed discussion of these methods and their relevance to applications, with associated MATLAB software to illustrate its examples.

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