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Applied Probability and Stochastic Processes: In Engineering and Physical Sciences (Wiley Series in Probability and Statistics) - Hardcover

 
9780471857426: Applied Probability and Stochastic Processes: In Engineering and Physical Sciences (Wiley Series in Probability and Statistics)
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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.

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  • PublisherWiley-Interscience
  • Publication date1990
  • ISBN 10 0471857424
  • ISBN 13 9780471857426
  • BindingHardcover
  • Edition number1
  • Number of pages520

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Published by Wiley-Interscience (1990)
ISBN 10: 0471857424 ISBN 13: 9780471857426
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