Complex stochastic processes: an introduction to theory and...

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Complex stochastic processes: an...

Complex stochastic processes: an introduction to theory and application

Name: Complex stochastic processes: an introduction to theory and application
ISBN: 9780201047455

Kenneth S. Miller

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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.

ক্যাটাগোরিগুলো:

Mathematics

সাল:

1974

প্রকাশক:

Addison-Wesley Pub. Co., Advanced Book Program

ভাষা:

english

পৃষ্ঠা:

251

ISBN 10:

0201047454