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Generalized stochastic processes : modelling and applications of noise processes

  • 作者: Schaffler, Stefan, author.
  • 其他作者:
  • 其他題名:
    • Verallgemeinerte stochastische Prozesse.
    • Compact textbooks in mathematics.
  • 出版: Cham : Springer International Publishing :Imprint: Birkhauser
  • 叢書名: Compact textbooks in mathematics,
  • 主題: Stochastic processes. , Mathematics. , Probability Theory and Stochastic Processes.
  • ISBN: 9783319787688 (electronic bk.) 、 9783319787671 (paper)
  • FIND@SFXID: CGU
  • 資料類型: 電子書
  • 內容註: Generalized Functions -- Stochastic Processes -- Stochastic Differential Equations -- Generalized Random Fields.
  • 摘要註: This textbook shall serve a double purpose: first of all, it is a book about generalized stochastic processes, a very important but highly neglected part of probability theory which plays an outstanding role in noise modelling. Secondly, this textbook is a guide to noise modelling for mathematicians and engineers to foster the interdisciplinary discussion between mathematicians (to provide effective noise models) and engineers (to be familiar with the mathematical backround of noise modelling in order to handle noise models in an optimal way) Two appendices on "A Short Course in Probability Theory" and "Spectral Theory of Stochastic Processes" plus a well-choosen set of problems and solutions round this compact textbook off.
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  • 系統號: 005432404 | 機讀編目格式
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