Applied probability and stochastic processes in engineering and physical sciences
著者
書誌事項
Applied probability and stochastic processes in engineering and physical sciences
（Wiley series in probability and mathematical statistics, . Applied probability and statistics）
Wiley, c1990
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注記
"A Wiley-Interscience publication."
Bibliography: p. 487-493
Includes index
内容説明・目次
内容説明
This study describes the modern concepts of stochastic process theory, together with its application for predicting statistical characteristics of random phenomena. Emphasis is placed on the basic principles underlying current prediction techniques and their practical application.
目次
- Elements of Probability
- Random Variables and Probability Distribution
- Moments of Random Variables
- Moment Generating Function, Characteristic Function and their Application
- Discrete Random Variables and their Distributions
- Continuous Random Variables and their Distributions
- Transformation of Random Variables
- Extreme Value Statistics
- Stochastic Processes
- Spectral Analysis of Random Processes
- Amplitudes and Periods of Gaussian Random Processes
- Statistical Analysis of the Time Series Data
- Wiener-Levy and Markov Processes
- Linear System and Stochastic Prediction
- Nonlinear Systems and Stochastic Prediction
- Non-Guassian Stochastic Processes
- Counting Stochastic Processes.
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