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Generalized stochastic processes : modelling and applications of noise processes

Author: Stefan Schäffler
Publisher: Cham, Switzerland : Birkhäuser, 2018.
Series: Compact textbooks in mathematics
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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)  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Schäffler, Stefan.
Generalized stochastic processes.
Cham, Switzerland : Birkhäuser, 2018
(OCoLC)1027121764
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Stefan Schäffler
ISBN: 9783319787688 3319787683
OCLC Number: 1042162440
Description: 1 online resource (xv, 183 pages) : illustrations (some color)
Contents: Generalized Functions --
Stochastic Processes --
Stochastic Differential Equations --
Generalized Random Fields.
Series Title: Compact textbooks in mathematics
Other Titles: Verallgemeinerte stochastische Prozesse.
Responsibility: Stefan Schäffler.

Abstract:

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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