Logo

Applied Stochastic Processes in Science and Engineering

Small book cover: Applied Stochastic Processes in Science and Engineering

Applied Stochastic Processes in Science and Engineering
by

Publisher: University of Waterloo
Number of pages: 316

Description:
This book is designed as an introduction to the ideas and methods used to formulate mathematical models of physical processes in terms of random functions. Written for a senior undergraduate course offered to students with a suitably mathematical background.

Home page url

Download or read it online for free here:
Download link
(5.4MB, PDF)

Similar books

Book cover: Advanced Stochastic ProcessesAdvanced Stochastic Processes
by - Bookboon
In this book, which is basically self-contained, the following topics are treated thoroughly: Brownian motion as a Gaussian process, Brownian motion as a Markov process, Brownian motion as a martingale, Markov chains, renewal theory, etc.
(7959 views)
Book cover: Nonlinear Parameter Estimation: An Integrated System in BasicNonlinear Parameter Estimation: An Integrated System in Basic
by - Marcel Dekker Inc
This book and software collection is intended to help scientists, engineers and statisticians in their work. We have collected various software tools for nonlinear parameter estimation, along with representative example problems.
(15004 views)
Book cover: Reversibility and Stochastic NetworksReversibility and Stochastic Networks
by - John Wiley and Sons Ltd
The book on vector stochastic processes in equilibrium or stochastic networks, with wide range of applications. It covers the concept of reversibility, the output from a queue, and the epolymerization process quilibrium distribution.
(17194 views)
Book cover: Lectures on Stochastic ProcessesLectures on Stochastic Processes
by - Tata Institute of Fundamental Research
The book discusses the elementary parts of Stochastic Processes from the view point of Markov Processes. Topics: Markov Processes; Srong Markov Processes; Multi-dimensional Brownian Motion; Additive Processes; Stochastic Differential Equations; etc.
(12502 views)