Applied Stochastic Processes in Science and Engineering
by Matt Scott
Publisher: University of Waterloo 2013
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.
Download or read it online for free here:
Download link
(5.4MB, PDF)
Similar books
Probability Theory and Stochastic Processes with Applicationsby Oliver Knill - Overseas Press
This text covers material of a basic probability course, discrete stochastic processes including Martingale theory, continuous time stochastic processes like Brownian motion and stochastic differential equations, estimation theory, and more.
(14511 views)
Lectures on Stochastic Flows and Applicationsby H. Kunita - Tata Institute Of Fundamental Research
The author presents basic properties of stochastic flows, specially of Brownian flows and their relations with local characteristics and with stochastic differential equations. Various limit theorems for stochastic flows are presented.
(11163 views)
Synchronization and Linearity: An Algebra for Discrete Event Systemsby F. Baccelli, G. Cohen, G. J. Olsder, J. Quadrat - John Wiley & Sons
Presents new modelling and analysis techniques for the description of discrete event dynamic systems. Created within the text is a calculus which allows the derivation of analytical tools for computing the time behavior of this type of system.
(17082 views)
Introduction to Stochastic Processesby Gordan Žitković - The University of Texas at Austin
Contents: Probability review; Mathematica in 15 minutes; Stochastic Processes; Simple random walk; Generating functions; Random walks - advanced methods; Branching processes; Markov Chains; The 'Stochastics' package; Classification of States; etc.
(9925 views)