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: Synchronization and Linearity: An Algebra for Discrete Event SystemsSynchronization and Linearity: An Algebra for Discrete Event Systems
by - 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.
(13606 views)
Book cover: Lectures on Stochastic Differential Equations and Malliavin CalculusLectures on Stochastic Differential Equations and Malliavin Calculus
by - Tata Institute of Fundamental Research
The author's main purpose in these lectures was to study solutions of stochastic differential equations as Wiener functionals and apply to them some infinite dimensional functional analysis. This idea was due to P. Malliavin.
(9892 views)
Book cover: Lectures on Singular Stochastic PDEsLectures on Singular Stochastic PDEs
by - arXiv
The aim is to introduce the basic problems of non-linear PDEs with stochastic and irregular terms. We explain how it is possible to handle them using two main techniques: the notion of energy solutions and that of paracontrolled distributions.
(6428 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.
(16961 views)