Random Processes In Physical Systems
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| Author | : Oliver Ibe |
| Publisher | : Academic Press |
| Total Pages | : 457 |
| Release | : 2014-06-13 |
| Genre | : Mathematics |
| ISBN | : 0128010355 |
The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book's clear writing style and homework problems make it ideal for the classroom or for self-study. - Demonstrates concepts with more than 100 illustrations, including 2 dozen new drawings - Expands readers' understanding of disruptive statistics in a new chapter (chapter 8) - Provides new chapter on Introduction to Random Processes with 14 new illustrations and tables explaining key concepts. - Includes two chapters devoted to the two branches of statistics, namely descriptive statistics (chapter 8) and inferential (or inductive) statistics (chapter 9).
| Author | : Bruce Hajek |
| Publisher | : Cambridge University Press |
| Total Pages | : 429 |
| Release | : 2015-03-12 |
| Genre | : Technology & Engineering |
| ISBN | : 1316241246 |
This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: • Calculus of random processes in linear systems • Kalman and Wiener filtering • Hidden Markov models for statistical inference • The estimation maximization (EM) algorithm • An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book).
| Author | : N.G. Van Kampen |
| Publisher | : Elsevier |
| Total Pages | : 482 |
| Release | : 1992-11-20 |
| Genre | : Science |
| ISBN | : 0080571387 |
This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated.
| Author | : William A. Gardner |
| Publisher | : McGraw-Hill Companies |
| Total Pages | : 546 |
| Release | : 1990-01 |
| Genre | : Mathematics |
| ISBN | : 9780070228559 |
| Author | : William A. Gardner |
| Publisher | : |
| Total Pages | : 456 |
| Release | : 1986 |
| Genre | : Mathematics |
| ISBN | : |
| Author | : John J. Shynk |
| Publisher | : John Wiley & Sons |
| Total Pages | : 850 |
| Release | : 2012-10-15 |
| Genre | : Computers |
| ISBN | : 1118393953 |
Probability, Random Variables, and Random Processes is a comprehensive textbook on probability theory for engineers that provides a more rigorous mathematical framework than is usually encountered in undergraduate courses. It is intended for first-year graduate students who have some familiarity with probability and random variables, though not necessarily of random processes and systems that operate on random signals. It is also appropriate for advanced undergraduate students who have a strong mathematical background. The book has the following features: Several appendices include related material on integration, important inequalities and identities, frequency-domain transforms, and linear algebra. These topics have been included so that the book is relatively self-contained. One appendix contains an extensive summary of 33 random variables and their properties such as moments, characteristic functions, and entropy. Unlike most books on probability, numerous figures have been included to clarify and expand upon important points. Over 600 illustrations and MATLAB plots have been designed to reinforce the material and illustrate the various characterizations and properties of random quantities. Sufficient statistics are covered in detail, as is their connection to parameter estimation techniques. These include classical Bayesian estimation and several optimality criteria: mean-square error, mean-absolute error, maximum likelihood, method of moments, and least squares. The last four chapters provide an introduction to several topics usually studied in subsequent engineering courses: communication systems and information theory; optimal filtering (Wiener and Kalman); adaptive filtering (FIR and IIR); and antenna beamforming, channel equalization, and direction finding. This material is available electronically at the companion website. Probability, Random Variables, and Random Processes is the only textbook on probability for engineers that includes relevant background material, provides extensive summaries of key results, and extends various statistical techniques to a range of applications in signal processing.
| Author | : Geoffrey Grimmett |
| Publisher | : Oxford University Press |
| Total Pages | : 626 |
| Release | : 2001-05-31 |
| Genre | : Mathematics |
| ISBN | : 9780198572220 |
This textbook provides a wide-ranging and entertaining indroduction to probability and random processes and many of their practical applications. It includes many exercises and problems with solutions.
| Author | : C.V. Heer |
| Publisher | : Elsevier |
| Total Pages | : 619 |
| Release | : 2012-12-02 |
| Genre | : Science |
| ISBN | : 0323144411 |
Statistical Mechanics, Kinetic Theory, and Stochastic Processes presents the statistical aspects of physics as a "living and dynamic" subject. In order to provide an elementary introduction to kinetic theory, physical systems in which particle-particle interaction can be neglected are considered. Transport phenomena in the free-molecular flow region for gases and the transport of thermal radiation are discussed. Discrete random processes such as random walk, binomial and Poisson distributions, and throwing of dice are studied by means of the characteristic function. Comprised of 11 chapters, this book begins with an introduction to the mass point gas as well as some elementary properties of space and velocity distributions. The discussion then turns to radiation and its interaction with an atom; probability, statistics, and conditional probability; intermolecular interactions; transport phenomena; and statistical thermodynamics. Molecular systems at low densities are also considered, together with non-ideal and real gases; liquids and solids; and stochastic processes, noise, and fluctuations. In particular, the response of atoms and molecules to perturbations and scattering by crystals, liquids, and high-pressure gases are examined. This monograph will be useful for undergraduate students, practitioners, and researchers in physics.
| Author | : Geoffrey Grimmett |
| Publisher | : Cambridge University Press |
| Total Pages | : 279 |
| Release | : 2018-01-25 |
| Genre | : Mathematics |
| ISBN | : 1108542999 |
This introduction to some of the principal models in the theory of disordered systems leads the reader through the basics, to the very edge of contemporary research, with the minimum of technical fuss. Topics covered include random walk, percolation, self-avoiding walk, interacting particle systems, uniform spanning tree, random graphs, as well as the Ising, Potts, and random-cluster models for ferromagnetism, and the Lorentz model for motion in a random medium. This new edition features accounts of major recent progress, including the exact value of the connective constant of the hexagonal lattice, and the critical point of the random-cluster model on the square lattice. The choice of topics is strongly motivated by modern applications, and focuses on areas that merit further research. Accessible to a wide audience of mathematicians and physicists, this book can be used as a graduate course text. Each chapter ends with a range of exercises.
| Author | : Robert M. Gray |
| Publisher | : Prentice Hall |
| Total Pages | : 330 |
| Release | : 1986 |
| Genre | : Mathematics |
| ISBN | : |
