Models of random processes
Subtitle: Handbook for Mathematicians and Engineers
By: I.N. Kovalenko, N. Yu. Kuznetsov, V.M. Shurenkov.
Contributors: Kuznet͡s︡ov, N. I͡U︡.; Shurenkov, V. M.
Edition: First edition
Publisher: CRC Press
Published: 8 July, 1996
Place of publication: Boca Raton, Florida
Language: eng
Format: Hardcover
Number of pages: 450
ISBN-13: 9780849328701
Copyright date: ©1996
Subjects: Stochastic processes.
Other titles: Random processes
First sentence: The theory of random processes is the richest in results and eventual applications of a scientific discipline stemming from the probability theory.
Description: Devising and investigating random processes that describe mathematical models of phenomena is a major aspect of probability theory applications. Stochastic methods have penetrated into an unimaginably wide scope of problems encountered by researchers who need stochastic methods to solve problems and further their studies. This handbook supplies the knowledge you need on the modern theory of random processes.
Packed with methods, Models of Random Processes: A Handbook for Mathematicians and Engineers presents definitions and properties on such widespread processes as Poisson, Markov, semi-Markov, Gaussian, and branching processes, and on special processes such as cluster, self-exiting, double stochastic Poisson, Gauss-Poisson, and extremal processes occurring in a variety of different practical problems.
Notes: Includes bibliographical references (at the end of each chapters)and index.
Table of contents: title: - Preface; title: - Preface to the Russian Edition; title: - Introduction; title: - Definition and General Properties of Random Processes; title: - Classification of Random Processes; title: - Discrete-Time Markov Chains; title: - Main Classes of Constructively Defined Random Processes; title: - Random Processes with Independent Increments; title: - Processes Associated with a Poisson Process; title: - Random Flows of Events; title: - Classes of Constructively Defined Random Processes; title: - Some Special Classes of Processes; title: - Stability of Random Processes; title: - Random Processes of the Statistical Radio Engineering; title: - Renewal Theory; title: - Branching Processes; title: - Ergodic Theory and Stationary Processes; title: - Markov Processes; title: - Statistics for Some Classes of Random Processes; title: - Simulation of Random Processes; title: - Index