Applied probability and stochastic processes in engineering and physical sciences /

Applied probability and stochastic processes in engineering and physical sciences /

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Bibliographic Details
Author / Creator:	Ochi, Michel K.
Imprint:	New York : Wiley, c1990.
Description:	xvi, 499 p. : ill. ; 24 cm.
Language:	English
Series:	Wiley series in probability and mathematical statistics. Applied probability and statistics section, 0271-6356 Wiley series in probability and mathematical statistics. Applied probability and statistics
Subject:	Engineering -- Statistical methods Science -- Statistical methods Probabilities Stochastic processes Engineering -- Statistical methods. Probabilities. Science -- Statistical methods. Stochastic processes.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/1018969

Hidden Bibliographic Details
ISBN:	0471857424
Notes:	"A Wiley-Interscience publication." Includes bibliographical references and index.

Table of Contents:

Elements of Probability
Random Variables and Their Probability Distributions
Moments of Random Variables
Moment Generating Function, Characteristic Function, and Their Application
Discrete Random Variables and Their Distributions
Continuous Random Variables and Their Distributions
Transformation of Random Variables
Extreme Value Statistics
Stochastic Processes
Spectral Analysis of Stochastic Processes
Amplitudes and Periods of Gaussian Random Processes
Statistical Analysis of Time Series Data
Wiener-LTvy and Markov Processes
Linear System and Stochastic Prediction
Nonlinear Systems and Stochastic Prediction
Non-Gaussian Stochastic Processes
Counting Stochastic Processes
Exercises
Appendices
References
Index