Non-Linear Transformations of Stochastic Processes (eBook, PDF)

Redaktion: Kuznetsov, P. I.; Tikhonov, V. I.; Stratonovich, R. L.

• Format: PDF

Produktbeschreibung

Non-Linear Transformations of Stochastic Processes focuses on the approaches, methodologies, transformations, and computations involved in the non-linear transformations of stochastic processes.

The selection first underscores some problems of the theory of stochastic processes and the transmission of random functions through non-linear systems. Discussions focus on the transformation of moment functions for the general non-linear transformation; conversion formulas for correlation functions; transformation of moment functions for the simplest type of non-linear transformation; and normalization of the linear system of probability distribution laws. The text then ponders on quasi-moment functions in the theory of random processes and correlation functions in the theory of the Brownian motion generalization of the Fokker-Planck equation.

The manuscript elaborates on the correlation functions of random sequences of rectangular pulses; method of determining the envelope of quasi-harmonic fluctuations; and the problem of measuring electrical fluctuations with the aid of thermoelectric devices. The book then examines the effect of signal and noise on non-linear elements and the approximate method of calculating the correlation function of stochastic signals.

The selection is a dependable source of information for researchers interested in the non-linear transformations of stochastic processes.

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Produktdetails

• Verlag: Elsevier Science & Techn.
• Seitenzahl: 514
• Erscheinungstermin: 12. Mai 2014
• Englisch
• ISBN-13: 9781483282688
• Artikelnr.: 42006155