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© 2018

Generalized Stochastic Processes

Modelling and Applications of Noise Processes

Textbook

Part of the Compact Textbooks in Mathematics book series (CTM)

Table of contents

  1. Front Matter
    Pages i-xv
  2. Stefan Schäffler
    Pages 1-27
  3. Stefan Schäffler
    Pages 29-91
  4. Stefan Schäffler
    Pages 93-141
  5. Stefan Schäffler
    Pages 143-160
  6. Back Matter
    Pages 161-183

About this book

Introduction

This textbook shall serve a double purpose: first of all, it is a book about generalized stochastic processes, a very important but highly neglected part of probability theory which plays an outstanding role in noise modelling. Secondly, this textbook is a guide to noise modelling for mathematicians and engineers to foster the interdisciplinary discussion between mathematicians (to provide effective noise models) and engineers (to be familiar with the mathematical backround of noise modelling in order to handle noise models in an optimal way).
Two appendices on "A Short Course in Probability Theory" and "Spectral Theory of Stochastic Processes" plus a well-choosen set of problems and solutions round this compact textbook off.

Keywords

generalized stochastic processes noise processes circuit simulation stochastic integration generalized random fields generalized random fields image processing digital communications stochastic differential equations

Authors and affiliations

  1. 1.Fak. Elektro- und InformationstechnikUniversität der Bundeswehr MünchenNeubibergGermany

About the authors

Prof. Dr. Dr. Stefan Schäffler, University of the Bundeswehr Munich, Faculty of Electrical Engineering and Information Technology, Chair of Mathematics and Operations Research

Bibliographic information

  • Book Title Generalized Stochastic Processes
  • Book Subtitle Modelling and Applications of Noise Processes
  • Authors Stefan Schäffler
  • Series Title Compact Textbooks in Mathematics
  • Series Abbreviated Title Compact Textbooks in Mathematics
  • DOI https://doi.org/10.1007/978-3-319-78768-8
  • Copyright Information Springer International Publishing AG, part of Springer Nature 2018
  • Publisher Name Birkhäuser, Cham
  • eBook Packages Mathematics and Statistics Mathematics and Statistics (R0)
  • Softcover ISBN 978-3-319-78767-1
  • eBook ISBN 978-3-319-78768-8
  • Series ISSN 2296-4568
  • Series E-ISSN 2296-455X
  • Edition Number 1
  • Number of Pages XV, 183
  • Number of Illustrations 68 b/w illustrations, 1 illustrations in colour
  • Topics Probability Theory and Stochastic Processes
  • Buy this book on publisher's site
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Reviews

“The book is written with great pedagogical care to serve as an introductory textbook for engineers on the topic of generalized stochastic processes, but it may also represent a valuable reference to a broad audience of researchers who work in the field of stochastic calculus.” (Dora Seleši, zbMATH 1436.60001, 2020)