Selected Papers on Noise and Stochastic Processes
Selected Papers on Noise and Stochastic Processes By Nelson Wax
2003 | 343 Pages | ISBN: 0486495353 | DJVU | 5 MB
2003 | 343 Pages | ISBN: 0486495353 | DJVU | 5 MB
Six classic papers on stochastic process, selected to meet the needs of physicists, applied mathematicians, and engineers. Contents: 1.Chandrasekhar, S.: Stochastic Problems in Physics and Astronomy. 2. Uhlenbeck, G. E. and Ornstein, L. S.: On the Theory of the Browninan Motion. 3. Ming Chen Wang and Uhlenbeck, G. E.: On the Theory of the Browninan Motion II. 4. Rice, S. O.: Mathematical Analysis of Random Noise. 5. Kac, Mark: Random Walk and the Theory of Brownian Motion. 6. Doob, J. L.: The Brownian Movement and Stochastic Equations. Unabridged republication of the Dover reprint (1954). Preface.