Probabilistic models in engineering sciences: 1 Random variables and stochastic processes
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Wiley
1979
|
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 544 S. graph. Darst. |
| ISBN: | 0471017515 |
Internformat
MARC
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| 100 | 1 | |a Larson, Harold J. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Probabilistic models in engineering sciences |n 1 |p Random variables and stochastic processes |c Harold J. Larson ; Bruno O. Shubert |
| 264 | 1 | |a New York [u.a.] |b Wiley |c 1979 | |
| 300 | |a X, 544 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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| 700 | 1 | |a Shubert, Bruno O. |e Verfasser |4 aut | |
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Datensatz im Suchindex
| _version_ | 1804116784292298752 |
|---|---|
| adam_text | CONTENTS
CHAPTER ONE
RANDOM VARIABLES AND STOCHASTIC PROCESSES 1
CHAPTER TWO
PROBABILITY LAWS 28
2.1 Specifying probability laws 28
2.2 Vectors and processes; marginal probability laws 50
2.3 Conditional distributions and independence 77
2.4 Markov processes 108
2.5 Summary measures 115
CHAPTER THREE
BASIC PROBABILITY MODELS 132
3.1 Sampling and occupancy problems 132
3.2 The Bernoulli process 150
3.3 The Poisson process 167
3.4 The uniform, beta and Cauchy probability laws 181
3.5 The Gaussian probability law 192
3.6 Symmetric random walks and the Wiener process 207
CHAPTER FOUR
FUNCTIONS OF RANDOM VARIABLES 228
4.1 Scalar functions of random variables 228
4.2 Vector functions of random variables 251
4.3 Transformations of stochastic processes 270
CHAPTER FIVE
THE EXPECTATION OPERATOR 280
5.1 Expectation 280
5.2 Some inequalities 296
5.3 Moment functions of stochastic processes 306
5.4 Conditional expectation 321
5.5 Characteristic functions 342
5.6 The central limit theorem 357
ix
X CONTENTS
CHAPTER SIX
THE MULTIVARIATE GAUSSIAN DISTRIBUTION 371
6.1 Definitions 371
6.2 Properties of the multivariate Gaussian distribution and the multivariate
central limit theorem 386
6.3 Gaussian stochastic processes 399
CHAPTER SEVEN
STOCHASTIC CONVERGENCE 408
7.1 Stochastic convergence 408
7.2 Independence and martingales 428
7.3 Transformation and stopping of martingales 443
7.4 Almost surely convergence of martingales 460
7.5 Stationary processes 464
7.6 Time averages and ensemble averages—ergodicity 478
APPENDIX ONE
THE DIRAC DELTA FUNCTION 491
APPENDIX TWO
FACTORIALS, BINOMIAL COEFFICIENTS AND THE GAMMA
FUNCTION 499
APPENDIX THREE
SUMMARY OF CALCULUS FACTS 506
Table 1 Table of the standard Gaussian distribution function 515
ANSWERS TO SELECTED EXERCISES 517
INDEX 539
|
| any_adam_object | 1 |
| author | Larson, Harold J. Shubert, Bruno O. |
| author_facet | Larson, Harold J. Shubert, Bruno O. |
| author_role | aut aut |
| author_sort | Larson, Harold J. |
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| dewey-full | 519.02462 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.02462 |
| dewey-search | 519.02462 |
| dewey-sort | 3519.02462 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV002331087 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T15:44:00Z |
| institution | BVB |
| isbn | 0471017515 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-001526183 |
| oclc_num | 310876157 |
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| physical | X, 544 S. graph. Darst. |
| publishDate | 1979 |
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| publisher | Wiley |
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| spelling | Larson, Harold J. Verfasser aut Probabilistic models in engineering sciences 1 Random variables and stochastic processes Harold J. Larson ; Bruno O. Shubert New York [u.a.] Wiley 1979 X, 544 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Shubert, Bruno O. Verfasser aut (DE-604)BV002331086 1 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001526183&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Larson, Harold J. Shubert, Bruno O. Probabilistic models in engineering sciences |
| title | Probabilistic models in engineering sciences |
| title_auth | Probabilistic models in engineering sciences |
| title_exact_search | Probabilistic models in engineering sciences |
| title_full | Probabilistic models in engineering sciences 1 Random variables and stochastic processes Harold J. Larson ; Bruno O. Shubert |
| title_fullStr | Probabilistic models in engineering sciences 1 Random variables and stochastic processes Harold J. Larson ; Bruno O. Shubert |
| title_full_unstemmed | Probabilistic models in engineering sciences 1 Random variables and stochastic processes Harold J. Larson ; Bruno O. Shubert |
| title_short | Probabilistic models in engineering sciences |
| title_sort | probabilistic models in engineering sciences random variables and stochastic processes |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001526183&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV002331086 |
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