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Generalized Stochastic Processes

Modelling and Applications of Noise Processes

  • Textbook
  • © 2018

Overview

Authors:
  1. Stefan Schäffler

    1. Fak. Elektro- und Informationstechnik, Universität der Bundeswehr München, Neubiberg, Germany

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  • Compact introduction to generalized stochastic processes
  • Excellent guide to noise modelling
  • Provides the basis to build effective noise models
  • Includes well-chosen set of problems and solutions

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

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Table of contents (4 chapters)

  1. Front Matter

    Pages i-xv
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  2. Generalized Functions

    • Stefan Schäffler
    Pages 1-27

  3. Stochastic Processes

    • Stefan Schäffler
    Pages 29-91

  4. Stochastic Differential Equations

    • Stefan Schäffler
    Pages 93-141

  5. Generalized Random Fields

    • Stefan Schäffler
    Pages 143-160

  6. Back Matter

    Pages 161-183
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Keywords

About this book

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.

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)

Authors and Affiliations

  • Fak. Elektro- und Informationstechnik, Universität der Bundeswehr München, Neubiberg, Germany

    Stefan Schäffler

About the author

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

  • DOI: https://doi.org/10.1007/978-3-319-78768-8

  • Publisher: Birkhäuser Cham

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: Springer International Publishing AG, part of Springer Nature 2018

  • Softcover ISBN: 978-3-319-78767-1Published: 03 July 2018

  • eBook ISBN: 978-3-319-78768-8Published: 21 June 2018

  • 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

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