Synopses & Reviews
This accessible treatment offers the mathematical tools for describing and solving problems related to stochastic vector fields. Advanced undergraduates and graduate students will find its use of generalized functions a relatively simple method of resolving mathematical questions. It will prove a valuable reference for applied mathematicians and professionals in the fields of aerospace, chemical, civil, and nuclear engineering.
The author, Professor Emeritus of Engineering at Cornell University, starts with a survey of probability distributions and densities and proceeds to examinations of moments, characteristic functions, and the Gaussian distribution; random functions; and random processes in more dimensions. Extensive appendixeswhich include information on Fourier transforms, tensors, generalized functions, and invariant theorycontribute toward making this volume mathematically self-contained.
Synopsis
This accessible treatment offers the mathematical tools for describing and solving problems related to stochastic vector fields. Advanced undergraduates and graduate students will find its use of generalized functions a relatively simple method of resolving mathematical questions, and extensive appendixes make it mathematically self-contained. 1970 edition.
Synopsis
This accessible treatment offers the mathematical tools for solving problems related to stochastic vector fields. Mathematically self-contained, it uses generalized functions to present a relatively simple technique. 1970 edition.
Table of Contents
Preface1. Probability Distrubutions and Densities2. Moments, Characteristic Functions, and the Gaussian Distribution3. Random Functions4. Random Processes in More DimensionsAppendix 1. Fourier TransformsAppendix 2. TensorsAppendix 3. Theory of Generalized FunctionsAppendix 4. Invariant Theory, Isotropy, and AxisymmetryReferencesIndex