
Non-Linear Transformations of Stochastic Processes
- 514 pages
- English
- PDF
- Available on iOS & Android
Non-Linear Transformations of Stochastic Processes
About this book
Non-Linear Transformations of Stochastic Processes focuses on the approaches, methodologies, transformations, and computations involved in the non-linear transformations of stochastic processes. The selection first underscores some problems of the theory of stochastic processes and the transmission of random functions through non-linear systems. Discussions focus on the transformation of moment functions for the general non-linear transformation; conversion formulas for correlation functions; transformation of moment functions for the simplest type of non-linear transformation; and normalization of the linear system of probability distribution laws. The text then ponders on quasi-moment functions in the theory of random processes and correlation functions in the theory of the Brownian motion generalization of the Fokker-Planck equation. The manuscript elaborates on the correlation functions of random sequences of rectangular pulses; method of determining the envelope of quasi-harmonic fluctuations; and the problem of measuring electrical fluctuations with the aid of thermoelectric devices. The book then examines the effect of signal and noise on non-linear elements and the approximate method of calculating the correlation function of stochastic signals. The selection is a dependable source of information for researchers interested in the non-linear transformations of stochastic processes.
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Table of contents
- Front Cover
- Non-Linear Transformations of Stochastic Processes
- Copyright Page
- Table of Contents
- FOREWORD TO ENGLISH EDITION
- AUTHORS' FOREWORD
- FOREWORD
- CHAPTER I. Some Problems of the Theory of Stochastic Processes
- CHAPTER II. The Effect of Noise on Certain Non-linear Elements
- CHAPTER III. The Effect of Fluctuations on Oscillator Operation
- CHAPTER IV. Random Function Excursions
- CHAPTER V. Optimum Filtration
- SUBJECT INDEX