Applied Probability and Stochastic Processes: In Engineering and Physical Sciences (Wiley Series in Probability and Statistics)

Elements of Probability. Random Variables and Their Probability Distributions. Moments of Random Variables. Moment Generating Function, Characteristic Function, and Their Application. Discrete Random Variables and Their Distributions. Continuous Random Variables and Their Distributions. Transformation of Random Variables. Extreme Value Statistics. Stochastic Processes. Spectral Analysis of Stochastic Processes. Amplitudes and Periods of Gaussian Random Processes. Statistical Analysis of Time Series Data. Wiener-Levy and Markov Processes. Linear System and Stochastic Prediction. Nonlinear Systems and Stochastic Prediction. Non-Gaussian Stochastic Processes. Counting Stochastic Processes. Exercises. Appendices. References. Index.Michel K. Ochi is the author of 'Applied Probability and Stochastic Processes: In Engineering and Physical Sciences (Wiley Series in Probability and Statistics)' with ISBN 9780471857426 and ISBN 0471857424.