Selected Papers on Noise and Stochastic Processes

by Wax, Nelson

• ISBN13: 9780486495354
• ISBN10: 0486495353
• Format: Hardcover
• Copyright: 2013-05-29
• Publisher: Dover Publications

Summary

Six classic papers on stochastic process, selected to meet the needs of physicists, applied mathematicians, and engineers.Contents:1.Chandrasekhar, S.: Stochastic Problems in Physics and Astronomy. 2. Uhlenbeck, G. E. and Ornstein, L. S.: On the Theory of the Browninan Motion. 3. Ming Chen Wang and Uhlenbeck, G. E.: On the Theory of the Browninan Motion II. 4. Rice, S. O.: Mathematical Analysis of Random Noise. 5. Kac, Mark: Random Walk and the Theory of Brownian Motion. 6. Doob, J. L.: The Brownian Movement and Stochastic Equations. Unabridged republication of the Dover reprint (1954). Preface.

Table of Contents

Stochastic Problems in Physics and Astronomy (from Reviews of Modern Physics, Vol. 15, No. 1)	3	(90)
Chandrasekhar, S.
On the Theory of the Brownian Motion (from Physical Review, Vol. 36, No. 3)	93	(20)
Uhlenbeck, G. E.
Ornstein, L. S.
On the Theory of the Brownian Motion II (from Reviews of Modern Physics, Vol. 17, Nos. 2 and 3)	113	(20)
Ming Chen Wang
Uhlenbeck, G. E.
Mathematical Analysis of Random Noise (from Bell System Technical Journal, Vols. 23 and 24)	133	(162)
Rice, S. O.
Random Walk and the Theory of Brownian Motion (from American Mathematical Monthly, Vol. 54, No. 7)	295	(24)
Kac, Mark
The Brownian Movement and Stochastic Equations (from Annals of Mathematics, Vol. 43, No. 2)	319
Doob, J. L.