Non-Linear Transformations of Stochastic Processes
- Publisher
- Elsevier Ltd
- Year
- 1965
- Tongue
- English
- Leaves
- 496
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Table of Contents
Content:
Front Matter, Page iii
Copyright, Page iv
FOREWORD TO ENGLISH EDITION, Pages viii-ix, D.C. COOPER, O.M. BLUNN
AUTHORS' FOREWORD, Pages x-xii
FOREWORD, Pages xiii-xvi, R. FORTET
1 - THE TRANSMISSION OF CERTAIN RANDOM FUNCTIONS THROUGH LINEAR SYSTEMS, Pages 3-28, P.I. KUZNETSOV, R.L. STRATONOVICH, V.I. TIKHONOV
2 - THE TRANSMISSION OF RANDOM FUNCTIONS THROUGH NON-LINEAR SYSTEMS, Pages 29-58, P.I. KUZNETSOV, R.L. STRATONOVICH, V.I. TIKHONOV
3 - QUASI-MOMENT FUNCTIONS IN THE THEORY OF RANDOM PROCESSES, Pages 59-63, P.I. KUZNETSOV, R.L. STRATONOVICH, V.I. TIKHONOV
4 - THE EFFECT OF NON-NORMAL FLUCTUATIONS ON LINEAR SYSTEMS, Pages 64-76, V.I. TIKHONOV, A.A. TOLKACHEV
5 - CORRELATION FUNCTIONS IN THE THEORY OF THE BROWNIAN MOTION GENERALIZATION OF THE FOKKER-PLANCK EQUATION, Pages 77-100, P.I. KUZNETSOV, R.L. STRATONOVICH, V.I. TIKHONOV
6 - A NOTE ON THE MATHEMATICAL THEORY OF CORRELATED RANDOM POINTS, Pages 101-115, P.I. KUZNETSOV, R.L. STRATONOVICH
7 - THE CORRELATION FUNCTIONS OF RANDOM SEQUENCES OF RECTANGULAR PULSES, Pages 116-133, I.N. AMIANTOV, V.I. TIKHONOV
8 - A METHOD OF DETERMINING THE ENVELOPE OF QUASI-HARMONIC FLUCTUATIONS, Pages 137-142, V.I. TIKHONOV
9 - THE EFFECT OF ELECTRICAL FLUCTUATIONS ON A DETECTOR: (ENVELOPE METHOD), Pages 143-156, V.I. TIKHONOV
10 - THE EFFECT OF FLUCTUATIONS ON A DETECTOR AND FILTER, Pages 157-166, V.I. TIKHONOV
11 - A NOTE ON THE PROBLEM OF MEASURING ELECTRICAL FLUCTUATIONS WITH THE AID OF THERMOELECTRIC DEVICES, Pages 167-174, V.I. TIKHONOV
12 - THE RESPONSE OF TYPICAL NON-LINEAR ELEMENTS TO NORMALLY FLUCTUATING INPUTS, Pages 175-186, I.N. AMIANTOV, V.I. TIKHONOV
13 - THE EFFECT OF SIGNAL AND NOISE ON NON-LINEAR ELEMENTS: (THE DIRECT METHOD), Pages 187-203, V.I. TIKHONOV, I.N. AMIANTOV
14 - APPROXIMATE METHOD OF CALCULATING THE CORRELATION FUNCTION OF STOCHASTIC SIGNALS, Pages 204-208, V.I. TIKHONOV
15 - THE EFFECT OF FLUCTUATIONS ON THE OPERATION OF AN AUTOMATIC RANGE FINDER, Pages 209-219, I.N. AMIANTOV, V.I. TIKHONOV
16 - THE EFFECT OF ELECTRICAL FLUCTUATIONS ON A VALVE OSCILLATOR, Pages 223-228, P.I. KUZNETSOV, R.L. STRATONOVICH, V.I. TIKHONOV
17 - THE EFFECT OF SMALL FLUCTUATIONS ON OSCILLATOR OPERATION, Pages 229-243, V.I. TIKHONOV
18 - THE FLUCTUATING NATURE OF THE ESTABLISHMENT OF OSCILLATION AMPLITUDE IN AN OSCILLATOR, Pages 244-251, V.L. TIKHONOV
19 - THE EFFECT OF SLOW FLUCTUATIONS ON AN OSCILLATOR, Pages 252-258, V.I. TIKHONOV, I.N. AMIANTOV
20 - THE EFFECT OF NOISE ON AN OSCILLATOR WITH FIXED EXCITATION, Pages 259-268, R.L. STRATONOVICH, P.S. LANDA
21 - OSCILLATOR SYNCHRONIZATION IN THE PRESENCE OF NOISE, Pages 269-282, R.L. STRATONOVICH
22 - ESTABLISHMENT OF THE SYNCHRONOUS PHASE IN A SELF-OSCILLATORY CIRCUIT IN THE PRESENCE OF NOISE, Pages 283-289, I.G. AKOPYAN, R.L. STRATONΓVICH
23 - ESTABLISHMENT OF AMPLITUDE IN A SYNCHRONIZED OSCILLATOR IN THE PRESENCE OF FLUCTUATION NOISE, Pages 290-297, I.G. AKOPYAN, R.L. STRATONOVICH
24 - THE EFFECT OF NOISE ON THE OPERATION OF A PHASE AFC CIRCUIT, Pages 298-309, V.I. TIKHONOV
25 - OPERATION OF A PHASE AFC CIRCUIT IN THE PRESENCE OF NOISE, Pages 310-321, V.I. TIKHONOV
26 - PARAMETRIC EFFECT OF A RANDOM FORCE ON LINEAR AND NON-LINEAR OSCILLATORY SYSTEMS, Pages 322-326, R.L. STRATONOVICH, Yu.M. ROMANOVSKII
27 - THE SIMULTANEOUS PARAMETRIC EFFECT OF A HARMONIC AND RANDOM FORCE ON OSCILLATORY SYSTEMS, Pages 327-338, R.L. STRATONOVICH, YU.M. ROMANOVSKII
28 - ON THE DURATION OF EXCURSIONS OF RANDOM FUNCTIONS, Pages 341-353, P.I. KUZNETSOV, R.L. STRATONOVICH, V.I. TIKHONOV
29 - THE DISTRIBUTION OF THE DURATION OF EXCURSIONS OF NORMAL FLUCTUATIONS, Pages 354-367, V.I. TIKHONOV
30 - AN EXPERIMENTAL STUDY OF THE LENGTH DISTRIBUTION LAW OF FLUCTUATION EXCURSIONS, Pages 368-374, V.I. TIKHONOV
31 - FLUCTUATION EXCURSIONS AND THEIR CORRELATION, Pages 375-381, V.I. TIKHONOV
32 - PROBABILITY DENSITIES FOR THE DURATION OF FLUCTUATION EXCURSIONS, Pages 382-395, V.I. TIKHONOV, I.N. AMIANTOV
33 - THE EFFECT OF DIFFERENTIATING AND INTEGRATING ON THE AVERAGE NUMBER OF EXCURSIONS, Pages 396-402, V.I. TIKHONOV
34 - THE CONDITIONAL DISTRIBUTION OF CORRELATED RANDOM POINTS AND THE USE OF CORRELATION FOR OPTIMUM FILTRATION OF A PULSE SIGNAL FROM NOISE, Pages 405-421, R.L. STRATONOVICH
35 - A CONTRIBUTION TO THE THEORY OF OPTIMUM NON-LINEAR FILTRATION OF RANDOM FUNCTIONS, Pages 422-426, R.L. STRATONOVICH
36 - CONDITIONAL MARKOV PROCESSES, Pages 427-453, R.L. STRATONOVICH
37 - OPTIMUM NON-LINEAR SYSTEMS FOR ISOLATING A SIGNAL WITH CONSTANT PARAMETERS FROM NOISE, Pages 454-466, R.L. STRATONOVICH
38 - APPLICATION OF THE THEORY OF MARKOV PROCESSES TO THE OPTIMUM FILTRATION OF SIGNALS, Pages 467-484, R.L. STRATONOVICH
39 - SOME PROBLEMS IN CONDITIONAL PROBABILITY AND QUASI-MOMENT FUNCTIONS, Pages 485-493, P.I. KUZNETSOV, R.L. STRATONOVICH, V.I. TIKHONOV
SUBJECT INDEX, Pages 495-498
π SIMILAR VOLUMES
<p><span>This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class.Β </span></p><p></p><p><span
This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion, the only Gaussian process in this class. Using the Wiener chaos theory and m
This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations. The emphasis lies on second-order stochastic parabolic equations and their conn