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Stochastic methods and their applications to communications : stochastic differential equations approach /

Stochastic Methods & their Applications to Communications presents a valuable approach to the modelling, synthesis and numerical simulation of random processes with applications in communications and related fields. The authors provide a detailed account of random processes from an engineering p...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Primak, Serguei (Autor), Kontorovich, V. I͡A. (Valeriĭ I͡Akovlevich) (Autor), Lyandres, Vladimir (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester ; Hoboken, NJ : Wiley, ©2004.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario:Stochastic Methods & their Applications to Communications presents a valuable approach to the modelling, synthesis and numerical simulation of random processes with applications in communications and related fields. The authors provide a detailed account of random processes from an engineering point of view and illustrate the concepts with examples taken from the communications area. The discussions mainly focus on the analysis and synthesis of Markov models of random processes as applied to modelling such phenomena as interference and fading in communications. Encompassing both theory and practice, this original text provides a unified approach to the analysis and generation of continuous, impulsive and mixed random processes based on the Fokker-Planck equation for Markov processes. Presents the cumulated analysis of Markov processes Offers a SDE (Stochastic Differential Equations) approach to the generation of random processes with specified characteristics Includes the modelling of communication channels and interfer ences using SDE Features new results and techniques for the of solution of the generalized Fokker-Planck equation Essential reading for researchers, engineers, and graduate and upper year undergraduate students in the field of communications, signal processing, control, physics and other areas of science, this reference will have wide ranging appeal.
Descripción Física:1 online resource (xii, 434 pages) : illustrations
Bibliografía:Includes bibliographical references and index.
ISBN:0470021179
9780470021170
0470021187
9780470021187
1280275219
9781280275210
9786610275212
6610275211