Random Processes and Their Applications

Author: Lu Da-Zhong
Publisher:
Publish Date: 2005-01-01
Features: This book won the First Prize of Excellent College Textbooks from the Electronics Corporation and was recommended by the Graduate Education Office of the Ministry of Education as a teaching material for postgraduate studies. It focuses on the basic research methods of stochastic processes, discusses several widely applied fundamental stochastic processes, and provides corresponding introductions to their applications in control and electronic technology. The book is divided into 7 chapters. Chapter 1 proposes two basic analytical methods for stochastic processes. Chapters 2 and 3 use the classical analysis method to study Markov processes and Markov chains. The focus of Markov processes is on continuous parameter and discrete state Markov processes, while Poisson processes are discussed in detail, leading to queueing problems. Chapter 4 employs the second analytical method to study second-order moment processes and stationary processes, with a focus on stochastic analysis. Chapter 5 explores spectral analysis and linear systems. It first studies the response of linear systems under zero initial conditions using the correlation function method, then further discusses the response of linear systems under non-zero initial conditions. Chapter 6 discusses Gaussian processes. Chapter 7 is on estimation theory, which is one aspect of the application of stochastic processes and also prepares students for the next course, "Statistical Detection and Estimation of Signals." To complement the theoretical learning, a certain number of exercises are provided at the end of each chapter. This book is suitable for teachers, postgraduate students, and senior students in relevant disciplines of science and engineering as a textbook or teaching reference, as well as for self-study by engineering professionals. The book is divided into 7 chapters, focusing on the basic research methods of stochastic processes, discussing several widely applied fundamental stochastic processes, and providing corresponding introductions to their applications in control and electronic technology.