Applied Stochastic Processes in Science and Engineering

This book introduces modern concepts of applied Stochastic Processes is written for a broad range of applications in diverse areas of engineering and the sciences. Emphasis is on clarifying the basic principles supporting current prediction techniques.

This book is designed as an introduction to the ideas and methods used to formulate mathematical models of physical processes in terms of random functions. Written for a senior undergraduate course offered to students with a suitably mathematical background.