Stochastic Methods and their Applications to Communications: Stochastic Differential Equations Approach - Hardcover

Über die Autorin bzw. den Autor

Professor Serguei L. Primak, The University of Western Ontario, Canada
Professor Primak is an Associate Professor at the University of the Western Ontario, Canada. His main areas of interest include modelling and performance evaluation of MIMO systems, Markov processes, non-Gaussian random processes and communications aspects of robotic assisted telesurgery. He has co-authored a book "Stochastic Methods and their Applications to Communications: Stochastic Differential Equations Approach", Wiley, 2004.

Professor Valeri Kontorovich, CINVESTAV-IPN, Mexico
Professor Kontorovich is a Professor at the CINVESTAV-IPN, Mexico. His main areas of interest include modelling and performance evaluation of MIMO systems, Markov processes, non-Gaussian random processes, fractal, electromagnetic compatibility and other related topics. Professor Kontorovich has co-authored a book "Stochastic Methods and their Applications to Communications: Stochastic Differential Equations Approach", Wiley, 2004, and has co-authored 4 other books (In Russian) and a large number of publications in the field of communications.

Vladimir Lyandres is the author of Stochastic Methods and their Applications to Communications: Stochastic Differential Equations Approach, published by Wiley.

Von der hinteren Coverseite

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.

Aus dem Klappentext

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.