Stochastic Methods and Their Applications to Communications

Stochastic Differential Equations Approach

Serguei Primak, Valeri Kontorovitch, Vladimir Lyandres

384 pages, parution le 16/07/2004

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Résumé

Divided into two parts, theoretical and practical, this original volume deals with the modelling and numerical simulation of non-Gaussian processes which are often encountered throughout the field of communications and other applied areas.
Stochastic differential equations are used and the authors explain how to use such models for the evaluation of communication systems.

The suggested approach allows the modelling of non-Gaussian phenomena to be used in order to obtain a number of analytical results, numerical simulation and generality.
Featuring applications that provide a wealth of key practical examples which have been developed such as fading channel simulator and data traffic simulators.

Key features:

Few books deal with the numerical solution of stochastic differential equations applied to communication systems.
Bridges the gap and establishes the connections between some difficult mathematical aspects of stochastic differential applications and various communication engineering applications.
Presents a classical approach - begins with the mathematics and progresses through to applications.
Highly illustrated and contains numerous practical examples.

Sommaire

Introduction
Random Variables and Their Description
Random Processes
Advanced Topics in Random Processes
Markov Processes and Their Description
Markov Processes with Random Structures
Synthesis of Stochastic Differential Equations
Applications
The Numerical Simulation of SDE
Impulse Random Processes
Additions to the Chapter 6
Addition Information for Chapter

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Serguei Primak, Valeri Kontorovitch, Vladimir Lyandres
Parution	16/07/2004
Nb. de pages	384
Format	17 x 25
Couverture	Relié
Poids	975g
Intérieur	Noir et Blanc
EAN13	9780470847411
ISBN13	978-0-470-84741-1