This textbook shall serve a double purpose: first of all, it is a book about generalized stochastic processes, a very important but highly neglected part of probability theory which plays an outstanding role in noise modelling. Secondly, this textbook is a guide to noise modelling for mathematicians and engineers to foster the interdisciplinary discussion between mathematicians (to provide effective noise models) and engineers (to be familiar with the mathematical backround of noise modelling in order to handle noise models in an optimal way).Two appendices on "A Short Course in Probability Theory" and "Spectral Theory of Stochastic Processes" plus a well-choosen set of problems and solutions round this compact textbook off.

Autorentext

Prof. Dr. Dr. Stefan Schäffler, University of the Bundeswehr Munich, Faculty of Electrical Engineering and Information Technology, Chair of Mathematics and Operations Research

Inhalt

Generalized Functions.- Stochastic Processes.- Stochastic Differential Equations.- Generalized Random Fields.