Principles of Statistical Radiophysics 1 ― Elements of Random Process Theory

In four volumes, the "Principles" develop the theory of random functions, the main tool in statistical radiophysics and a variety of other branches of physics and engineering. The course addresses students, postgraduates and researchers in radiophysics, optics, astronomy, acoustics and other fields dealing with fluctuations. The reader is assumed to have a certain knowledge of probability theory, but the esssential mathematical details are given. Examples dealing with real physical problems as well as exercises are included to facilitate the introduction into the subject and application of the concepts developed. The course is an updated and revised version of the very successful second Russian edition. It provides the uninitiated reader with sufficient background for reading monographs and papers on the subject and for independent active research. For the novice, it is most sensible to start with Vol.1; however, for the advanced reader, each of the four volumes may be of interest on its own. "Elements of Random Process Theory", the first volume, contains the essential mathematical prerequisites and definitions related to this topic. It deals in particular with the physics of random pulse processes, shot and flicker noises, fluctuations in self-oscillatory systems, random actions on linear and nonlinear discrete dynamical systems, Markov processes and stochastic differential equations.