Probability Distributions Involving Gaussian Random Variables

A Handbook for Engineers and Scientists
2002. Auflage 2002
ISBN: 978-1-4020-7058-7
Verlag: Springer Us

Buch, Englisch, Band 683, 200 Seiten, Format (B × H): 179 mm x 228 mm, Gewicht: 513 g

Reihe: The Springer International Series in Engineering and Computer Science

This handbook, now available in paperback, brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians. The handbook is not specific to fixed research areas, but rather it has a generic flavor that can be applied by anyone working with probabilistic and stochastic analysis and modeling. Classic results are presented in their final form without derivation or discussion, allowing for much material to be condensed into one volume.

Zielgruppe

Research

Autoren/Hrsg.

Simon, Marvin K

Fachgebiete

• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Datenanalyse, Datenverarbeitung
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik EDV | Informatik Daten / Datenbanken Automatische Datenerfassung, Datenanalyse
• Technische Wissenschaften Technik Allgemein Mathematik für Ingenieure
• Technische Wissenschaften Technik Allgemein Modellierung & Simulation
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung

Inhaltsverzeichnis

A Brief Biography of Carl Friedrich Gauss.- Preface.- Acknowledgment.- Introduction.- Basic Definitions and Notation.- Fundamental One-Dimensional Variables.- Fundamental Multidimensional Variables.- Difference of Chi-Square Random Variables.- Sum of Chi-Square Random Variables.- Products of Random Variables.- Ratios of Random Variables.- Maximum and Minimum of Pairs of Random Variables.- Quadratic Forms.- Other Miscellaneous Forms.- Appendix A: Alternative Forms.- One-Dimensional Distributions and Functions.- Two-Dimensional Distributions and Functions.- Appendix B: Integrals Involving Q-Functions.- The Gaussian Q-Function.- The First-Order Marcum Q-Function.- The Generalized (MTH-Order) Marcum Q-Function.- Appendix C: Bounds on the Gaussian Q-Function and the Marcum Q-Function.- The Gaussian Q-Function.- The Marcum Q-Function.- References.- Illustrations.