Engineering and Technology

Stochastic Processes in Mechanical Engineering (Book with DVD)

Stochastic Processes in Mechanical Engineering (Book with DVD)

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  • About the Editor
    • Presents stochastic processes with emphasis on their applications.
    • Explores stochastic estimation, optimization, and analysis.
    • Includes numerous exercises, problems and solutions, as well as covering key concepts and tools.

Stochastic or random vibrations occur in a variety of applications of mechanical engineering. In probability theory and related  elds, a stochastic or random process is a mathematical object usually de ned as a collection of random variables. The study of stochastic processes requires mathematical knowledge and techniques from probability, calculus, linear algebra, set theory, and topology as well as branches of mathematical analysis such as real analysis, measure theory, Fourier analysis, and functional analysis. The theory of stochastic processes is considered to be an important contribution to mathematics and it continues to be an active topic of research for both theoretical reasons and applications.