Random processes. Shalimov A.S.

The textbook is devoted to the study of theoretical and practical issues in the field of the theory of random processes. Theoretical aspects of the laws of distribution and moment functions, the transformation of Fourier, correlation functions and spectral density of random processes, as well as linear and nonlinear transformations of random values ​​are considered. Each chapter is accompanied by examples of solving standard problems, most of which are concentrated in the last chapter - “linear and nonlinear transformations of random quantities”.

for students studying in the areas of training 01.03.04 “Applied Mathematics” and 11.03.01 Radio Engineering, as well as for graduate students and engineers engaged in research in the development of digital filters.