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.
Table of Content
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.