by John L. Lumley (Author)
This accessible treatment offers the mathematical tools for describing and solving problems related to stochastic vector fields. Advanced undergraduates and graduate students will find its use of generalized functions a relatively simple method of resolving mathematical questions. It will prove a valuable reference for applied mathematicians and professionals in the fields of aerospace, chemical, civil, and nuclear engineering.
The author, Professor Emeritus of Engineering at Cornell University, starts with a survey of probability distributions and densities and proceeds to examinations of moments, characteristic functions, and the Gaussian distribution; random functions; and random processes in more dimensions. Extensive appendixes--which include information on Fourier transforms, tensors, generalized functions, and invariant theory--contribute toward making this volume mathematically self-contained.