Stochastic Methods & their Applications toCommunications presents a valuable approach to the modelling,synthesis and numerical simulation of random processes withapplications in communications and related fields. The authorsprovide a detailed account of random processes from an engineeringpoint of view and illustrate the concepts with examples taken fromthe communications area. The discussions mainly focus on theanalysis and synthesis of Markov models of random processes asapplied to modelling such phenomena as interference and fading incommunications. Encompassing both theory and practice, thisoriginal text provides a unified approach to the analysis andgeneration of continuous, impulsive and mixed random processesbased on the Fokker-Planck equation for Markov processes.
* Presents the cumulated analysis of Markov processes
* Offers a SDE (Stochastic Differential Equations) approach tothe generation of random processes with specifiedcharacteristics
* Includes the modelling of communication channels and interferences using SDE
* Features new results and techniques for the of solution of thegeneralized Fokker-Planck equation
Essential reading for researchers, engineers, and graduate andupper year undergraduate students in the field of communications,signal processing, control, physics and other areas of science,this reference will have wide ranging appeal.