Synopsis
This text defines a variety of non-Gaussian processes, develops methods for generating realizations of non-Gaussian models, and provides methods for finding probabilistic characteristics of the output of linear filters with non-Gaussian inputs.
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Applied Non-Gaussian Processes
Published by
Prentice Hall, Englewood Cliffs, NJ, 1995
ISBN 10: 0133670953
ISBN 13: 9780133670950
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Applied Non-Gaussian Processes: Examples, Theory, Simulation, Linear Random Vibration, and Matlab Solutions/Book&Disk
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