This book is intended for those having only a moderate background in mathematics, who need to increase their mathematical knowledge for development in their areas of work and to read the related mathematical literature. The material covered, which includes practically all the information on functional analysis that may be necessary for those working in various areas of applications of mathematics, as well as the simplicity of presentation, differentiates this book from others. About 300 examples and more than 500 problems are provided to help readers understand and master the theories presented. The list of references enables readers to explore those topics in which they are interested, and gather further information about applications used as examples in the book.Applications: Probability Theory and Statistics, Signal and Image Processing, Systems Analysis and Design.
General theory and basic methods of linear and nonlinear stocastic systems (StS), based on the equations for characteristic functions and functionals.Special attention is paid to methods based on canonical expansions and integral canonical represntations.
General theory and basic methods of linear and nonlinear stocastic systems (StS), based on the equations for characteristic functions and functionals.Special attention is paid to methods based on canonical expansions and integral canonical represntations.
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