Generalized Stochastic Processes

This textbook serves a double purpose: first, it is a book about generalized stochastic processes, an important but often neglected part of probability theory that plays a significant role in noise modeling. Secondly, it is a guide to noise modeling for mathematicians and engineers, aimed at fostering interdisciplinary discussion. Mathematicians can provide effective noise models, while engineers can become familiar with the mathematical background necessary to handle noise models optimally. Two appendices on "A Short Course in Probability Theory" and "Spectral Theory of Stochastic Processes," along with a well-chosen set of problems and solutions, complete this compact textbook.