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Engineering Mathematics
Review of Viscous Flows
Review of Computational Fluid Mechanics

Particle Adhesion
Simulation Methods
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The National Science Foundation
ME 437 The National Science Foundation
 Engineering Mathematics
Special Functions | Differential Equations | Fourier Series | Laplace Transforms | Probability and Random Processes | Linear Systems | Useful Integrals | Vector Identities

Probability and Random Processes

Expected Value

Variance

Stochastic Processes

Ensembles of random functions of time (or space) are referred to as stochastic processes. For fixed time, a stochastic process becomes a random variable. Every sample of a stochastic process is a time function.

The statistics of a stochastic process may be evaluated in a similar mannar to that of a random variable. For example, the mean value is given as

Time Average

Time averaging over an interval (0,T) is defined as

Dr. Goodarz Ahmadi | Turbulence & Multiphase Fluid Flow Laboratory | Department of Mechanical & Aeronautical Engineering
Copyright © 2002-2005 Dr. Goodarz Ahmadi. All rights reserved.
Potsdam, New York, 13699
ahmadi@clarkson.edu