Normal Markov Processes and Fields: Analysis and Algorithms

The main theoretical principles of normal Markov processes and fields located in the Cartesian coordinate system on the axis, in the plane, and in space are presented. Conditional and unconditional probability density functions of the states of the analyzed processes and fields are constructed. A methodology is described for applying the theoretical results to develop algorithms for generating normal Markov processes and fields. Examples of software implementation of the algorithms in the Mathcad computational environment are provided, enabling visualization of the analyzed processes and fields.
For students and postgraduates of the specialties System Analysis, Computer Science, Applied Mathematics, as well as engineers and researchers engaged in modeling stochastic processes and systems.