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  • An extended version of this iBook with an additional 33 Laboratory Experiments for a total of 59 experiments makes use of the microphone and camera that can be found on tablets and smartphones. The current implementation of this extended version, StochasticS, is free and can be found here.

Authors

The authors of this book are Ian T. Young and Ronald Ligteringen.

Venue

This iBook is published by SocraticSoftware.org and our Privacy Policy can be found here.

Contact

If you have questions or comments for various aspects of the iBook, send an email to:

     Technical matters: tech@socraticsoftware.org
     Educational matters: info@socraticsoftware.org
     Errata: errata@socraticsoftware.org
     Business matters: contact@socraticsoftware.org

Acknowledgments

The contributions of a number of people to this iBook need to be acknowledged. First, we thank Professor Lucas van Vliet and Dr. Piet Verbeek for many substantive discussions and collaborations over the years. Many generations of students in the 1980’s and 1990’s used the original lecture notes and thereby provided important feedback on a number of topics. José de Bruin typed, retyped, and re-retyped the non-electronic versions of this manuscript. Anjella van Vliet helped turn the paper manuscript into an electronic one. Dr. Qiaole Zhao proofread the manuscript. And our wives provided the most valuable contributions of all, patience and understanding.

Technical Details

Signal processing and the associated graphical results were developed with Wolfram Mathematica. Movies were produced with Mathematica and QuickTime Player. All signal processing procedures in this app were written in JavaScript.

This “iBook” was prepared on Apple iMacs running Mac OS X. The text processing was done in Microsoft Word and Markdown. Equations were set using MathJax and Wiris MathType. Certain figures were produced with Microsoft PowerPoint. Apache Cordova, MkDocs, Material for MkDocs, and Plotly were essential for the production of this app.

The technical characteristics of e-publishing place certain restrictions on the fonts that can be used in inline text as contrasted with fonts that can be used in MathType equations. For example, in the Palatino font the Greek letter “phi” has two versions: ϕ and φ. Both have been used in this iBook.

The material in this book, unless otherwise indicated, is covered under international copyright laws, © 1984, 2010–2022.

Weather Data

We gratefully acknowledge the generosity of the Royal Netherlands Meteorological Institute (KNMI) for providing the data used in weather examples presented in this iBook.

Cover

The stochastic time series, associated power spectral density, and the autocorrelation function of the average daily air temperature from 1 January 1901 to 31 December 2009 as measured at the Royal Netherlands Meteorological Institute (KNMI) in De Bilt, The Netherlands.

Musical Data

The music processed and presented in this iBook is an excerpt from the Paganini Violin Concerto No.1, rondo allegro spirituoso. The musical “riff” that—depending upon your browser—may be heard at the launch of this iBook, is intended to help you adjust your output audio volume for subsequent experiments. It is from the soundtrack of the film Charly and entitled Love Montage. It was composed by Ravi Shankar.

Version

Second Edition
Version 2.4.2

Registration

ISBN 978-90-816432-1-4

Usage

This material is the property of the authors and is for the sole and exclusive use of students. It may not be sold, reproduced by any means, transmitted, or generally distributed without the authors’ expressed written permission.