Introduction to random processes, probability distributions and    associated concept, linear time invariant systems excited by stationery    random process. Failure due to random vibration vector random process and    response of MIO systems to vector random excitations, theory of Kalman    Filter. Chapman-Kolmogorov-Smoluchowskiequaion, Fokker-Plank equation and    it’s solution for simple systems, the method of Ito, cumulant-neglect closure    of Ito’s equations, soMEimulation studies of systems excited by random    signals.
     
     
      Recommended Books:
      
        - Stochastic    Processes and Random Vibrations: Theory and Practice - JúlíusSólnes,    Wiley, 1997. 
 
        - Random Vibrations: Theory and Practice - Paul H.    Wirsching, Thomas L Paez, Keith Ortiz, Dover Publications, 2006.
 
        - Fundamentals    of Vibrations - Leonard    Meirovitch, Waveland Press Inc., 2010.
 
        - Analytical    methods in vibrations - Leonard    Meirovitch, Macmillan, 1967.
 
        - Vibration    theory and applications - William    Tyrrell Thomson, Prentice-Hall, 1965.
 
        - Shock and    vibration handbook - Cyril M.    Harris, Charles E.    Crede, McGraw-Hill, 1976. 
 
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