Probability Theory And Stochastic Processes For Engineers

Author : Aliakbar Montazer Haghighi,Indika Wickramasinghe
Publisher : CRC Press
Page : 635 pages
File Size : 54,7 Mb
Release : 2020-07-14
Category : Mathematics
ISBN : 9781351238397

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Probability, Statistics, and Stochastic Processes for Engineers and Scientists by Aliakbar Montazer Haghighi,Indika Wickramasinghe Pdf

2020 Taylor & Francis Award Winner for Outstanding New Textbook! Featuring recent advances in the field, this new textbook presents probability and statistics, and their applications in stochastic processes. This book presents key information for understanding the essential aspects of basic probability theory and concepts of reliability as an application. The purpose of this book is to provide an option in this field that combines these areas in one book, balances both theory and practical applications, and also keeps the practitioners in mind. Features Includes numerous examples using current technologies with applications in various fields of study Offers many practical applications of probability in queueing models, all of which are related to the appropriate stochastic processes (continuous time such as waiting time, and fuzzy and discrete time like the classic Gambler’s Ruin Problem) Presents different current topics like probability distributions used in real-world applications of statistics such as climate control and pollution Different types of computer software such as MATLAB®, Minitab, MS Excel, and R as options for illustration, programing and calculation purposes and data analysis Covers reliability and its application in network queues

Author : Bhat K. N. Hari
Publisher : Pearson Education India
Page : 556 pages
File Size : 48,6 Mb
Release : 2011
Category : Electronic
ISBN : 8131755983

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Probability Theory and Stochastic Processes for Engineers by Bhat K. N. Hari Pdf

Author : Carl W. Helstrom
Publisher : MacMillan Publishing Company
Page : 634 pages
File Size : 49,6 Mb
Release : 1991
Category : Engineering mathematics
ISBN : UCSD:31822033517129

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Probability and Stochastic Processes for Engineers by Carl W. Helstrom Pdf

Author : Roy D. Yates,David J. Goodman
Publisher : John Wiley & Sons
Page : 514 pages
File Size : 40,9 Mb
Release : 2014-01-28
Category : Mathematics
ISBN : 9781118324561

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Probability and Stochastic Processes by Roy D. Yates,David J. Goodman Pdf

This text introduces engineering students to probability theory and stochastic processes. Along with thorough mathematical development of the subject, the book presents intuitive explanations of key points in order to give students the insights they need to apply math to practical engineering problems. The first seven chapters contain the core material that is essential to any introductory course. In one-semester undergraduate courses, instructors can select material from the remaining chapters to meet their individual goals. Graduate courses can cover all chapters in one semester.

Author : Aliakbar Montazer Haghighi,Indika Wickramasinghe
Publisher : CRC Press
Page : 440 pages
File Size : 50,5 Mb
Release : 2020-07-14
Category : Mathematics
ISBN : 9781351238380

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Probability, Statistics, and Stochastic Processes for Engineers and Scientists by Aliakbar Montazer Haghighi,Indika Wickramasinghe Pdf

Featuring recent advances in the field, this new textbook presents probability and statistics, and their applications in stochastic processes. This book presents key information for understanding the essential aspects of basic probability theory and concepts of reliability as an application. The purpose of this book is to provide an option in this field that combines these areas in one book, balances both theory and practical applications, and also keeps the practitioners in mind. Features Includes numerous examples using current technologies with applications in various fields of study Offers many practical applications of probability in queueing models, all of which are related to the appropriate stochastic processes (continuous time such as waiting time, and fuzzy and discrete time like the classic Gambler’s Ruin Problem) Presents different current topics like probability distributions used in real-world applications of statistics such as climate control and pollution Different types of computer software such as MATLAB®, Minitab, MS Excel, and R as options for illustration, programing and calculation purposes and data analysis Covers reliability and its application in network queues

Author : Frank Beichelt
Publisher : CRC Press
Page : 438 pages
File Size : 40,5 Mb
Release : 2006-02-22
Category : Mathematics
ISBN : 142001045X

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Stochastic Processes in Science, Engineering and Finance by Frank Beichelt Pdf

This book presents a self-contained introduction to stochastic processes with emphasis on their applications in science, engineering, finance, computer science, and operations research. It provides theoretical foundations for modeling time-dependent random phenomena in these areas and illustrates their application by analyzing numerous practical examples. The treatment assumes few prerequisites, requiring only the standard mathematical maturity acquired by undergraduate applied science students. It includes an introductory chapter that summarizes the basic probability theory needed as background. Numerous exercises reinforce the concepts and techniques discussed and allow readers to assess their grasp of the subject. Solutions to most of the exercises are provided in an appendix. While focused primarily on practical aspects, the presentation includes some important proofs along with more challenging examples and exercises for those more theoretically inclined. Mastering the contents of this book prepares readers to apply stochastic modeling in their own fields and enables them to work more creatively with software designed for dealing with the data analysis aspects of stochastic processes.

Author : Henry Stark,John W. Woods
Publisher : Unknown
Page : 646 pages
File Size : 52,7 Mb
Release : 2012
Category : Engineering
ISBN : 0273752286

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Probability, Statistics, and Random Processes for Engineers by Henry Stark,John W. Woods Pdf

For courses in Probability and Random Processes. Probability, Statistics, and Random Processes for Engineers, 4e is a comprehensive treatment of probability and random processes that, more than any other available source, combines rigor with accessibility. Beginning with the fundamentals of probability theory and requiring only college-level calculus, the book develops all the tools needed to understand more advanced topics such as random sequences, continuous-time random processes, and statistical signal processing. The book progresses at a leisurely pace, never assuming more knowledge than contained in the material already covered. Rigor is established by developing all results from the basic axioms and carefully defining and discussing such advanced notions as stochastic convergence, stochastic integrals and resolution of stochastic processes.

Author : Giorgos Michel
Publisher : Unknown
Page : 330 pages
File Size : 54,6 Mb
Release : 2016-04-01
Category : Electronic
ISBN : 1681174529

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Probability and Stochastic Processes by Giorgos Michel Pdf

In probability theory, a stochastic process, or often random process, is a collection of random variables representing the evolution of some system of random values over time. This is the probabilistic counterpart to a deterministic process (or deterministic system). Instead of describing a process which can only evolve in one way (as in the case, for example, of solutions of an ordinary differential equation), in a stochastic, or random process, there is some indeterminacy: even if the initial condition is known, there are several directions in which the process may evolve. Classic examples of the stochastic process are guessing the length of a queue at a stated time given the random distribution over time of a number of people or objects entering and leaving the queue and guessing the amount of water in a reservoir based on the random distribution of rainfall and water usage. Stochastic processes were first studied rigorously in the late 19th century to aid in understanding financial markets and Brownian motion. Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers covers characterization, structural properties, inference and control of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.

Author : Igor N. Kovalenko,Nickolaj Yu. Kuznetsov,Valentin M. Shurenkov
Publisher : CRC Press
Page : 456 pages
File Size : 41,7 Mb
Release : 1996-07-08
Category : Mathematics
ISBN : 0849328705

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Models of Random Processes by Igor N. Kovalenko,Nickolaj Yu. Kuznetsov,Valentin M. Shurenkov Pdf

Devising and investigating random processes that describe mathematical models of phenomena is a major aspect of probability theory applications. Stochastic methods have penetrated into an unimaginably wide scope of problems encountered by researchers who need stochastic methods to solve problems and further their studies. This handbook supplies the knowledge you need on the modern theory of random processes. Packed with methods, Models of Random Processes: A Handbook for Mathematicians and Engineers presents definitions and properties on such widespread processes as Poisson, Markov, semi-Markov, Gaussian, and branching processes, and on special processes such as cluster, self-exiting, double stochastic Poisson, Gauss-Poisson, and extremal processes occurring in a variety of different practical problems. The handbook is based on an axiomatic definition of probability space, with strict definitions and constructions of random processes. Emphasis is placed on the constructive definition of each class of random processes, so that a process is explicitly defined by a sequence of independent random variables and can easily be implemented into the modelling. Models of Random Processes: A Handbook for Mathematicians and Engineers will be useful to researchers, engineers, postgraduate students and teachers in the fields of mathematics, physics, engineering, operations research, system analysis, econometrics, and many others.

Author : Bruce Hajek
Publisher : Cambridge University Press
Page : 429 pages
File Size : 41,9 Mb
Release : 2015-03-12
Category : Computers
ISBN : 9781107100121

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Random Processes for Engineers by Bruce Hajek Pdf

An engaging introduction to the critical tools needed to design and evaluate engineering systems operating in uncertain environments.

Author : Pierre Brémaud
Publisher : Springer Nature
Page : 713 pages
File Size : 50,8 Mb
Release : 2020-04-07
Category : Mathematics
ISBN : 9783030401832

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Probability Theory and Stochastic Processes by Pierre Brémaud Pdf

The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing. In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student. One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.

Author : E. Wong,B. Hajek
Publisher : Springer Science & Business Media
Page : 372 pages
File Size : 42,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461250609

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Stochastic Processes in Engineering Systems by E. Wong,B. Hajek Pdf

This book is a revision of Stochastic Processes in Information and Dynamical Systems written by the first author (E.W.) and published in 1971. The book was originally written, and revised, to provide a graduate level text in stochastic processes for students whose primary interest is its applications. It treats both the traditional topic of sta tionary processes in linear time-invariant systems as well as the more modern theory of stochastic systems in which dynamic structure plays a profound role. Our aim is to provide a high-level, yet readily acces sible, treatment of those topics in the theory of continuous-parameter stochastic processes that are important in the analysis of information and dynamical systems. The theory of stochastic processes can easily become abstract. In dealing with it from an applied point of view, we have found it difficult to decide on the appropriate level of rigor. We intend to provide just enough mathematical machinery so that important results can be stated PREFACE vi with precision and clarity; so much ofthe theory of stochastic processes is inherently simple if the suitable framework is provided. The price of providing this framework seems worth paying even though the ul timate goal is in applications and not the mathematics per se.

Author : Roy D. Yates,David J. Goodman
Publisher : Wiley
Page : 0 pages
File Size : 40,5 Mb
Release : 1998-08-13
Category : Technology & Engineering
ISBN : 0471178373

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Probability and Stochastic Processes by Roy D. Yates,David J. Goodman Pdf

What Does Winning the Lottery Have To do with Engineering? Whether you're trying to win millions in the lottery or designing a complex computer network, you're applying probability theory. Although you encounter probability applications everywhere, the theory can be deceptively difficult to learn and apply correctly. This text will help you grasp the concepts of probability and stochastic processes and apply them throughout your careers. These concepts are clearly presented throughout the book as a sequence of building blocks that are clearly identified as either an axiom, definition, or theorem. This approach provides you with a better understanding of the material which you'll be able to use to solve practical problems. Key Features: * The text follows a single model that begins with an experiment consisting of a procedure and observations. * The mathematics of discrete random variables appears separately from the mathematics of continuous random variables. * Stochastic processes are introduced in Chapter 6, immediately after the presentation of discrete and continuous random variables. Subsequent material, including central limit theorem approximations, laws of large numbers, and statistical inference, then use examples that reinforce stochastic process concepts. * An abundance of exercises are provided that help students learn how to put the theory to use.

Author : Peter Olofsson,Mikael Andersson
Publisher : John Wiley & Sons
Page : 573 pages
File Size : 46,6 Mb
Release : 2012-05-04
Category : Mathematics
ISBN : 9781118231326

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Probability, Statistics, and Stochastic Processes by Peter Olofsson,Mikael Andersson Pdf

Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including: Consistency of point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test and Kolmogorov-Smirnov test Martingales, renewal processes, and Brownian motion One-way analysis of variance and the general linear model Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.

Author : Michael Havbro Faber
Publisher : Springer Science & Business Media
Page : 198 pages
File Size : 43,6 Mb
Release : 2012-03-23
Category : Technology & Engineering
ISBN : 9789400740563

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Statistics and Probability Theory by Michael Havbro Faber Pdf

This book provides the reader with the basic skills and tools of statistics and probability in the context of engineering modeling and analysis. The emphasis is on the application and the reasoning behind the application of these skills and tools for the purpose of enhancing decision making in engineering. The purpose of the book is to ensure that the reader will acquire the required theoretical basis and technical skills such as to feel comfortable with the theory of basic statistics and probability. Moreover, in this book, as opposed to many standard books on the same subject, the perspective is to focus on the use of the theory for the purpose of engineering model building and decision making. This work is suitable for readers with little or no prior knowledge on the subject of statistics and probability.