Random Rimes

Author : Roger Mansuy,Marc Yor
Publisher : Springer Science & Business Media
Page : 167 pages
File Size : 51,6 Mb
Release : 2006-02-10
Category : Mathematics
ISBN : 9783540294078

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Random Times and Enlargements of Filtrations in a Brownian Setting by Roger Mansuy,Marc Yor Pdf

In November 2004, M. Yor and R. Mansuy jointly gave six lectures at Columbia University, New York. These notes follow the contents of that course, covering expansion of filtration formulae; BDG inequalities up to any random time; martingales that vanish on the zero set of Brownian motion; the Azéma-Emery martingales and chaos representation; the filtration of truncated Brownian motion; attempts to characterize the Brownian filtration. The book accordingly sets out to acquaint its readers with the theory and main examples of enlargements of filtrations, of either the initial or the progressive kind. It is accessible to researchers and graduate students working in stochastic calculus and excursion theory, and more broadly to mathematicians acquainted with the basics of Brownian motion.

Author : Brown University. Library
Publisher : Unknown
Page : 750 pages
File Size : 44,6 Mb
Release : 1972
Category : American drama
ISBN : UOM:39015082992002

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Dictionary Catalog of the Harris Collection of American Poetry and Plays, Brown University Library, Providence, Rhode Island by Brown University. Library Pdf

Author : Venkatarama Krishnan
Publisher : John Wiley & Sons
Page : 528 pages
File Size : 50,7 Mb
Release : 2015-07-15
Category : Mathematics
ISBN : 9781119011910

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Probability and Random Processes by Venkatarama Krishnan Pdf

The second edition enhanced with new chapters, figures, andappendices to cover the new developments in applied mathematicalfunctions This book examines the topics of applied mathematical functionsto problems that engineers and researchers solve daily in thecourse of their work. The text covers set theory, combinatorics,random variables, discrete and continuous probability, distributionfunctions, convergence of random variables, computer generation ofrandom variates, random processes and stationarity concepts withassociated autocovariance and cross covariance functions,estimation theory and Wiener and Kalman filtering ending with twoapplications of probabilistic methods. Probability tables with ninedecimal place accuracy and graphical Fourier transform tables areincluded for quick reference. The author facilitates understandingof probability concepts for both students and practitioners bypresenting over 450 carefully detailed figures and illustrations,and over 350 examples with every step explained clearly and somewith multiple solutions. Additional features of the second edition of Probability andRandom Processes are: Updated chapters with new sections on Newton-Pepys’problem; Pearson, Spearman, and Kendal correlation coefficients;adaptive estimation techniques; birth and death processes; andrenewal processes with generalizations A new chapter on Probability Modeling in TeletrafficEngineering written by Kavitha Chandra An eighth appendix examining the computation of the roots ofdiscrete probability-generating functions With new material on theory and applications of probability,Probability and Random Processes, Second Edition is athorough and comprehensive reference for commonly occurringproblems in probabilistic methods and their applications.

Author : Anonim
Publisher : Unknown
Page : 476 pages
File Size : 49,7 Mb
Release : 1897
Category : Homeopathy
ISBN : UOM:39015013471126

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American Homoeopathist by Anonim Pdf

Author : Ian David Hill
Publisher : Unknown
Page : 64 pages
File Size : 54,9 Mb
Release : 1968
Category : Sampling (Statistics)
ISBN : UOM:39015016359732

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Tables of Random Times by Ian David Hill Pdf

Author : Toshio Nakagawa
Publisher : Springer Science & Business Media
Page : 275 pages
File Size : 54,6 Mb
Release : 2006-03-30
Category : Technology & Engineering
ISBN : 9781846282218

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Maintenance Theory of Reliability by Toshio Nakagawa Pdf

Many serious accidents have happened in the world where systems have been large-scale and complex, and have caused heavy damage and a social sense of instability. Furthermore, advanced nations have almost ?nished public inf- structureandrushedintoamaintenanceperiod.Maintenancewillbemore- portant than production, manufacture, and construction, that is, more ma- tenance for environmental considerations and for the protection of natural resources. From now on, the importance of maintenance will increase more and more. In the past four decades, valuable contributions to maintenance policies in reliability theory have been made. This book is intended to s- marize the research results studied mainly by the author in the past three decades. The book deals primarily with standard to advanced problems of main- nance policies for system reliability models. System reliability can be mainly improved by repair and preventive maintenance, and replacement, and rel- bility properties can be investigated by using stochastic process techniques. The optimum maintenance policies for systems that minimize or maximize appropriate objective functions under suitable conditions are discussed both analytically and practically. The book is composed of nine chapters. Chapter 1 is devoted to an int- duction to reliability theory, and brie?y reviews stochastic processes needed for reliability and maintenance theory. Chapter 2 summarizes the results of repair maintenance, which is the most basic maintenance in reliability. The repair maintenance of systems such as the one-unit system and multiple-unit redundant systems is treated. Chapters 3 through 5 summarize the results of three typical maintenance policies of age, periodic, and block replacements.

Author : R. Duncan Luce
Publisher : Oxford University Press, USA
Page : 579 pages
File Size : 40,9 Mb
Release : 1986-07-24
Category : Psychology
ISBN : 9780195036428

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Response Times by R. Duncan Luce Pdf

This authoritative volume provides a well balanced and comprehensive treatment of the mathematical theory of human response time and the role it plays in our understanding of the mind's organization.

Author : R. Syski
Publisher : IOS Press
Page : 564 pages
File Size : 52,8 Mb
Release : 1992
Category : Computers
ISBN : 905199060X

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Passage Times for Markov Chains by R. Syski Pdf

This book is a survey of work on passage times in stable Markov chains with a discrete state space and a continuous time. Passage times have been investigated since early days of probability theory and its applications. The best known example is the first entrance time to a set, which embraces waiting times, busy periods, absorption problems, extinction phenomena, etc. Another example of great interest is the last exit time from a set. The book presents a unifying treatment of passage times, written in a systematic manner and based on modern developments. The appropriate unifying framework is provided by probabilistic potential theory, and the results presented in the text are interpreted from this point of view. In particular, the crucial role of the Dirichlet problem and the Poisson equation is stressed. The work is addressed to applied probalilists, and to those who are interested in applications of probabilistic methods in their own areas of interest. The level of presentation is that of a graduate text in applied stochastic processes. Hence, clarity of presentation takes precedence over secondary mathematical details whenever no serious harm may be expected. Advanced concepts described in the text gain nowadays growing acceptance in applied fields, and it is hoped that this work will serve as an useful introduction. Abstracted by Mathematical Reviews, issue 94c

Author : Roy M. Howard
Publisher : John Wiley & Sons
Page : 739 pages
File Size : 45,7 Mb
Release : 2015-07-27
Category : Mathematics
ISBN : 9781119046776

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A Signal Theoretic Introduction to Random Processes by Roy M. Howard Pdf

A fresh introduction to random processes utilizing signal theory By incorporating a signal theory basis, A Signal Theoretic Introduction to Random Processes presents a unique introduction to random processes with an emphasis on the important random phenomena encountered in the electronic and communications engineering field. The strong mathematical and signal theory basis provides clarity and precision in the statement of results. The book also features: A coherent account of the mathematical fundamentals and signal theory that underpin the presented material Unique, in-depth coverage of material not typically found in introductory books Emphasis on modeling and notation that facilitates development of random process theory Coverage of the prototypical random phenomena encountered in electrical engineering Detailed proofs of results A related website with solutions to the problems found at the end of each chapter A Signal Theoretic Introduction to Random Processes is a useful textbook for upper-undergraduate and graduate-level courses in applied mathematics as well as electrical and communications engineering departments. The book is also an excellent reference for research engineers and scientists who need to characterize random phenomena in their research.

Author : New York Public Library. Research Libraries
Publisher : Unknown
Page : 612 pages
File Size : 46,7 Mb
Release : 1979
Category : Library catalogs
ISBN : UOM:39015082982946

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Dictionary Catalog of the Research Libraries of the New York Public Library, 1911-1971 by New York Public Library. Research Libraries Pdf

Author : Anonim
Publisher : Unknown
Page : 492 pages
File Size : 42,8 Mb
Release : 1972
Category : Automatic speech recognition
ISBN : STANFORD:36105010865306

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Conference Record by Anonim Pdf

Author : Ephraim Suhir
Publisher : CRC Press
Page : 198 pages
File Size : 53,5 Mb
Release : 2018-03-28
Category : Mathematics
ISBN : 9781351132497

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Human-in-the-Loop by Ephraim Suhir Pdf

Improvements in safety in the air and in space can be achieved through better ergonomics, better work environments, and other efforts of traditional avionic psychology that directly affect human behaviors and performance. Not limited to just the aerospace field, this book discusses adaptive probabilistic predictive modeling in human-in-the-loop situations and gets you familiar with a new, powerful, flexible, and effective approach to making outcomes from missions successful and safe. Covers the concepts, which are adaptable across other disciplines, and methodology for evaluating the likelihood of a successful outcome of an extraordinary situation Considers human performance and equipment/instrumentation reliability, as well as other possible sources of uncertainty Presents probabilistic assessment of an aerospace mission outcome Provides the most effective, physically meaningful, and cost-effective planning of an aerospace mission Offers how to organize and provide the most effective training of personnel

Author : Anonim
Publisher : Unknown
Page : 424 pages
File Size : 40,7 Mb
Release : 1993
Category : American literature
ISBN : UVA:X004795661

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Bibliography of American Imprints to 1901: Main part by Anonim Pdf

Author : Joseph L. Doob
Publisher : American Mathematical Soc.
Page : 169 pages
File Size : 48,7 Mb
Release : 1977
Category : Mathematics
ISBN : 9780821814314

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Probability by Joseph L. Doob Pdf

Author : Anonim
Publisher : Unknown
Page : 220 pages
File Size : 43,9 Mb
Release : 1963
Category : Electronic
ISBN : UCAL:B2891672

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NAVDOCKS. by Anonim Pdf