Selected Papers On Noise And Stochastic Processes

Selected Papers On Noise And Stochastic Processes Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Selected Papers On Noise And Stochastic Processes book. This book definitely worth reading, it is an incredibly well-written.

Selected Papers on Noise and Stochastic Processes

Author : Nelson Wax
Publisher : Courier Corporation
Page : 352 pages
File Size : 46,8 Mb
Release : 2014-08-20
Category : Technology & Engineering
ISBN : 9780486798264

Get Book

Selected Papers on Noise and Stochastic Processes by Nelson Wax Pdf

Six classic papers, selected to meet the needs of physicists, applied mathematicians, and engineers, include contributions by S. Chandrasekhar, G. E. Uhlenbeck, L. S. Ornstein, Ming Chen Wang, others. 1954 edition.

The Langevin Equation

Author : William Coffey,Yu. P. Kalmykov,J. T. Waldron
Publisher : World Scientific
Page : 436 pages
File Size : 40,6 Mb
Release : 1996
Category : Mathematics
ISBN : 9810216513

Get Book

The Langevin Equation by William Coffey,Yu. P. Kalmykov,J. T. Waldron Pdf

The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin. Topics that are discussed include: white noise; the Chapman-Kolmogorov equation ? Kramers-Moyal expansion; the Langevin equation; the Fokker-Planck equation; Brownian motion of a free particle; spectral density and the Wiener-Khintchin theorem ? Brownian motion in a potential application to the Josephson effect, ring laser gyro; Brownian motion in two dimensions; harmonic oscillators; itinerant oscillators; linear response theory; rotational Brownian motion; application to loss processes in dielectric and ferrofluids; superparamagnetism and nonlinear relaxation processes.As the first elementary book on the Langevin equation approach to Brownian motion, this volume attempts to fill in all the missing details which students find particularly hard to comprehend from the fundamental papers contained in the Dover reprint ? Selected Papers on Noise and Stochastic Processes, ed. N Wax (1954) ? together with modern applications particularly to relaxation in ferrofluids and polar dielectrics.

Stochastic Processes: Selected Papers On Hiroshi Tanaka

Author : Makoto Maejima,Tokuzo Shiga
Publisher : World Scientific
Page : 444 pages
File Size : 42,6 Mb
Release : 2002-03-28
Category : Mathematics
ISBN : 9789814491273

Get Book

Stochastic Processes: Selected Papers On Hiroshi Tanaka by Makoto Maejima,Tokuzo Shiga Pdf

Hiroshi Tanaka is noted for his discovery of the “Tanaka formula”, which is a generalization of the Itô formula in stochastic analysis. This important book is a selection of his brilliant works on stochastic processes and related topics. It contains Tanaka's papers on (i) Brownian motion and stochastic differential equations (additive functionals of Brownian paths and stochastic differential equations with reflecting boundaries), (ii) the probabilistic treatment of nonlinear equations (Boltzmann equation, propagation of chaos and McKean-Vlasov limit), and (iii) stochastic processes in random environments (especially limit theorems on the stochastic processes in one-dimensional random environments and their refinements). The book also includes essays by Henry McKean, Marc Yor, Shinzo Watanabe and Hiroshi Tanaka on Tanaka's works.

Selected Works of C.C. Heyde

Author : Ross Maller,Ishwar Basawa,Peter Hall,Eugene Seneta
Publisher : Springer Science & Business Media
Page : 463 pages
File Size : 54,8 Mb
Release : 2010-09-17
Category : Mathematics
ISBN : 9781441958235

Get Book

Selected Works of C.C. Heyde by Ross Maller,Ishwar Basawa,Peter Hall,Eugene Seneta Pdf

In 1945, very early in the history of the development of a rigorous analytical theory of probability, Feller (1945) wrote a paper called “The fundamental limit theorems in probability” in which he set out what he considered to be “the two most important limit theorems in the modern theory of probability: the central limit theorem and the recently discovered ... ‘Kolmogoroff’s cel ebrated law of the iterated logarithm’ ”. A little later in the article he added to these, via a charming description, the “little brother (of the central limit theo rem), the weak law of large numbers”, and also the strong law of large num bers, which he considers as a close relative of the law of the iterated logarithm. Feller might well have added to these also the beautiful and highly applicable results of renewal theory, which at the time he himself together with eminent colleagues were vigorously producing. Feller’s introductory remarks include the visionary: “The history of probability shows that our problems must be treated in their greatest generality: only in this way can we hope to discover the most natural tools and to open channels for new progress. This remark leads naturally to that characteristic of our theory which makes it attractive beyond its importance for various applications: a combination of an amazing generality with algebraic precision.

The Theory of Stochastic Processes

Author : D.R. Cox
Publisher : Routledge
Page : 408 pages
File Size : 49,7 Mb
Release : 2017-09-04
Category : Mathematics
ISBN : 9781351408950

Get Book

The Theory of Stochastic Processes by D.R. Cox Pdf

This book should be of interest to undergraduate and postgraduate students of probability theory.

Stochastic Processes in Chemical Physics, Volume 15

Author : K. E. Shuler
Publisher : John Wiley & Sons
Page : 409 pages
File Size : 48,7 Mb
Release : 2009-09-08
Category : Science
ISBN : 9780470144008

Get Book

Stochastic Processes in Chemical Physics, Volume 15 by K. E. Shuler Pdf

The Advances in Chemical Physics series provides the chemical physics and physical chemistry fields with a forum for critical, authoritative evaluations of advances in every area of the discipline. Filled with cutting-edge research reported in a cohesive manner not found elsewhere in the literature, each volume of the Advances in Chemical Physics series serves as the perfect supplement to any advanced graduate class devoted to the study of chemical physics.

Stochastic Processes and Applications

Author : Grigorios A. Pavliotis
Publisher : Springer
Page : 345 pages
File Size : 43,6 Mb
Release : 2014-11-19
Category : Mathematics
ISBN : 9781493913237

Get Book

Stochastic Processes and Applications by Grigorios A. Pavliotis Pdf

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

Random Differential Equations in Science and Engineering

Author : Soong
Publisher : Academic Press
Page : 326 pages
File Size : 44,9 Mb
Release : 1973-09-21
Category : Computers
ISBN : 9780080956121

Get Book

Random Differential Equations in Science and Engineering by Soong Pdf

Random Differential Equations in Science and Engineering

Statistical Mechanics, Kinetic theory, and Stochastic Processes

Author : C.V. Heer
Publisher : Elsevier
Page : 619 pages
File Size : 44,5 Mb
Release : 2012-12-02
Category : Science
ISBN : 9780323144414

Get Book

Statistical Mechanics, Kinetic theory, and Stochastic Processes by C.V. Heer Pdf

Statistical Mechanics, Kinetic Theory, and Stochastic Processes presents the statistical aspects of physics as a "living and dynamic" subject. In order to provide an elementary introduction to kinetic theory, physical systems in which particle-particle interaction can be neglected are considered. Transport phenomena in the free-molecular flow region for gases and the transport of thermal radiation are discussed. Discrete random processes such as random walk, binomial and Poisson distributions, and throwing of dice are studied by means of the characteristic function. Comprised of 11 chapters, this book begins with an introduction to the mass point gas as well as some elementary properties of space and velocity distributions. The discussion then turns to radiation and its interaction with an atom; probability, statistics, and conditional probability; intermolecular interactions; transport phenomena; and statistical thermodynamics. Molecular systems at low densities are also considered, together with non-ideal and real gases; liquids and solids; and stochastic processes, noise, and fluctuations. In particular, the response of atoms and molecules to perturbations and scattering by crystals, liquids, and high-pressure gases are examined. This monograph will be useful for undergraduate students, practitioners, and researchers in physics.

Stationary Stochastic Processes

Author : Georg Lindgren
Publisher : CRC Press
Page : 378 pages
File Size : 54,5 Mb
Release : 2012-10-01
Category : Mathematics
ISBN : 9781466557796

Get Book

Stationary Stochastic Processes by Georg Lindgren Pdf

Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations for stationary processes and fields, including a portion on stationary point processes. Features Presents and illustrates the fundamental correlation and spectral methods for stochastic processes and random fields Explains how the basic theory is used in special applications like detection theory and signal processing, spatial statistics, and reliability Motivates mathematical theory from a statistical model-building viewpoint Introduces a selection of special topics, including extreme value theory, filter theory, long-range dependence, and point processes Provides more than 100 exercises with hints to solutions and selected full solutions This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory. Precise in mathematical details without being pedantic, Stationary Stochastic Processes: Theory and Applications is for the student with some experience with stochastic processes and a desire for deeper understanding without getting bogged down in abstract mathematics.

An Introduction to Stochastic Processes in Physics

Author : Don S. Lemons
Publisher : Johns Hopkins University Press+ORM
Page : 165 pages
File Size : 43,6 Mb
Release : 2003-04-29
Category : Science
ISBN : 9780801876387

Get Book

An Introduction to Stochastic Processes in Physics by Don S. Lemons Pdf

This “lucid, masterfully written introduction to an often difficult subject . . . belongs on the bookshelf of every student of statistical physics” (Dr. Brian J. Albright, Applied Physics Division, Los Alamos National Laboratory). This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random walks, and Wiener and Ornstein-Uhlenbeck processes. With an emphasis on applications, it includes end-of-chapter problems. Physicist and author Don S. Lemons builds on Paul Langevin’s seminal 1908 paper “On the Theory of Brownian Motion” and its explanations of classical uncertainty in natural phenomena. Following Langevin’s example, Lemons applies Newton’s second law to a “Brownian particle on which the total force included a random component.” This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time. This volume contains the complete text of Paul Langevin’s “On the Theory of Brownian Motion,” translated by Anthony Gythiel.

Stochastic Processes

Author : Jyotiprasad Medhi
Publisher : New Age International
Page : 664 pages
File Size : 50,7 Mb
Release : 1994
Category : Procesos estocásticos
ISBN : 8122405495

Get Book

Stochastic Processes by Jyotiprasad Medhi Pdf

Aims At The Level Between That Of Elementary Probability Texts And Advanced Works On Stochastic Processes. The Pre-Requisites Are A Course On Elementary Probability Theory And Statistics, And A Course On Advanced Calculus. The Theoretical Results Developed Have Been Followed By A Large Number Of Illustrative Examples. These Have Been Supplemented By Numerous Exercises, Answers To Most Of Which Are Also Given. It Will Suit As A Text For Advanced Undergraduate, Postgraduate And Research Level Course In Applied Mathematics, Statistics, Operations Research, Computer Science, Different Branches Of Engineering, Telecommunications, Business And Management, Economics, Life Sciences And So On. A Review Of The Book In American Mathematical Monthly (December 82) Gives This Book Special Positive Emphasis As A Textbook As Follows: 'Of The Dozen Or More Texts Published In The Last Five Years Aimed At The Students With A Background Of A First Course In Probability And Statistics But Not Yet To Measure Theory, This Is The Clear Choice. An Extremely Well Organized, Lucidly Written Text With Numerous Problems, Examples And Reference T* (With T* Where T Denotes Textbook And * Denotes Special Positive Emphasis). The Current Enlarged And Revised Edition, While Retaining The Structure And Adhering To The Objective As Well As Philosophy Of The Earlier Edition, Removes The Deficiencies, Updates The Material And The References And Aims At A Border Perspective With Substantial Additions And Wider Coverage.

Stochastic Processes in Physics and Chemistry

Author : N.G. Van Kampen
Publisher : Elsevier
Page : 482 pages
File Size : 42,9 Mb
Release : 1992-11-20
Category : Science
ISBN : 9780080571386

Get Book

Stochastic Processes in Physics and Chemistry by N.G. Van Kampen Pdf

This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated.

Random Vibrations

Author : Paul H. Wirsching,Thomas L. Paez,Keith Ortiz
Publisher : Courier Corporation
Page : 465 pages
File Size : 55,8 Mb
Release : 2006-01-01
Category : Science
ISBN : 9780486450155

Get Book

Random Vibrations by Paul H. Wirsching,Thomas L. Paez,Keith Ortiz Pdf

The most comprehensive text and reference available on the study of random vibrations, this book was designed for graduate students and mechanical, structural, and aerospace engineers. In addition to coverage of background topics in probability, statistics, and random processes, it develops methods for analyzing and controlling random vibrations. 1995 edition.

The Foundations of Acoustics

Author : Eugen Skudrzyk
Publisher : Springer Science & Business Media
Page : 816 pages
File Size : 40,8 Mb
Release : 2012-12-06
Category : Science
ISBN : 9783709182550

Get Book

The Foundations of Acoustics by Eugen Skudrzyk Pdf

Research and scientific progress are based upqn intuition coordinated with a wide theoretical knowledge, experimental skill, and a realistic sense of the limitations of technology. Only a deep insight into physical phenomena will supply the necessary skills to handle the problems that arise in acoustics. The acoustician today needs to be well acquainted with mathematics, dynamics, hydrodynamics, and physics; he also needs a good knowledge of statistics, signal processing, electrical theory, and of many other specialized subjects. Acquiring this background is a laborious task and would require the study of many different books. It is the goal of this volume to present this background in as thorough and readable a manner as possible so that the reader may turn to specialized publications or chapters of other books for further information without having to start at the preliminaries. In trying to accomplish this goal, mathematics serves only as a tool; the better our understanding of a physical phenomenon, the less mathematics is needed and the shorter and more concise are our computa tions. A word about the choice of subjects for this volume will be helpful to the reader. Even scientists of high standing are frequently not acquainted with the fundamentals needed in the field of acoustics. Chapters I to IX are devoted to these fundamentals. After studying Chapter I, which dis cusses the units and their relationships, the reader should have no difficulty converting from one system of units to any other.