Stationary Stochastic Processes

Author : Georg Lindgren,Holger Rootzen,Maria Sandsten
Publisher : CRC Press
Page : 316 pages
File Size : 53,6 Mb
Release : 2013-10-11
Category : Mathematics
ISBN : 9781466586192

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Stationary Stochastic Processes for Scientists and Engineers by Georg Lindgren,Holger Rootzen,Maria Sandsten Pdf

Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer. To enable hands-on practice, MATLAB code is available online.

Author : Takeyuki Hida
Publisher : Princeton University Press
Page : 175 pages
File Size : 46,6 Mb
Release : 2015-03-08
Category : Mathematics
ISBN : 9781400868575

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Stationary Stochastic Processes. (MN-8) by Takeyuki Hida Pdf

Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise. Originally published in 1970. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Author : Georg Lindgren
Publisher : CRC Press
Page : 378 pages
File Size : 51,9 Mb
Release : 2012-10-01
Category : Mathematics
ISBN : 9781466557796

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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.

Author : I︠U︡riĭ Anatolʹevich Rozanov
Publisher : Unknown
Page : 230 pages
File Size : 53,5 Mb
Release : 1967
Category : Mathematics
ISBN : STANFORD:36105032775210

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Stationary Random Processes by I︠U︡riĭ Anatolʹevich Rozanov Pdf

Author : Harald Cramér,M. Ross Leadbetter
Publisher : Courier Corporation
Page : 368 pages
File Size : 48,9 Mb
Release : 2013-01-15
Category : Mathematics
ISBN : 9780486153353

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Stationary and Related Stochastic Processes by Harald Cramér,M. Ross Leadbetter Pdf

This graduate-level text offers a comprehensive account of the general theory of stationary processes and develops the foundations of the general theory of stochastic processes, examines processes with a continuous-time parameter, more. 1967 edition.

Author : Andreas Brandt,Peter Franken,Bernd Lisek
Publisher : Unknown
Page : 352 pages
File Size : 54,7 Mb
Release : 1990
Category : Technology & Engineering
ISBN : UOM:39015028415530

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Stationary Stochastic Models by Andreas Brandt,Peter Franken,Bernd Lisek Pdf

Author : Peter Watts Jones,Peter Smith
Publisher : CRC Press
Page : 255 pages
File Size : 45,7 Mb
Release : 2017-10-30
Category : Mathematics
ISBN : 9781498778121

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Stochastic Processes by Peter Watts Jones,Peter Smith Pdf

Based on a well-established and popular course taught by the authors over many years, Stochastic Processes: An Introduction, Third Edition, discusses the modelling and analysis of random experiments, where processes evolve over time. The text begins with a review of relevant fundamental probability. It then covers gambling problems, random walks, and Markov chains. The authors go on to discuss random processes continuous in time, including Poisson, birth and death processes, and general population models, and present an extended discussion on the analysis of associated stationary processes in queues. The book also explores reliability and other random processes, such as branching, martingales, and simple epidemics. A new chapter describing Brownian motion, where the outcomes are continuously observed over continuous time, is included. Further applications, worked examples and problems, and biographical details have been added to this edition. Much of the text has been reworked. The appendix contains key results in probability for reference. This concise, updated book makes the material accessible, highlighting simple applications and examples. A solutions manual with fully worked answers of all end-of-chapter problems, and Mathematica® and R programs illustrating many processes discussed in the book, can be downloaded from crcpress.com.

Author : L. Takacs
Publisher : Springer Science & Business Media
Page : 143 pages
File Size : 46,8 Mb
Release : 2012-12-06
Category : Science
ISBN : 9789401160209

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Stochastic Processes Problems and Solutions by L. Takacs Pdf

It is not so very long ago that up-to-date text-books on statistics were almost non-existent. In the last few decades this deficiency has largely been remedied, but in order to cope with a broad and rapidly expanding subject many of these books have been fairly big and expensive. The success of Methuen's existing series of monographs, in physics or in biology, for example, stresses the value of short inexpensive treatments to which a student can turn for an introduc tion to, or a revision of, specialised topics. In this new Methuen series the still-growing importance of prob ability theory in its applied aspects has been recognised by coupling together Probability and Statistics; and included in the series are some of the newer applications of probability theory to stochastic models in various fields, storage and service problems, 'Monte Carlo' techniques, etc. , as well as monographs on particular statistical topics. M. S. BARTLETT ix AUTHOR'S PREFACE The theory of stochastic processes has developed in the last three decades. Its field of application is constantly expanding and at present it is being applied in nearly every branch of science. So far several books have been written on the mathematical theory of stochastic processes. The nature of this book is different because it is primarily a collection of problems and their solutions, and is intended for readers who are already familiar with probability theory.

Author : Sidney I. Resnick
Publisher : Springer Science & Business Media
Page : 640 pages
File Size : 49,6 Mb
Release : 2013-12-11
Category : Mathematics
ISBN : 9781461203872

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Adventures in Stochastic Processes by Sidney I. Resnick Pdf

Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. This text offers easy access to this fundamental topic for many students of applied sciences at many levels. It includes examples, exercises, applications, and computational procedures. It is uniquely useful for beginners and non-beginners in the field. No knowledge of measure theory is presumed.

Author : A. Brandt,P. Franken,B. Lisek
Publisher : Walter de Gruyter GmbH & Co KG
Page : 344 pages
File Size : 43,9 Mb
Release : 1990-12-31
Category : Mathematics
ISBN : 9783112727515

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Stationary Stochastic Models by A. Brandt,P. Franken,B. Lisek Pdf

Keine ausführliche Beschreibung für "Stationary Stochastic Models" verfügbar.

Author : Paul G. Hoel,Sidney C. Port,Charles J. Stone
Publisher : Waveland Press
Page : 212 pages
File Size : 46,8 Mb
Release : 1986-12-01
Category : Mathematics
ISBN : 9781478608998

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Introduction to Stochastic Processes by Paul G. Hoel,Sidney C. Port,Charles J. Stone Pdf

An excellent introduction for computer scientists and electrical and electronics engineers who would like to have a good, basic understanding of stochastic processes! This clearly written book responds to the increasing interest in the study of systems that vary in time in a random manner. It presents an introductory account of some of the important topics in the theory of the mathematical models of such systems. The selected topics are conceptually interesting and have fruitful application in various branches of science and technology.

Author : Takeyuki Hida
Publisher : Unknown
Page : 161 pages
File Size : 47,9 Mb
Release : 1970
Category : Probabilities
ISBN : 0691080747

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Stationary Stochastic Processes by Takeyuki Hida Pdf

Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise. Originally published in 1970. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These paperback editions preserve the original texts of these important books while presenting them in durable paperback editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Author : Pierre Brémaud
Publisher : Springer Nature
Page : 713 pages
File Size : 52,9 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 : Gennady Samorodnitsky
Publisher : Springer
Page : 415 pages
File Size : 53,5 Mb
Release : 2016-11-09
Category : Mathematics
ISBN : 9783319455754

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Stochastic Processes and Long Range Dependence by Gennady Samorodnitsky Pdf

This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory. The first few chapters serve as an overview of the general theory of stochastic processes which gives the reader sufficient background, language, and models for the subsequent discussion of long memory. The later chapters devoted to long memory begin with an introduction to the subject along with a brief history of its development, followed by a presentation of what is currently the best known approach, applicable to stationary processes with a finite second moment. The book concludes with a chapter devoted to the author’s own, less standard, point of view of long memory as a phase transition, and even includes some novel results. Most of the material in the book has not previously been published in a single self-contained volume, and can be used for a one- or two-semester graduate topics course. It is complete with helpful exercises and an appendix which describes a number of notions and results belonging to the topics used frequently throughout the book, such as topological groups and an overview of the Karamata theorems on regularly varying functions.

Author : Grigorios A. Pavliotis
Publisher : Springer
Page : 345 pages
File Size : 41,7 Mb
Release : 2014-11-19
Category : Mathematics
ISBN : 9781493913237

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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.