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Author : Eugene Wong,Bruce Hajek
Publisher : Unknown
Page : 361 pages
File Size : 41,6 Mb
Release : 1985
Category : Electric engineering
ISBN : 3540960619
Author : E. Wong,B. Hajek
Publisher : Springer Science & Business Media
Page : 372 pages
File Size : 47,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461250609
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 : Frank Beichelt
Publisher : CRC Press
Page : 438 pages
File Size : 54,8 Mb
Release : 2006-02-22
Category : Mathematics
ISBN : 142001045X
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 : Robert G. Gallager
Publisher : Springer Science & Business Media
Page : 280 pages
File Size : 51,5 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9781461523291
Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time scale), or are characterized by discrete occurrences at arbitrary times. Discrete Stochastic Processes helps the reader develop the understanding and intuition necessary to apply stochastic process theory in engineering, science and operations research. The book approaches the subject via many simple examples which build insight into the structure of stochastic processes and the general effect of these phenomena in real systems. The book presents mathematical ideas without recourse to measure theory, using only minimal mathematical analysis. In the proofs and explanations, clarity is favored over formal rigor, and simplicity over generality. Numerous examples are given to show how results fail to hold when all the conditions are not satisfied. Audience: An excellent textbook for a graduate level course in engineering and operations research. Also an invaluable reference for all those requiring a deeper understanding of the subject.
Author : Houmin Yan,G. George Yin,Qing Zhang
Publisher : Springer Science & Business Media
Page : 397 pages
File Size : 50,6 Mb
Release : 2006-09-10
Category : Technology & Engineering
ISBN : 9780387338156
This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.
Author : Georg Lindgren,Holger Rootzen,Maria Sandsten
Publisher : CRC Press
Page : 316 pages
File Size : 44,5 Mb
Release : 2013-10-11
Category : Mathematics
ISBN : 9781466586192
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 : Toshio Nakagawa
Publisher : Springer Science & Business Media
Page : 254 pages
File Size : 55,5 Mb
Release : 2011-05-27
Category : Technology & Engineering
ISBN : 9780857292742
Reliability theory is of fundamental importance for engineers and managers involved in the manufacture of high-quality products and the design of reliable systems. In order to make sense of the theory, however, and to apply it to real systems, an understanding of the basic stochastic processes is indispensable. As well as providing readers with useful reliability studies and applications, Stochastic Processes also gives a basic treatment of such stochastic processes as: the Poisson process, the renewal process, the Markov chain, the Markov process, and the Markov renewal process. Many examples are cited from reliability models to show the reader how to apply stochastic processes. Furthermore, Stochastic Processes gives a simple introduction to other stochastic processes such as the cumulative process, the Wiener process, the Brownian motion and reliability applications. Stochastic Processes is suitable for use as a reliability textbook by advanced undergraduate and graduate students. It is also of interest to researchers, engineers and managers who study or practise reliability and maintenance.
Author : Spyros G. Tzafestas
Publisher : CRC Press
Page : 412 pages
File Size : 44,9 Mb
Release : 2020-08-18
Category : Technology & Engineering
ISBN : 9781000147988
This book focuses on the class of large-scale stochastic systems, which has dominated the attention of many academic and research groups. It discusses distributed-sensor networks, decentralized detection theory, and econometric models with integrated and decentralized policymakers.
Author : I. I. Gihman,A. V. Skorohod
Publisher : Springer Science & Business Media
Page : 242 pages
File Size : 51,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461262022
The theory of controlled processes is one of the most recent mathematical theories to show very important applications in modern engineering, parti cularly for constructing automatic control systems, as well as for problems of economic control. However, actual systems subject to control do not admit a strictly deterministic analysis in view of random factors of various kinds which influence their behavior. Such factors include, for example, random noise occurring in the electrical system, variations in the supply and demand of commodities, fluctuations in the labor force in economics, and random failures of components on an automated line. The theory of con trolled processes takes the random nature of the behavior of a system into account. In such cases it is natural, when choosing a control strategy, to proceed from the average expected result, taking note of all the possible variants of the behavior of a controlled system. An extensive literature is devoted to various economic and engineering systems of control (some of these works are listed in the Bibliography). is no text which adequately covers the general However, as of now there mathematical theory of controlled processes. The authors ofthis monograph have attempted to fill this gap. In this volume the general theory of discrete-parameter (time) controlled processes (Chapter 1) and those with continuous-time (Chapter 2), as well as the theory of controlled stochastic differential equations (Chapter 3), are presented.
Author : I. St Doltsinis
Publisher : WIT Press
Page : 379 pages
File Size : 43,6 Mb
Release : 2012
Category : Mathematics
ISBN : 9781845646264
The increasing industrial demand for reliable quantification and management of uncertainty in product performance forces engineers to employ probabilistic models in analysis and design, a fact that has occasioned considerable research and development activities in the field. Notes on Stochastics eventually address the topic of computational stochastic mechanics. The single volume uniquely presents tutorials on essential probabilistics and statistics, recent finite element methods for stochastic analysis by Taylor series expansion as well as Monte Carlo simulation techniques. Design improvement and robust optimisation represent key issues as does reliability assessment. The subject is developed for solids and structures of elastic and elasto-plastic material, large displacements and material deformation processes; principles are transferable to various disciplines. A chapter is devoted to the statistical comparison of systems exhibiting random scatter. Where appropriate examples illustrate the theory, problems to solve appear instructive; applications are presented with relevance to engineering practice. The book, emanating from a university course, includes research and development in the field of computational stochastic analysis and optimization. It is intended for advanced students in engineering and for professionals who wish to extend their knowledge and skills in computational mechanics to the domain of stochastics. Contents: Introduction, Randomness, Structural analysis by Taylor series expansion, Design optimization, Robustness, Monte Carlo techniques for system response and design improvement, Reliability, Time variant phenomena, Material deformation processes, Analysis and comparison of data sets, Probability distribution of test functions.
Author : Carl W. Helstrom
Publisher : MacMillan Publishing Company
Page : 634 pages
File Size : 46,9 Mb
Release : 1991
Category : Engineering mathematics
ISBN : UCSD:31822033517129
Author : Kadry, Seifedine
Publisher : IGI Global
Page : 275 pages
File Size : 50,9 Mb
Release : 2018-03-02
Category : Technology & Engineering
ISBN : 9781522550464
Utilizing mathematical algorithms is an important aspect of recreating real-world problems in order to make important decisions. By generating a randomized algorithm that produces statistical patterns, it becomes easier to find solutions to countless situations. Stochastic Methods for Estimation and Problem Solving in Engineering provides emerging research on the role of random probability systems in mathematical models used in various fields of research. While highlighting topics, such as random probability distribution, linear systems, and transport profiling, this book explores the use and behavior of uncertain probability methods in business and science. This book is an important resource for engineers, researchers, students, professionals, and practitioners seeking current research on the challenges and opportunities of non-deterministic probability models.
Author : Kun Il Park
Publisher : Springer
Page : 275 pages
File Size : 42,8 Mb
Release : 2017-11-24
Category : Technology & Engineering
ISBN : 9783319680750
This book provides engineers with focused treatment of the mathematics needed to understand probability, random variables, and stochastic processes, which are essential mathematical disciplines used in communications engineering. The author explains the basic concepts of these topics as plainly as possible so that people with no in-depth knowledge of these mathematical topics can better appreciate their applications in real problems. Applications examples are drawn from various areas of communications. If a reader is interested in understanding probability and stochastic processes that are specifically important for communications networks and systems, this book serves his/her need.
Author : John A. Borrie
Publisher : Unknown
Page : 308 pages
File Size : 41,6 Mb
Release : 1992
Category : Mathematics
ISBN : STANFORD:36105024151974
A self-contained introduction to stochastic systems and an ordered presentation of techniques for computer modelling, filtering and control of these systems. The subject is developed with definition, formulae and explanations but without detailed mathematical proofs.
Author : Guo-qiang Cai,Weiqiu Zhu
Publisher : World Scientific Publishing Company
Page : 552 pages
File Size : 40,5 Mb
Release : 2016-08-11
Category : Technology & Engineering
ISBN : 9789814723343
Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, and many modern applications for it have been found in fields such as physics, chemistry, biology, ecology, economy, finance, and many branches of engineering including Mechanical, Ocean, Civil, Bio, and Earthquake Engineering.Elements of Stochastic Dynamics aims to meet the growing need to understand and master the subject by introducing fundamentals to researchers who want to explore stochastic dynamics in their fields and serving as a textbook for graduate students in various areas involving stochastic uncertainties. All topics within are presented from an application approach, and may thus be more appealing to users without a background in pure Mathematics. The book describes the basic concepts and theories of random variables and stochastic processes in detail; provides various solution procedures for systems subjected to stochastic excitations; introduces stochastic stability and bifurcation; and explores failures of stochastic systems. The book also incorporates some latest research results in modeling stochastic processes; in reducing the system degrees of freedom; and in solving nonlinear problems. The book also provides numerical simulation procedures of widely-used random variables and stochastic processes.A large number of exercise problems are included in the book to aid the understanding of the concepts and theories, and may be used for as course homework.