Stochastic Processes Statistical Methods And Engineering Mathematics

Author : Anatoliy Malyarenko,Ying Ni,Milica Rančić,Sergei Silvestrov
Publisher : Springer Nature
Page : 907 pages
File Size : 55,6 Mb
Release : 2023-01-26
Category : Mathematics
ISBN : 9783031178207

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Stochastic Processes, Statistical Methods, and Engineering Mathematics by Anatoliy Malyarenko,Ying Ni,Milica Rančić,Sergei Silvestrov Pdf

The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topics 1. Stochastic processes and modern statistical methods,2. Engineering mathematics,3. Algebraic structures and their applications. The conference brought together a select group of scientists, researchers, and practitioners from the industry who are actively contributing to the theory and applications of stochastic, and algebraic structures, methods, and models. The conference provided early stage researchers with the opportunity to learn from leaders in the field, to present their research, as well as to establish valuable research contacts in order to initiate collaborations in Sweden and abroad. New methods for pricing sophisticated financial derivatives, limit theorems for stochastic processes, advanced methods for statistical analysis of financial data, and modern computational methods in various areas of applied science can be found in this book. The principal reason for the growing interest in these questions comes from the fact that we are living in an extremely rapidly changing and challenging environment. This requires the quick introduction of new methods, coming from different areas of applied science. Advanced concepts in the book are illustrated in simple form with the help of tables and figures. Most of the papers are self-contained, and thus ideally suitable for self-study. Solutions to sophisticated problems located at the intersection of various theoretical and applied areas of the natural sciences are presented in these proceedings.

Author : Anatoliy Malyarenko,Ying Ni,Milica Rančić,Sergei Silvestrov
Publisher : Unknown
Page : 0 pages
File Size : 50,5 Mb
Release : 2022
Category : Engineering mathematics
ISBN : 3031178211

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Stochastic Processes, Statistical Methods, and Engineering Mathematics by Anatoliy Malyarenko,Ying Ni,Milica Rančić,Sergei Silvestrov Pdf

Author : Sergei Silvestrov,Anatoliy Malyarenko,Milica Rančić
Publisher : Springer Nature
Page : 976 pages
File Size : 53,7 Mb
Release : 2020-06-18
Category : Mathematics
ISBN : 9783030418502

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Algebraic Structures and Applications by Sergei Silvestrov,Anatoliy Malyarenko,Milica Rančić Pdf

This book explores the latest advances in algebraic structures and applications, and focuses on mathematical concepts, methods, structures, problems, algorithms and computational methods important in the natural sciences, engineering and modern technologies. In particular, it features mathematical methods and models of non-commutative and non-associative algebras, hom-algebra structures, generalizations of differential calculus, quantum deformations of algebras, Lie algebras and their generalizations, semi-groups and groups, constructive algebra, matrix analysis and its interplay with topology, knot theory, dynamical systems, functional analysis, stochastic processes, perturbation analysis of Markov chains, and applications in network analysis, financial mathematics and engineering mathematics. The book addresses both theory and applications, which are illustrated with a wealth of ideas, proofs and examples to help readers understand the material and develop new mathematical methods and concepts of their own. The high-quality chapters share a wealth of new methods and results, review cutting-edge research and discuss open problems and directions for future research. Taken together, they offer a source of inspiration for a broad range of researchers and research students whose work involves algebraic structures and their applications, probability theory and mathematical statistics, applied mathematics, engineering mathematics and related areas.

Author : Denis Bosq,Hung T. Nguyen
Publisher : Springer Science & Business Media
Page : 355 pages
File Size : 46,8 Mb
Release : 2013-03-09
Category : Mathematics
ISBN : 9789401587693

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A Course in Stochastic Processes by Denis Bosq,Hung T. Nguyen Pdf

This text is an Elementary Introduction to Stochastic Processes in discrete and continuous time with an initiation of the statistical inference. The material is standard and classical for a first course in Stochastic Processes at the senior/graduate level (lessons 1-12). To provide students with a view of statistics of stochastic processes, three lessons (13-15) were added. These lessons can be either optional or serve as an introduction to statistical inference with dependent observations. Several points of this text need to be elaborated, (1) The pedagogy is somewhat obvious. Since this text is designed for a one semester course, each lesson can be covered in one week or so. Having in mind a mixed audience of students from different departments (Math ematics, Statistics, Economics, Engineering, etc.) we have presented the material in each lesson in the most simple way, with emphasis on moti vation of concepts, aspects of applications and computational procedures. Basically, we try to explain to beginners questions such as "What is the topic in this lesson?" "Why this topic?", "How to study this topic math ematically?". The exercises at the end of each lesson will deepen the stu dents' understanding of the material, and test their ability to carry out basic computations. Exercises with an asterisk are optional (difficult) and might not be suitable for homework, but should provide food for thought.

Author : H. C. Taneja
Publisher : I. K. International Pvt Ltd
Page : 365 pages
File Size : 46,5 Mb
Release : 2013-12-30
Category : Mathematics
ISBN : 9789380026664

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Statistical Methods for Engineering and Sciences by H. C. Taneja Pdf

The present book is meant for the first-year students of various universities. Engineering educationists feel that first-year students of all disciplines must have an elementary and general idea about various branches of electronics. Spread in sixteen chapters, the book broadly discusses.

Author : Sergei Silvestrov,Anatoliy Malyarenko,Milica Rančić
Publisher : Springer
Page : 475 pages
File Size : 46,7 Mb
Release : 2018-12-05
Category : Mathematics
ISBN : 9783030028251

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Stochastic Processes and Applications by Sergei Silvestrov,Anatoliy Malyarenko,Milica Rančić Pdf

This book highlights the latest advances in stochastic processes, probability theory, mathematical statistics, engineering mathematics and algebraic structures, focusing on mathematical models, structures, concepts, problems and computational methods and algorithms important in modern technology, engineering and natural sciences applications. It comprises selected, high-quality, refereed contributions from various large research communities in modern stochastic processes, algebraic structures and their interplay and applications. The chapters cover both theory and applications, illustrated by numerous figures, schemes, algorithms, tables and research results to help readers understand the material and develop new mathematical methods, concepts and computing applications in the future. Presenting new methods and results, reviews of cutting-edge research, and open problems and directions for future research, the book serves as a source of inspiration for a broad spectrum of researchers and research students in probability theory and mathematical statistics, applied algebraic structures, applied mathematics and other areas of mathematics and applications of mathematics. The book is based on selected contributions presented at the International Conference on “Stochastic Processes and Algebraic Structures – From Theory Towards Applications” (SPAS2017) to mark Professor Dmitrii Silvestrov’s 70th birthday and his 50 years of fruitful service to mathematics, education and international cooperation, which was held at Mälardalen University in Västerås and Stockholm University, Sweden, in October 2017.

Author : Aliakbar Montazer Haghighi,Indika Wickramasinghe
Publisher : CRC Press
Page : 440 pages
File Size : 41,7 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 : Peter Olofsson,Mikael Andersson
Publisher : John Wiley & Sons
Page : 573 pages
File Size : 51,5 Mb
Release : 2012-05-22
Category : Mathematics
ISBN : 9780470889749

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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 : Georg Lindgren,Holger Rootzen,Maria Sandsten
Publisher : CRC Press
Page : 316 pages
File Size : 50,7 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 : Vincenzo Capasso,David Bakstein
Publisher : Springer Science & Business Media
Page : 348 pages
File Size : 47,8 Mb
Release : 2008-01-03
Category : Mathematics
ISBN : 9780817644284

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An Introduction to Continuous-Time Stochastic Processes by Vincenzo Capasso,David Bakstein Pdf

This concisely written book is a rigorous and self-contained introduction to the theory of continuous-time stochastic processes. Balancing theory and applications, the authors use stochastic methods and concrete examples to model real-world problems from engineering, biomathematics, biotechnology, and finance. Suitable as a textbook for graduate or advanced undergraduate courses, the work may also be used for self-study or as a reference. The book will be of interest to students, pure and applied mathematicians, and researchers or practitioners in mathematical finance, biomathematics, physics, and engineering.

Author : Bo Lindqvist,Kjell A. Doksum
Publisher : World Scientific
Page : 569 pages
File Size : 47,8 Mb
Release : 2003
Category : Mathematics
ISBN : 9789812383211

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Mathematical and Statistical Methods in Reliability by Bo Lindqvist,Kjell A. Doksum Pdf

This book contains extended versions of carefully selected and reviewed papers presented at the Third International Conference on Mathematical Methods in Reliability, held in Norway in 2002. It provides an overview of current research activities in reliability theory. The authors are all leading experts in the field. Readership: Graduate students, academics and professionals in probability & statistics, reliability analysis, survival analysis, industrial engineering, software engineering, operations research and applied mathematics research.

Author : Hisashi Kobayashi,Brian L. Mark,William Turin
Publisher : Cambridge University Press
Page : 813 pages
File Size : 51,8 Mb
Release : 2011-12-15
Category : Technology & Engineering
ISBN : 9781139502610

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Probability, Random Processes, and Statistical Analysis by Hisashi Kobayashi,Brian L. Mark,William Turin Pdf

Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and Itô process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and Baum–Welch algorithms, algorithms for machine learning, Wiener and Kalman filters, and queueing and loss networks are treated in detail. The book will be useful to students and researchers in such areas as communications, signal processing, networks, machine learning, bioinformatics, econometrics and mathematical finance. With a solutions manual, lecture slides, supplementary materials and MATLAB programs all available online, it is ideal for classroom teaching as well as a valuable reference for professionals.

Author : Frank Beichelt
Publisher : CRC Press
Page : 562 pages
File Size : 42,6 Mb
Release : 2018-09-03
Category : Business & Economics
ISBN : 9781315362571

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Applied Probability and Stochastic Processes by Frank Beichelt Pdf

Applied Probability and Stochastic Processes, Second Edition presents a self-contained introduction to elementary probability theory and stochastic processes with a special emphasis on their applications in science, engineering, finance, computer science, and operations research. It covers the theoretical foundations for modeling time-dependent random phenomena in these areas and illustrates applications through the analysis of numerous practical examples. The author draws on his 50 years of experience in the field to give your students a better understanding of probability theory and stochastic processes and enable them to use stochastic modeling in their work. New to the Second Edition Completely rewritten part on probability theory—now more than double in size New sections on time series analysis, random walks, branching processes, and spectral analysis of stationary stochastic processes Comprehensive numerical discussions of examples, which replace the more theoretically challenging sections Additional examples, exercises, and figures Presenting the material in a student-friendly, application-oriented manner, this non-measure theoretic text only assumes a mathematical maturity that applied science students acquire during their undergraduate studies in mathematics. Many exercises allow students to assess their understanding of the topics. In addition, the book occasionally describes connections between probabilistic concepts and corresponding statistical approaches to facilitate comprehension. Some important proofs and challenging examples and exercises are also included for more theoretically interested readers.

Author : Athanasios Papoulis
Publisher : McGraw-Hill Science, Engineering & Mathematics
Page : 696 pages
File Size : 55,6 Mb
Release : 1991
Category : Probabilities
ISBN : UCSD:31822005674973

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Probability, Random Variables, and Stochastic Processes by Athanasios Papoulis Pdf

The Third Edition emphasizes a concentrated revision of Parts II & III (leaving Part I virtually intact). The later sections show greater elaboration of the basic concepts of stochastic processes, typical sequences of random variables, and a greater emphasis on realistic methods of spectral estimation and analysis. There are problems, exercises, and applications throughout. Aimed at senior/graduate students in electrical engineering, math, and physics departments.

Author : K. Najim,Enso Ikonen,Ait-Kadi Daoud
Publisher : Butterworth-Heinemann
Page : 332 pages
File Size : 43,9 Mb
Release : 2004
Category : Mathematics
ISBN : 1903996554

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Stochastic Processes by K. Najim,Enso Ikonen,Ait-Kadi Daoud Pdf

A 'stochastic' process is a 'random' or 'conjectural' process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance. This book deals with the tools and techniques used in the stochastic process - estimation, optimisation and recursive logarithms - in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications. * An engineering approach to applied probabilities and statistics * Presents examples related to practical engineering applications, such as reliability, randomness and use of resources * Readers with varying interests and mathematical backgrounds will find this book accessible