An Introduction To The Theory Of Stationary Random Functions
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An Introduction To The Theory Of Stationary Random Functions
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Author : A. M. Yaglom
language : en
Publisher: Courier Corporation
Release Date : 2004-01-01
An Introduction To The Theory Of Stationary Random Functions written by A. M. Yaglom and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-01-01 with Mathematics categories.
This two-part treatment covers the general theory of stationary random functions and the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes. Beginning with the simplest concepts, it covers the correlation function, the ergodic theorem, homogenous random fields, and general rational spectral densities, among other topics. Numerous examples appear throughout the text, with emphasis on the physical meaning of mathematical concepts. Although rigorous in its treatment, this is essentially an introduction, and the sole prerequisites are a rudimentary knowledge of probability and complex variable theory. 1962 edition.
An Introduction To The Theory Of Stationary Random Functions
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Author : A. M. Yaglom
language : en
Publisher: Dover Publications
Release Date : 1984-07-01
An Introduction To The Theory Of Stationary Random Functions written by A. M. Yaglom and has been published by Dover Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984-07-01 with categories.
An Introduction To The Theory Of Stationary Random Functions
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Author : A. M. I︠A︡glom
language : en
Publisher:
Release Date : 1962
An Introduction To The Theory Of Stationary Random Functions written by A. M. I︠A︡glom and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1962 with Adaptation (Physiology) categories.
An Introduction To The Theory Of Stationary Random Functions
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Author : Isaak Moiseevich I︠A︡glom
language : en
Publisher:
Release Date : 1962
An Introduction To The Theory Of Stationary Random Functions written by Isaak Moiseevich I︠A︡glom and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1962 with Time-series analysis categories.
An Introduction To Stochastic Processes And Their Applications
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Author : Petar Todorovic
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
An Introduction To Stochastic Processes And Their Applications written by Petar Todorovic and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro vided in Chapter 1. This chapter also contains a number of motivating ex amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented.
Stationary Stochastic Processes
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Author : Georg Lindgren
language : en
Publisher: CRC Press
Release Date : 2012-10-01
Stationary Stochastic Processes written by Georg Lindgren and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-10-01 with Mathematics categories.
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.
Selected Works Of Emil Wolf With Commentary
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Author : Emil Wolf
language : en
Publisher: World Scientific
Release Date : 2001-06-04
Selected Works Of Emil Wolf With Commentary written by Emil Wolf and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-06-04 with Technology & Engineering categories.
This invaluable book presents most of the important papers of Emil Wolf, published over half-a-century. It covers chiefly diffraction theory (especially the analysis of the focal region), the theory of direct and inverse scattering, phase-space methods in quantum mechanics, the foundation of radiometry, phase conjugation and coherence theory. Several papers which have become classics of the optical literature are included, such as those on Wolf's rigorous formulation of the theory of partial coherence and partial polarization, the introduction of diffraction tomography, and his discovery of correlation-induced shifts of spectral lines (often called the Wolf effect). There are also papers dealing with the historical development of optics and some review articles.
Stochastic Finite Elements A Spectral Approach
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Author : Roger G. Ghanem
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Finite Elements A Spectral Approach written by Roger G. Ghanem and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.
This monograph considers engineering systems with random parame ters. Its context, format, and timing are correlated with the intention of accelerating the evolution of the challenging field of Stochastic Finite Elements. The random system parameters are modeled as second order stochastic processes defined by their mean and covari ance functions. Relying on the spectral properties of the covariance function, the Karhunen-Loeve expansion is used' to represent these processes in terms of a countable set of un correlated random vari ables. Thus, the problem is cast in a finite dimensional setting. Then, various spectral approximations for the stochastic response of the system are obtained based on different criteria. Implementing the concept of Generalized Inverse as defined by the Neumann Ex pansion, leads to an explicit expression for the response process as a multivariate polynomial functional of a set of un correlated random variables. Alternatively, the solution process is treated as an element in the Hilbert space of random functions, in which a spectral repre sentation in terms of the Polynomial Chaoses is identified. In this context, the solution process is approximated by its projection onto a finite subspace spanned by these polynomials.
Fluctuations In Markov Processes
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Author : Tomasz Komorowski
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-07-05
Fluctuations In Markov Processes written by Tomasz Komorowski and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-05 with Mathematics categories.
The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses. The second concerns application to exclusion processes, in which the duality methods are fully exploited. The third part is about the homogenization of diffusions in random fields, including passive tracers in turbulent flows (including the superdiffusive behavior). There are no other books in the mathematical literature that deal with this kind of approach to the problem of the central limit theorem. Hence, this volume meets the demand for a monograph on this powerful approach, now widely used in many areas of probability and mathematical physics. The book also covers the connections with and application to hydrodynamic limits and homogenization theory, so besides probability researchers it will also be of interest also to mathematical physicists and analysts.
U S Geological Survey Professional Paper
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Author :
language : en
Publisher:
Release Date : 1967
U S Geological Survey Professional Paper written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1967 with Geology categories.