Fourier Analysis Of Stochastic Processes
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Fourier Analysis Of Stochastic Processes
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Author : Pierre Bremaud
language : en
Publisher:
Release Date : 2003-10
Fourier Analysis Of Stochastic Processes written by Pierre Bremaud and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-10 with categories.
Fourier Analysis And Stochastic Processes
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Author : Pierre Brémaud
language : en
Publisher: Springer
Release Date : 2014-09-16
Fourier Analysis And Stochastic Processes written by Pierre Brémaud and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-16 with Mathematics categories.
This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). Each chapter has an exercise section, which makes Fourier Analysis and Stochastic Processes suitable for a graduate course in applied mathematics, as well as for self-study.
Fourier Analysis Of Stochastic Processes
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Author :
language : en
Publisher:
Release Date : 1983
Fourier Analysis Of Stochastic Processes written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with categories.
Fourier Analysis Of Stochastic Processes
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Author : Tatsuo Kawata
language : en
Publisher:
Release Date : 1983
Fourier Analysis Of Stochastic Processes written by Tatsuo Kawata and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Fourier series categories.
A Handbook Of Time Series Analysis Signal Processing And Dynamics
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Author : D. S. G. Pollock
language : en
Publisher: Academic Press
Release Date : 1999
A Handbook Of Time Series Analysis Signal Processing And Dynamics written by D. S. G. Pollock and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Computers categories.
CD-ROM contains: Pascal and C code and programs -- bibliography of the book -- text of book -- tutorials.
Neuropeptides And Immunoregulation
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Author : Berta Scharrer
language : en
Publisher:
Release Date : 1994
Neuropeptides And Immunoregulation written by Berta Scharrer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Science categories.
Handbook Of Fourier Analysis Its Applications
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Author : Robert J. Marks
language : en
Publisher: Oxford University Press
Release Date : 2009-01-08
Handbook Of Fourier Analysis Its Applications written by Robert J. Marks and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-01-08 with Mathematics categories.
This practical, applications-based professional handbook comprehensively covers the theory and applications of Fourier Analysis, spanning topics from engineering mathematics, signal processing and related multidimensional transform theory, and quantum physics to elementary deterministic finance and even the foundations of western music theory.
Fourier Analysis Of Economic Phenomena
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Author : Toru Maruyama
language : en
Publisher: Springer
Release Date : 2019-07-03
Fourier Analysis Of Economic Phenomena written by Toru Maruyama and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-03 with Mathematics categories.
This is the first monograph that discusses in detail the interactions between Fourier analysis and dynamic economic theories, in particular, business cycles.Many economic theories have analyzed cyclical behaviors of economic variables. In this book, the focus is on a couple of trials: (1) the Kaldor theory and (2) the Slutsky effect. The Kaldor theory tries to explain business fluctuations in terms of nonlinear, 2nd-order ordinary differential equations (ODEs). In order to explain periodic behaviors of a solution, the Hopf-bifurcation theorem frequently plays a key role. Slutsky's idea is to look at the periodic movement as an overlapping effect of random shocks. The Slutsky process is a weakly stationary process, the periodic (or almost periodic) behavior of which can be analyzed by the Bochner theorem. The goal of this book is to give a comprehensive and rigorous justification of these ideas. Therefore, the aim is first to give a complete theory that supports the Hopftheorem and to prove the existence of periodic solutions of ODEs; and second to explain the mathematical structure of the Bochner theorem and its relation to periodic (or almost periodic) behaviors of weakly stationary processes.Although these two targets are the principal ones, a large number of results from Fourier analysis must be prepared in order to reach these goals. The basic concepts and results from classical as well as generalized Fourier analysis are provided in a systematic way.Prospective readers are assumed to have sufficient knowledge of real, complex analysis. However, necessary economic concepts are explained in the text, making this book accessible even to readers without a background in economics.
Upper And Lower Bounds For Stochastic Processes
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Author : Michel Talagrand
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-02-12
Upper And Lower Bounds For Stochastic Processes written by Michel Talagrand 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 2014-02-12 with Mathematics categories.
The book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds for Gaussian and Bernoulli processes. Applications are given to stable processes, infinitely divisible processes, matching theorems, the convergence of random Fourier series, of orthogonal series, and to functional analysis. The complete solution of a number of classical problems is given in complete detail, and an ambitious program for future research is laid out.
Stochastic Processes And Applications
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Author : Grigorios A. Pavliotis
language : en
Publisher: Springer
Release Date : 2014-11-19
Stochastic Processes And Applications written by Grigorios A. Pavliotis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-19 with Mathematics categories.
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.