Handbook Of Stochastic Analysis And Applications

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Handbook Of Stochastic Analysis And Applications

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Author : D. Kannan
language : en
Publisher: CRC Press
Release Date : 2001-10-23

Handbook Of Stochastic Analysis And Applications written by D. Kannan and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-10-23 with Mathematics categories.

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

Handbook Of Stochastic Processes Optimization And Control Theory

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Author : Sharples Norris
language : en
Publisher:
Release Date : 2012-09

Handbook Of Stochastic Processes Optimization And Control Theory written by Sharples Norris and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-09 with Mathematical optimization categories.

This book discusses 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 handbook is highly multi-disciplinary. It addresses operations research, control theory and optimization, stochastic analysis, and financial engineering and reviews and substantially updates the recent progress in these fields.

Rabi N Bhattacharya

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Author : Manfred Denker
language : en
Publisher: Birkhäuser
Release Date : 2016-06-30

Rabi N Bhattacharya written by Manfred Denker and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-30 with Mathematics categories.

This volume presents some of the most influential papers published by Rabi N. Bhattacharya, along with commentaries from international experts, demonstrating his knowledge, insight, and influence in the field of probability and its applications. For more than three decades, Bhattacharya has made significant contributions in areas ranging from theoretical statistics via analytical probability theory, Markov processes, and random dynamics to applied topics in statistics, economics, and geophysics. Selected reprints of Bhattacharya’s papers are divided into three sections: Modes of Approximation, Large Times for Markov Processes, and Stochastic Foundations in Applied Sciences. The accompanying articles by the contributing authors not only help to position his work in the context of other achievements, but also provide a unique assessment of the state of their individual fields, both historically and for the next generation of researchers. Rabi N. Bhattacharya: Selected Papers will be a valuable resource for young researchers entering the diverse areas of study to which Bhattacharya has contributed. Established researchers will also appreciate this work as an account of both past and present developments and challenges for the future.

Quality By Experimental Design 3rd Edition

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Author : Thomas B. Barker
language : en
Publisher: CRC Press
Release Date : 2005-06-23

Quality By Experimental Design 3rd Edition written by Thomas B. Barker and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-06-23 with Mathematics categories.

Continuing a best-selling tradition, the third edition of Quality by Experimental Design uses the same easy-to-read and understand format that made the previous two editions so popular with newcomers and experienced readers alike. Completely revised and revamped, the third edition has lost none of the features that made each of the previous editions bestsellers in their own right. Written in Thomas Barker's trademark, conversational style, the third edition includes new topics on inference, more realistic practice problems, examples using Minitab®, and a large dose of Robust Design philosophy and methods. Barker integrates the Robust Design, sometimes known as the Taguchi approach, as a natural part of the design effort and establishes a criterion for measurement variables. He provides step-by-step guides to the Minitab software that give you the ability to apply the concepts in practical applications and includes easy to use experimental design templates. The author presents the mathematical aspects of statistical experimental design in an intuitive rather than a theoretical manner. Emphasizing both the philosophy and the techniques for setting up experiments, the book shows you how to achieve increased efficiency, timely accomplishment of goals, visualization through graphical and numerical representation, and control of the experiment through careful planning. Those new to QED will find some of the most powerful ideas in scientific investigation and engineering understanding in this book. Seasoned QED'ers will appreciate the new insight it offers and timely reviews of subjects in which they may have become a bit rusty.

A Kalman Filter Primer

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Author : Randall L. Eubank
language : en
Publisher: CRC Press
Release Date : 2005-11-29

A Kalman Filter Primer written by Randall L. Eubank and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-11-29 with Mathematics categories.

System state estimation in the presence of noise is critical for control systems, signal processing, and many other applications in a variety of fields. Developed decades ago, the Kalman filter remains an important, powerful tool for estimating the variables in a system in the presence of noise. However, when inundated with theory and vast notations, learning just how the Kalman filter works can be a daunting task. With its mathematically rigorous, “no frills” approach to the basic discrete-time Kalman filter, A Kalman Filter Primer builds a thorough understanding of the inner workings and basic concepts of Kalman filter recursions from first principles. Instead of the typical Bayesian perspective, the author develops the topic via least-squares and classical matrix methods using the Cholesky decomposition to distill the essence of the Kalman filter and reveal the motivations behind the choice of the initializing state vector. He supplies pseudo-code algorithms for the various recursions, enabling code development to implement the filter in practice. The book thoroughly studies the development of modern smoothing algorithms and methods for determining initial states, along with a comprehensive development of the “diffuse” Kalman filter. Using a tiered presentation that builds on simple discussions to more complex and thorough treatments, A Kalman Filter Primer is the perfect introduction to quickly and effectively using the Kalman filter in practice.

Handbook Of Monte Carlo Methods

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Author : Dirk P. Kroese
language : en
Publisher: John Wiley & Sons
Release Date : 2013-06-06

Handbook Of Monte Carlo Methods written by Dirk P. Kroese and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-06 with Mathematics categories.

A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB®, a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.

Introductory Statistical Inference

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Author : Nitis Mukhopadhyay
language : en
Publisher: CRC Press
Release Date : 2006-02-07

Introductory Statistical Inference written by Nitis Mukhopadhyay and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-02-07 with Mathematics categories.

Introductory Statistical Inference develops the concepts and intricacies of statistical inference. With a review of probability concepts, this book discusses topics such as sufficiency, ancillarity, point estimation, minimum variance estimation, confidence intervals, multiple comparisons, and large-sample inference. It introduces techniques of two-stage sampling, fitting a straight line to data, tests of hypotheses, nonparametric methods, and the bootstrap method. It also features worked examples of statistical principles as well as exercises with hints. This text is suited for courses in probability and statistical inference at the upper-level undergraduate and graduate levels.

A Course On Queueing Models

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Author : Joti Lal Jain
language : en
Publisher: CRC Press
Release Date : 2016-04-19

A Course On Queueing Models written by Joti Lal Jain and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-19 with Business & Economics categories.

The application of engineering principles in divergent fields such as management science and communications as well as the advancement of several approaches in theory and computation have led to growing interest in queueing models, creating the need for a comprehensive text. Emphasizing Markovian structures and the techniques that occur in differen

Statistical Inference Based On Divergence Measures

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Author : Leandro Pardo
language : en
Publisher: CRC Press
Release Date : 2018-11-12

Statistical Inference Based On Divergence Measures written by Leandro Pardo and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-12 with Mathematics categories.

The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the fact that divergence statistics have become a very good alternative to the classical likelihood ratio test and the Pearson-type statistic in discrete models, many statisticians remain unaware of this p

Nonparametric Statistical Inference

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Author : Jean Dickinson Gibbons
language : en
Publisher: CRC Press
Release Date : 2014-03-10

Nonparametric Statistical Inference written by Jean Dickinson Gibbons and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-10 with Mathematics categories.

Thoroughly revised and reorganized, the fourth edition presents in-depth coverage of the theory and methods of the most widely used nonparametric procedures in statistical analysis and offers example applications appropriate for all areas of the social, behavioral, and life sciences. The book presents new material on the quantiles, the calculation of exact and simulated power, multiple comparisons, additional goodness-of-fit tests, methods of analysis of count data, and modern computer applications using MINITAB, SAS, and STATXACT. It includes tabular guides for simplified applications of tests and finding P values and confidence interval estimates.