Metric Characterization Of Random Variables And Random Processes
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Metric Characterization Of Random Variables And Random Processes
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Author : Valeriĭ Vladimirovich Buldygin
language : en
Publisher:
Release Date : 2000
Metric Characterization Of Random Variables And Random Processes written by Valeriĭ Vladimirovich Buldygin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Random variables categories.
The topic covered in this book is the study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation of properties of stochastic processes whose values, or increments, belong to given spaces. The following processes appear in detail: pre-Gaussian processes, shot noise processes representable as integrals over processes with independent increments, quadratically Gaussian processes, and, in particular, correlogram-type estimates of the correlation function of a stationary Gaussian process, jointly.
Metric Characterization Of Random Variables And Random Processes
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Author : Valeriĭ Vladimirovich Buldygin
language : en
Publisher: American Mathematical Soc.
Release Date : 2000-01-01
Metric Characterization Of Random Variables And Random Processes written by Valeriĭ Vladimirovich Buldygin and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-01-01 with Mathematics categories.
The topic covered in this book is the study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation of properties of stochastic processes whose values, or increments, belong to given spaces. The following processes appear in detail: pre-Gaussian processes, shot noise processes representable as integrals over processes with independent increments, quadratically Gaussian processes, and, in particular, correlogram-type estimates of the correlation function of a stationary Gaussian process, jointly strictly sub-Gaussian processes, etc. The book consists of eight chapters divided into four parts: The first part deals with classes of random variables and their metric characteristics. The second part presents properties of stochastic processes "imbedded" into a space of random variables discussed in the first part. The third part considers applications of the general theory. The fourth part outlines the necessary auxiliary material. Problems and solutions presented show the intrinsic relation existing between probability methods, analytic methods, and functional methods in the theory of stochastic processes. The concluding sections, "Comments" and "References", gives references to the literature used by the authors in writing the book.
Fundamentals Of Signal Processing In Metric Spaces With Lattice Properties
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Author : Andrey Popoff
language : en
Publisher: CRC Press
Release Date : 2017-11-03
Fundamentals Of Signal Processing In Metric Spaces With Lattice Properties written by Andrey Popoff and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-03 with Mathematics categories.
Exploring the interrelation between information theory and signal processing theory, the book contains a new algebraic approach to signal processing theory. Readers will learn this new approach to constructing the unified mathematical fundamentals of both information theory and signal processing theory in addition to new methods of evaluating quality indices of signal processing. The book discusses the methodology of synthesis and analysis of signal processing algorithms providing qualitative increase of signal processing efficiency under parametric and nonparametric prior uncertainty conditions. Examples are included throughout the book to further emphasize new material.
Simulation Of Stochastic Processes With Given Accuracy And Reliability
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Author : Yuriy V. Kozachenko
language : en
Publisher: Elsevier
Release Date : 2016-11-22
Simulation Of Stochastic Processes With Given Accuracy And Reliability written by Yuriy V. Kozachenko and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-22 with Mathematics categories.
Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes. Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered. - Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes - Contains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topic - Provides methods and tools in measuring accuracy and reliability in functional spaces
Essentials Of Stochastic Processes
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Author : Kiyosi Itō
language : en
Publisher: American Mathematical Soc.
Release Date : 2006
Essentials Of Stochastic Processes written by Kiyosi Itō and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematics categories.
This book is an English translation of Kiyosi Ito's monograph published in Japanese in 1957. It gives a unified and comprehensive account of additive processes (or Levy processes), stationary processes, and Markov processes, which constitute the three most important classes of stochastic processes. Written by one of the leading experts in the field, this volume presents to the reader lucid explanations of the fundamental concepts and basic results in each of these three major areasof the theory of stochastic processes. With the requirements limited to an introductory graduate course on analysis (especially measure theory) and basic probability theory, this book is an excellent text for any graduate course on stochastic processes. Kiyosi Ito is famous throughout the world forhis work on stochastic integrals (including the Ito formula), but he has made substantial contributions to other areas of probability theory as well, such as additive processes, stationary processes, and Markov processes (especially diffusion processes), which are topics covered in this book. For his contributions and achievements, he has received, among others, the Wolf Prize, the Japan Academy Prize, and the Kyoto Prize.
Detection Of Random Signals In Dependent Gaussian Noise
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Author : Antonio F. Gualtierotti
language : en
Publisher: Springer
Release Date : 2015-12-15
Detection Of Random Signals In Dependent Gaussian Noise written by Antonio F. Gualtierotti and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-15 with Mathematics categories.
The book presents the necessary mathematical basis to obtain and rigorously use likelihoods for detection problems with Gaussian noise. To facilitate comprehension the text is divided into three broad areas – reproducing kernel Hilbert spaces, Cramér-Hida representations and stochastic calculus – for which a somewhat different approach was used than in their usual stand-alone context. One main applicable result of the book involves arriving at a general solution to the canonical detection problem for active sonar in a reverberation-limited environment. Nonetheless, the general problems dealt with in the text also provide a useful framework for discussing other current research areas, such as wavelet decompositions, neural networks, and higher order spectral analysis. The structure of the book, with the exposition presenting as many details as necessary, was chosen to serve both those readers who are chiefly interested in the results and those who want to learn the material from scratch. Hence, the text will be useful for graduate students and researchers alike in the fields of engineering, mathematics and statistics.
Applications Of Mathematics And Informatics In Natural Sciences And Engineering
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Author : George Jaiani
language : en
Publisher: Springer Nature
Release Date : 2020-11-28
Applications Of Mathematics And Informatics In Natural Sciences And Engineering written by George Jaiani and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-28 with Mathematics categories.
This book presents peer-reviewed papers from the 4th International Conference on Applications of Mathematics and Informatics in Natural Sciences and Engineering (AMINSE2019), held in Tbilisi, Georgia, in September 2019. Written by leading researchers from Austria, France, Germany, Georgia, Hungary, Romania, South Korea and the UK, the book discusses important aspects of mathematics, and informatics, and their applications in natural sciences and engineering. It particularly focuses on Lie algebras and applications, strategic graph rewriting, interactive modeling frameworks, rule-based frameworks, elastic composites, piezoelectrics, electromagnetic force models, limiting distribution, degenerate Ito-SDEs, induced operators, subgaussian random elements, transmission problems, pseudo-differential equations, and degenerate partial differential equations. Featuring theoretical, practical and numerical contributions, the book will appeal to scientists from various disciplines interested in applications of mathematics and informatics in natural sciences and engineering.
Stochastic Processes Statistical Methods And Engineering Mathematics
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Author : Anatoliy Malyarenko
language : en
Publisher: Springer Nature
Release Date : 2023-01-26
Stochastic Processes Statistical Methods And Engineering Mathematics written by Anatoliy Malyarenko and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-01-26 with Mathematics categories.
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.
Analysis Of Several Complex Variables
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Author : Takeo Ōsawa
language : en
Publisher: American Mathematical Soc.
Release Date : 2002
Analysis Of Several Complex Variables written by Takeo Ōsawa and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Mathematics categories.
This monograph describes real analysis approaches to the study of functions of several complex variables, and describes how these methods produce global existence theorems in the theory of functions. The book brings particular attention to recent results with implications for the understanding of pseudoconvexity and plurisubharmonic functions. Based on Oka's theorems and his schema for the grouping of problems, the discussion integrates the theory of analytic functions of several variables and mathematical analysis. Annotation copyrighted by Book News, Inc., Portland, OR.
Modern Stochastics And Applications
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Author : Volodymyr Korolyuk
language : en
Publisher: Springer Science & Business Media
Release Date : 2014-01-30
Modern Stochastics And Applications written by Volodymyr Korolyuk 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 2014-01-30 with Mathematics categories.
This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics and economics. Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,” held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics and information security.