Statistics Of Random Processes
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Statistics Of Random Processes Ii
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Author : Robert Shevilevich Lipt︠s︡er
language : en
Publisher: Springer Science & Business Media
Release Date : 2001
Statistics Of Random Processes Ii written by Robert Shevilevich Lipt︠s︡er 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 2001 with Mathematics categories.
"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW
Statistics Of Random Processes Ii
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Author : R.S. Liptser
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Statistics Of Random Processes Ii written by R.S. Liptser 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 2013-04-17 with Mathematics categories.
Statistics Of Random Processes Ii
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Author : Robert S. Liptser
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Statistics Of Random Processes Ii written by Robert S. Liptser 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 2013-03-14 with Mathematics categories.
At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions as semimartingale, stochastic integral with respect to semimartingale, the Ito formula for semimartingales, etc. At that time in stochastic calculus (theory of martingales), the main object was the square integrable martingale. In a short time, this theory was applied to such areas as nonlinear filtering, optimal stochastic control, statistics for diffusion type processes. In the first edition of these volumes, the stochastic calculus, based on square integrable martingale theory, was presented in detail with the proof of the Doob-Meyer decomposition for submartingales and the description of a structure for stochastic integrals. In the first volume ('General Theory') these results were used for a presentation of further important facts such as the Girsanov theorem and its generalizations, theorems on the innovation pro cesses, structure of the densities (Radon-Nikodym derivatives) for absolutely continuous measures being distributions of diffusion and ItO-type processes, and existence theorems for weak and strong solutions of stochastic differential equations. All the results and facts mentioned above have played a key role in the derivation of 'general equations' for nonlinear filtering, prediction, and smoothing of random processes.
Introduction To Probability Statistics And Random Processes
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Author : Hossein Pishro-Nik
language : en
Publisher:
Release Date : 2014-08-15
Introduction To Probability Statistics And Random Processes written by Hossein Pishro-Nik and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-15 with Probabilities categories.
The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.
Probability Statistics And Stochastic Processes
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Author : Peter Olofsson
language : en
Publisher: John Wiley & Sons
Release Date : 2012-05-04
Probability Statistics And Stochastic Processes written by Peter Olofsson 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 2012-05-04 with Mathematics categories.
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.
Theory Of Probability And Random Processes
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Author : Leonid Koralov
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-08-10
Theory Of Probability And Random Processes written by Leonid Koralov 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 2007-08-10 with Mathematics categories.
A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.
Probability Statistics And Stochastic Processes For Engineers And Scientists
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Author : Aliakbar Montazer (Prairie View A&M University Haghighi, Houston Texas)
language : en
Publisher: Mathematical Engineering, Manufacturing, and Management Sciences
Release Date : 2022-07
Probability Statistics And Stochastic Processes For Engineers And Scientists written by Aliakbar Montazer (Prairie View A&M University Haghighi, Houston Texas) and has been published by Mathematical Engineering, Manufacturing, and Management Sciences this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-07 with categories.
2020 Taylor & Francis Award Winner for Outstanding New Textbook! 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(R), Minitab, MS Excel, and R as options for illustration, programing and calculation purposes and data analysis Covers reliability and its application in network queues
Probability Statistics And Random Processes For Engineers
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Author : Richard H. Williams
language : en
Publisher: Thomson Brooks/Cole
Release Date : 2003
Probability Statistics And Random Processes For Engineers written by Richard H. Williams and has been published by Thomson Brooks/Cole this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.
Written for advanced electrical and computer engineering students, this textbook explains fundamental probability and its applications and extensions. Among the application topics are noise or sinusoids with random phase, the calculation of means and standard deviations, and the application of probability to the reliability of devices and software. Annotation (c)2003 Book News, Inc., Portland, OR (booknews.com)
Probability Statistics And Random Processes For Engineers
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Author : Henry Stark
language : en
Publisher:
Release Date : 2012
Probability Statistics And Random Processes For Engineers written by Henry Stark and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Engineering categories.
For courses in Probability and Random Processes. Probability, Statistics, and Random Processes for Engineers, 4e is a comprehensive treatment of probability and random processes that, more than any other available source, combines rigor with accessibility. Beginning with the fundamentals of probability theory and requiring only college-level calculus, the book develops all the tools needed to understand more advanced topics such as random sequences, continuous-time random processes, and statistical signal processing. The book progresses at a leisurely pace, never assuming more knowledge than contained in the material already covered. Rigor is established by developing all results from the basic axioms and carefully defining and discussing such advanced notions as stochastic convergence, stochastic integrals and resolution of stochastic processes.
Fundamentals Of Applied Probability And Random Processes
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Author : Oliver Ibe
language : en
Publisher: Elsevier
Release Date : 2005-10-19
Fundamentals Of Applied Probability And Random Processes written by Oliver Ibe and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-19 with Mathematics categories.
This book is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book's clear writing style and homework problems make it ideal for the classroom or for self-study. * Good and solid introduction to probability theory and stochastic processes * Logically organized; writing is presented in a clear manner * Choice of topics is comprehensive within the area of probability * Ample homework problems are organized into chapter sections