Books in Probability theory and stochastic processes

Applying Contemporary Statistical Techniques

1st Edition
December 23, 2002
Rand R. Wilcox
English
eBook
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Applying Contemporary Statistical Techniques explains why traditional statistical methods are often inadequate or outdated when applied to modern problems. Wilcox demonstrates how new and more powerful techniques address these problems far more effectively, making these modern robust methods understandable, practical, and easily accessible.

Stochastic Dynamics. Modeling Solute Transport in Porous Media

1st Edition
Volume 44
November 22, 2002
Don Kulasiri + 1 more
English
eBook
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Most of the natural and biological phenomena such as solute transport in porous media exhibit variability which can not be modeled by using deterministic approaches. There is evidence in natural phenomena to suggest that some of the observations can not be explained by using the models which give deterministic solutions. Stochastic processes have a rich repository of objects which can be used to express the randomness inherent in the system and the evolution of the system over time. The attractiveness of the stochastic differential equations (SDE) and stochastic partial differential equations (SPDE) come from the fact that we can integrate the variability of the system along with the scientific knowledge pertaining to the system. One of the aims of this book is to explaim some useufl concepts in stochastic dynamics so that the scientists and engineers with a background in undergraduate differential calculus could appreciate the applicability and appropriateness of these developments in mathematics. The ideas are explained in an intuitive manner wherever possible with out compromising rigor.The solute transport problem in porous media saturated with water had been used as a natural setting to discuss the approaches based on stochastic dynamics. The work is also motivated by the need to have more sophisticated mathematical and computational frameworks to model the variability one encounters in natural and industrial systems. This book presents the ideas, models and computational solutions pertaining to a single problem: stochastic flow of contaminant transport in the saturated porous media such as that we find in underground aquifers. In attempting to solve this problem using stochastic concepts, different ideas and new concepts have been explored, and mathematical and computational frameworks have been developed in the process. Some of these concepts, arguments and mathematical and computational constructs are discussed in an intuititve manner in this book.

Handbook of Measure Theory

1st Edition
October 31, 2002
E. Pap
English
eBook
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The main goal of this Handbook isto survey measure theory with its many different branches and itsrelations with other areas of mathematics. Mostly aggregating many classical branches of measure theory the aim of the Handbook is also to cover new fields, approaches and applications whichsupport the idea of "measure" in a wider sense, e.g. the ninth part of the Handbook. Although chapters are written of surveys in the variousareas they contain many special topics and challengingproblems valuable for experts and rich sources of inspiration.Mathemat... from other areas as well as physicists, computerscientists, engineers and econometrists will find useful results andpowerful methods for their research. The reader may find in theHandbook many close relations to other mathematical areas: realanalysis, probability theory, statistics, ergodic theory,functional analysis, potential theory, topology, set theory,geometry, differential equations, optimization, variationalanalysis, decision making and others. The Handbook is a richsource of relevant references to articles, books and lecturenotes and it contains for the reader's convenience an extensivesubject and author index.

Stochastic Models in Queueing Theory

2nd Edition
October 29, 2002
Jyotiprasad Medhi
English
eBook
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This is a graduate level textbook that covers the fundamental topics in queuing theory. The book has a broad coverage of methods to calculate important probabilities, and gives attention to proving the general theorems. It includes many recent topics, such as server-vacation models, diffusion approximations and optimal operating policies, and more about bulk-arrival and bull-service models than other general texts.

Stochastic Methods for Flow in Porous Media

1st Edition
October 3, 2001
Dongxiao Zhang
English
Hardback
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eBook
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Stochastic Methods for Flow in Porous Media: Coping with Uncertainties explores fluid flow in complex geologic environments. The parameterization of uncertainty into flow models is important for managing water resources, preserving subsurface water quality, storing energy and wastes, and improving the safety and economics of extracting subsurface mineral and energy resources. This volume systematically introduces a number of stochastic methods used by researchers in the community in a tutorial way and presents methodologies for spatially and temporally stationary as well as nonstationary flows. The author compiles a number of well-known results and useful formulae and includes exercises at the end of each chapter.

Swarm Intelligence

1st Edition
March 26, 2001
Russell C. Eberhart + 2 more
English
Hardback
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eBook
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Traditional methods for creating intelligent computational systems haveprivileged private "internal" cognitive and computational processes. Incontrast, Swarm Intelligence argues that humanintelligence derives from the interactions of individuals in a social worldand further, that this model of intelligence can be effectively applied toartificially intelligent systems. The authors first present the foundations ofthis new approach through an extensive review of the critical literature insocial psychology, cognitive science, and evolutionary computation. Theythen show in detail how these theories and models apply to a newcomputational intelligence methodology—particle swarms—which focuseson adaptation as the key behavior of intelligent systems. Drilling downstill further, the authors describe the practical benefits of applying particleswarm optimization to a range of engineering problems. Developed bythe authors, this algorithm is an extension of cellular automata andprovides a powerful optimization, learning, and problem solving method. This important book presents valuable new insights by exploring theboundaries shared by cognitive science, social psychology, artificial life,artificial intelligence, and evolutionary computation and by applying theseinsights to the solving of difficult engineering problems. Researchers andgraduate students in any of these disciplines will find the materialintriguing, provocative, and revealing as will the curious and savvycomputing professional.

Stochastic Processes: Theory and Methods

1st Edition
Volume 19
March 8, 2001
D N Shanbhag
English
Hardback
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J. Neyman, one of the pioneers in laying the foundations of modern statistical theory, stressed the importance of stochastic processes in a paper written in 1960 in the following terms: Currently in the period of dynamic indeterminism in science, there is hardly a serious piece of research, if treated realistically, does not involve operations on stochastic processes. Arising from the need to solve practical problems, several major advances have taken place in the theory of stochastic processes and their applications. Books by Doob (1953; J. Wiley and Sons), Feller (1957, 1966; J. Wiley and Sons) and Loeve (1960; D. van Nostrand and Col., Inc.) among others, have created growing awareness and interest in the use of stochastic processes in scientific and technological studies.The literature on stochastic processes is very extensive and is distributed in several books and journals.

A Course in Probability Theory

3rd Edition
October 9, 2000
Kai Lai Chung
English
Paperback
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eBook
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Since the publication of the first edition of this classic textbook over thirty years ago, tens of thousands of students have used A Course in Probability Theory. New in this edition is an introduction to measure theory that expands the market, as this treatment is more consistent with current courses. While there are several books on probability, Chung's book is considered a classic, original work in probability theory due to its elite level of sophistication.