Books in Probability theory and stochastic processes

71-80 of 106 results in All results

Stochastic Dynamics and Control

• 1st Edition
• Volume 4
• August 10, 2006
• Jian-Qiao Sun
• English
• Hardback 978-0-444-52230-6

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• eBook 978-0-08-046398-8

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This book is a result of many years of author’s research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in the book. Random vibration analyses of SDOF, MDOF and continuous structural systems are presented in a pedagogical order. The application of the random vibration theory to reliability and fatigue analysis is also discussed. Recent research results on fatigue analysis of non-Gaussian stress processes are also presented. Classical feedback control, active damping, covariance control, optimal control, sliding control of stochastic systems, feedback control of stochastic time-delayed systems, and probability density tracking control are studied. Many control results are new in the literature and included in this book for the first time. The book serves as a reference to the engineers who design and maintain structures subject to harsh random excitations including earthquakes, sea waves, wind gusts, and aerodynamic forces, and would like to reduce the damages of structural systems due to random excitations.

Functional Inequalities Markov Semigroups and Spectral Theory

• 1st Edition
• April 6, 2006
• Fengyu Wang
• English
• eBook 978-0-08-053207-3

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In this book, the functional inequalities are introduced to describe:(i) the spectrum of the generator: the essential and discrete spectrums, high order eigenvalues, the principle eigenvalue, and the spectral gap;(ii) the semigroup properties: the uniform intergrability, the compactness, the convergence rate, and the existence of density;(iii) the reference measure and the intrinsic metric: the concentration, the isoperimetic inequality, and the transportation cost inequality.

Dynamic Random Walks

• 1st Edition
• February 8, 2006
• Nadine Guillotin-Plantard + 1 more
• English
• eBook 978-0-08-046284-4

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The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).

Logical, Algebraic, Analytic and Probabilistic Aspects of Triangular Norms

• 1st Edition
• March 25, 2005
• Erich Peter Klement + 1 more
• English
• eBook 978-0-08-045953-0

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This volume gives a state of the art of triangular norms which can be used for the generalization of several mathematical concepts, such as conjunction, metric, measure, etc. 16 chapters written by leading experts provide a state of the art overview of theory and applications of triangular norms and related operators in fuzzy logic, measure theory, probability theory, and probabilistic metric spaces.Key Features:- Complete state of the art of the importance of triangular norms in various mathematical fields- 16 self-contained chapters with extensive bibliographies cover both the theoretical background and many applications- Chapter authors are leading authorities in their fields- Triangular norms on different domains (including discrete, partially ordered) are described- Not only triangular norms but also related operators (aggregation operators, copulas) are covered- Book contains many enlightening illustrations

Probability and Random Variables

• 1st Edition
• March 15, 2005
• G P Beaumont
• English
• Paperback 978-1-904275-19-0

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• eBook 978-0-85709-947-1

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This undergraduate text distils the wisdom of an experienced teacher and yields, to the mutual advantage of students and their instructors, a sound and stimulating introduction to probability theory. The accent is on its essential role in statistical theory and practice, built on the use of illustrative examples and the solution of problems from typical examination papers. Mathematically-friendly for first and second year undergraduate students, the book is also a reference source for workers in a wide range of disciplines who are aware that even the simpler aspects of probability theory are not simple.

Introduction to Robust Estimation and Hypothesis Testing

• 2nd Edition
• December 22, 2004
• Rand R. Wilcox
• English
• eBook 978-0-08-047053-5

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This revised book provides a thorough explanation of the foundation of robust methods, incorporating the latest updates on R and S-Plus, robust ANOVA (Analysis of Variance) and regression. It guides advanced students and other professionals through the basic strategies used for developing practical solutions to problems, and provides a brief background on the foundations of modern methods, placing the new methods in historical context. Author Rand Wilcox includes chapter exercises and many real-world examples that illustrate how various methods perform in different situations.Introduction to Robust Estimation and Hypothesis Testing, Second Edition, focuses on the practical applications of modern, robust methods which can greatly enhance our chances of detecting true differences among groups and true associations among variables.

Stochastic Local Search

• 1st Edition
• September 16, 2004
• Holger H. Hoos + 1 more
• English
• Hardback 978-1-55860-872-6

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• eBook 978-0-08-049824-9

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Stochastic local search (SLS) algorithms are among the most prominent and successful techniques for solving computationally difficult problems in many areas of computer science and operations research, including propositional satisfiability, constraint satisfaction, routing, and scheduling. SLS algorithms have also become increasingly popular for solving challenging combinatorial problems in many application areas, such as e-commerce and bioinformatics.Hoos and Stützle offer the first systematic and unified treatment of SLS algorithms. In this groundbreaking new book, they examine the general concepts and specific instances of SLS algorithms and carefully consider their development, analysis and application. The discussion focuses on the most successful SLS methods and explores their underlying principles, properties, and features. This book gives hands-on experience with some of the most widely used search techniques, and provides readers with the necessary understanding and skills to use this powerful tool.

Stochastic Processes

• 1st Edition
• July 1, 2004
• Kaddour Najim + 2 more
• English
• Hardback 978-1-903996-55-3

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• eBook 978-0-08-051779-7

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A ‘stochastic’ process is a ‘random’ or ‘conjectural’ process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance.This book deals with the tools and techniques used in the stochastic process – estimation, optimisation and recursive logarithms – in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications.

Stochastic Processes: Modeling and Simulation

• 1st Edition
• Volume 21
• February 24, 2003
• D N Shanbhag
• English
• Hardback 978-0-444-50013-7

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This sequel to volume 19 of Handbook on Statistics on Stochastic Processes: Modelling and Simulation is concerned mainly with the theme of reviewing and, in some cases, unifying with new ideas the different lines of research and developments in stochastic processes of applied flavour. This volume consists of 23 chapters addressing various topics in stochastic processes. These include, among others, those on manufacturing systems, random graphs, reliability, epidemic modelling, self-similar processes, empirical processes, time series models, extreme value therapy, applications of Markov chains, modelling with Monte Carlo techniques, and stochastic processes in subjects such as engineering, telecommunications, biology, astronomy and chemistry. particular with modelling, simulation techniques and numerical methods concerned with stochastic processes. The scope of the project involving this volume as well as volume 19 is already clarified in the preface of volume 19. The present volume completes the aim of the project and should serve as an aid to students, teachers, researchers and practitioners interested in applied stochastic processes.

Applying Contemporary Statistical Techniques

• 1st Edition
• December 23, 2002
• Rand R. Wilcox
• English
• eBook 978-0-08-052751-2

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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.