Books in Probability theory and stochastic processes

81-90 of 106 results in All results

Stochastic Dynamics. Modeling Solute Transport in Porous Media

• 1st Edition
• Volume 44
• November 22, 2002
• Don Kulasiri + 1 more
• English
• eBook 978-0-08-054180-8

  9 7 8 - 0 - 0 8 - 0 5 4 1 8 0 - 8

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 978-0-08-053309-4

  9 7 8 - 0 - 0 8 - 0 5 3 3 0 9 - 4

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.Mathematicians 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 978-0-08-054181-5

  9 7 8 - 0 - 0 8 - 0 5 4 1 8 1 - 5

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 978-0-12-779621-5

  9 7 8 - 0 - 1 2 - 7 7 9 6 2 1 - 5
• eBook 978-0-08-051777-3

  9 7 8 - 0 - 0 8 - 0 5 1 7 7 7 - 3

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 978-1-55860-595-4

  9 7 8 - 1 - 5 5 8 6 0 - 5 9 5 - 4
• eBook 978-0-08-051826-8

  9 7 8 - 0 - 0 8 - 0 5 1 8 2 6 - 8

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 978-0-444-50014-4

  9 7 8 - 0 - 4 4 4 - 5 0 0 1 4 - 4

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 978-0-12-174151-8

  9 7 8 - 0 - 1 2 - 1 7 4 1 5 1 - 8
• eBook 978-0-08-052298-2

  9 7 8 - 0 - 0 8 - 0 5 2 2 9 8 - 2

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.

Boundary Value Problems in Queueing System Analysis

• 1st Edition
• Volume 79
• April 1, 2000
• J.W. Cohen + 1 more
• English
• eBook 978-0-08-087190-5

  9 7 8 - 0 - 0 8 - 0 8 7 1 9 0 - 5

Probability and Measure Theory

• 2nd Edition
• November 15, 1999
• Robert B. Ash + 1 more
• English
• Hardback 978-0-12-065202-0

  9 7 8 - 0 - 1 2 - 0 6 5 2 0 2 - 0

Probability and Measure Theory, Second Edition, is a text for a graduate-level course in probability that includes essential background topics in analysis. It provides extensive coverage of conditional probability and expectation, strong laws of large numbers, martingale theory, the central limit theorem, ergodic theory, and Brownian motion.

Asymptotic Methods in Probability and Statistics

• 1st Edition
• October 29, 1998
• B. Szyszkowicz
• English
• eBook 978-0-08-049952-9

  9 7 8 - 0 - 0 8 - 0 4 9 9 5 2 - 9

One of the aims of the conference on which this book is based, was to provide a platform for the exchange of recent findings and new ideas inspired by the so-called Hungarian construction and other approximate methodologies. This volume of 55 papers is dedicated to Miklós Csörgő a co-founder of the Hungarian construction school by the invited speakers and contributors to ICAMPS'97.This excellent treatize reflects the many developments in this field, while pointing to new directions to be explored. An unequalled contribution to research in probability and statistics.