Books in Probability theory and stochastic processes

Stochastic Local Search

1st Edition
September 16, 2004
Holger H. Hoos + 1 more
English
Hardback
9 7 8 1 5 5 8 6 0 8 7 2 6
eBook
9 7 8 0 0 8 0 4 9 8 2 4 9

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
9 7 8 1 9 0 3 9 9 6 5 5 3
eBook
9 7 8 0 0 8 0 5 1 7 7 9 7

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.

Statistics and Probability for Engineering Applications

1st Edition
April 14, 2003
William DeCoursey
English
eBook
9 7 8 0 0 8 0 4 8 9 7 5 9

Statistics and Probability for Engineering Applications provides a complete discussion of all the major topics typically covered in a college engineering statistics course. This textbook minimizes the derivations and mathematical theory, focusing instead on the information and techniques most needed and used in engineering applications. It is filled with practical techniques directly applicable on the job. Written by an experienced industry engineer and statistics professor, this book makes learning statistical methods easier for today's student. This book can be read sequentially like a normal textbook, but it is designed to be used as a handbook, pointing the reader to the topics and sections pertinent to a particular type of statistical problem. Each new concept is clearly and briefly described, whenever possible by relating it to previous topics. Then the student is given carefully chosen examples to deepen understanding of the basic ideas and how they are applied in engineering. The examples and case studies are taken from real-world engineering problems and use real data. A number of practice problems are provided for each section, with answers in the back for selected problems. This book will appeal to engineers in the entire engineering spectrum (electronics/electri... mechanical, chemical, and civil engineering); engineering students and students taking computer science/computer engineering graduate courses; scientists needing to use applied statistical methods; and engineering technicians and technologists.

Stochastic Processes: Modeling and Simulation

1st Edition
Volume 21
February 24, 2003
D N Shanbhag
English
Hardback
9 7 8 0 4 4 4 5 0 0 1 3 7

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
9 7 8 0 0 8 0 5 2 7 5 1 2

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
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
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.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
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
9 7 8 0 1 2 7 7 9 6 2 1 5
eBook
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
9 7 8 1 5 5 8 6 0 5 9 5 4
eBook
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.

Life Sciences

Physical Sciences & Engineering

Social Sciences & Humanities

Health