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An Introduction To The Theory Of Stationary Random Functions
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Book Synopsis An Introduction to the Theory of Stationary Random Functions by : A. M. Yaglom
Download or read book An Introduction to the Theory of Stationary Random Functions written by A. M. Yaglom and published by Courier Corporation. This book was released on 2004-01-01 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-part treatment covers the general theory of stationary random functions and the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes. Beginning with the simplest concepts, it covers the correlation function, the ergodic theorem, homogenous random fields, and general rational spectral densities, among other topics. Numerous examples appear throughout the text, with emphasis on the physical meaning of mathematical concepts. Although rigorous in its treatment, this is essentially an introduction, and the sole prerequisites are a rudimentary knowledge of probability and complex variable theory. 1962 edition.
Book Synopsis An Introduction to the Theory of Stationary Random Functions by : Akiva M. Jaglom
Download or read book An Introduction to the Theory of Stationary Random Functions written by Akiva M. Jaglom and published by . This book was released on 1965 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Correlation Theory of Stationary and Related Random Functions by : A.M. Yaglom
Download or read book Correlation Theory of Stationary and Related Random Functions written by A.M. Yaglom and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: Correlation Theory of Stationary and Related Random Functions is an elementary introduction to the most important part of the theory dealing only with the first and second moments of these functions. This theory is a significant part of modern probability theory and offers both intrinsic mathematical interest and many concrete and practical applications. Stationary random functions arise in connection with stationary time series which are so important in many areas of engineering and other applications. This book presents the theory in such a way that it can be understood by readers without specialized mathematical backgrounds, requiring only the knowledge of elementary calculus. The first volume in this two-volume exposition contains the main theory; the supplementary notes and references of the second volume consist of detailed discussions of more specialized questions, some more additional material (which assumes a more thorough mathematical background than the rest of the book) and numerous references to the extensive literature.
Book Synopsis Stationary Stochastic Processes by : Georg Lindgren
Download or read book Stationary Stochastic Processes written by Georg Lindgren and published by CRC Press. This book was released on 2012-10-01 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations for stationary processes and fields, including a portion on stationary point processes. Features Presents and illustrates the fundamental correlation and spectral methods for stochastic processes and random fields Explains how the basic theory is used in special applications like detection theory and signal processing, spatial statistics, and reliability Motivates mathematical theory from a statistical model-building viewpoint Introduces a selection of special topics, including extreme value theory, filter theory, long-range dependence, and point processes Provides more than 100 exercises with hints to solutions and selected full solutions This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory. Precise in mathematical details without being pedantic, Stationary Stochastic Processes: Theory and Applications is for the student with some experience with stochastic processes and a desire for deeper understanding without getting bogged down in abstract mathematics.
Book Synopsis An Introduction to the Theory of Point Processes by : D.J. Daley
Download or read book An Introduction to the Theory of Point Processes written by D.J. Daley and published by Springer Science & Business Media. This book was released on 2006-04-10 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present their Introduction to the Theory of Point Processes in two volumes with sub-titles Elementary Theory and Models and General Theory and Structure. Volume One contains the introductory chapters from the first edition, together with an informal treatment of some of the later material intended to make it more accessible to readers primarily interested in models and applications. The main new material in this volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction. There are abundant examples whose purpose is both didactic and to illustrate further applications of the ideas and models that are the main substance of the text.
Download or read book Basic Results written by Akiva M. Jaglom and published by . This book was released on 1987 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stationary Stochastic Models: An Introduction by : Riccardo Gatto
Download or read book Stationary Stochastic Models: An Introduction written by Riccardo Gatto and published by World Scientific. This book was released on 2022-06-23 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by which practical methods for obtaining stationary data are described. The presented topics are illustrated by numerous examples. Readers will find the following covered in a comprehensive manner:At the end, some selected topics such as stationary random fields, simulation of Gaussian stationary processes, time series for planar directions, large deviations approximations and results of information theory are presented. A detailed appendix containing complementary materials will assist the reader with many technical aspects of the book.
Book Synopsis An Introduction to Stochastic Processes and Their Applications by : Petar Todorovic
Download or read book An Introduction to Stochastic Processes and Their Applications written by Petar Todorovic and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text on stochastic processes and their applications is based on a set of lectures given during the past several years at the University of California, Santa Barbara (UCSB). It is an introductory graduate course designed for classroom purposes. Its objective is to provide graduate students of statistics with an overview of some basic methods and techniques in the theory of stochastic processes. The only prerequisites are some rudiments of measure and integration theory and an intermediate course in probability theory. There are more than 50 examples and applications and 243 problems and complements which appear at the end of each chapter. The book consists of 10 chapters. Basic concepts and definitions are pro vided in Chapter 1. This chapter also contains a number of motivating ex amples and applications illustrating the practical use of the concepts. The last five sections are devoted to topics such as separability, continuity, and measurability of random processes, which are discussed in some detail. The concept of a simple point process on R+ is introduced in Chapter 2. Using the coupling inequality and Le Cam's lemma, it is shown that if its counting function is stochastically continuous and has independent increments, the point process is Poisson. When the counting function is Markovian, the sequence of arrival times is also a Markov process. Some related topics such as independent thinning and marked point processes are also discussed. In the final section, an application of these results to flood modeling is presented.
Book Synopsis Introduction to the Theory of Random Processes by : Iosif Il?ich Gikhman
Download or read book Introduction to the Theory of Random Processes written by Iosif Il?ich Gikhman and published by Courier Corporation. This book was released on 1996-01-01 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.
Book Synopsis Random Functions and Turbulence by : S. Panchev
Download or read book Random Functions and Turbulence written by S. Panchev and published by Elsevier. This book was released on 2016-10-27 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: International Series of Monographs in Natural Philosophy, Volume 32: Random Functions and Turbulence focuses on the use of random functions as mathematical methods. The manuscript first offers information on the elements of the theory of random functions. Topics include determination of statistical moments by characteristic functions; functional transformations of random variables; multidimensional random variables with spherical symmetry; and random variables and distribution functions. The book then discusses random processes and random fields, including stationarity and ergodicity of random processes; influence of finiteness of the interval of averaging; scalar and vector random fields; and statistical moments. The text takes a look at the statistical theory of turbulence. Topics include turbulence with very large Reynolds numbers; emergence of turbulent motion; and energy spectrum in isothermal turbulent shear flow. The book also discusses small-scale and large-scale atmospheric turbulence and applications to numerical weather analysis and prediction. The manuscript is a vital source of data for readers interested in random theory.
Author :Serguei G. Dobrovolski Publisher :Springer Science & Business Media ISBN 13 :3662041197 Total Pages :290 pages Book Rating :4.6/5 (62 download)
Book Synopsis Stochastic Climate Theory by : Serguei G. Dobrovolski
Download or read book Stochastic Climate Theory written by Serguei G. Dobrovolski and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author describes the stochastic (probabilistic) approach to the study of changes in the climate system. Climatic data and theoretical considerations suggest that a large part of climatic variation/variability has a random nature and can be analyzed using the theory of stochastic processes. This work summarizes the results of processing existing records of climatic parameters as well as appropriate theories: from the theory of random processes (based on the results of Kolmogorov and Yaglom) and Hasselmann's "stochastic climate model theory" to recently obtained results.
Book Synopsis PROBABILITY AND STATISTICS - Volume I by : Reinhard Viertl
Download or read book PROBABILITY AND STATISTICS - Volume I written by Reinhard Viertl and published by EOLSS Publications. This book was released on 2009-06-11 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability and Statistics theme is a component of Encyclopedia of Mathematical Sciences in the global Encyclopedia of Life Support Systems (EOLSS), which is an integrated compendium of twenty one Encyclopedias. The Theme with contributions from distinguished experts in the field, discusses Probability and Statistics. Probability is a standard mathematical concept to describe stochastic uncertainty. Probability and Statistics can be considered as the two sides of a coin. They consist of methods for modeling uncertainty and measuring real phenomena. Today many important political, health, and economic decisions are based on statistics. This theme is structured in five main topics: Probability and Statistics; Probability Theory; Stochastic Processes and Random Fields; Probabilistic Models and Methods; Foundations of Statistics, which are then expanded into multiple subtopics, each as a chapter. These three volumes are aimed at the following five major target audiences: University and College students Educators, Professional practitioners, Research personnel and Policy analysts, managers, and decision makers and NGOs
Download or read book Applied Mechanics Reviews written by and published by . This book was released on 1969 with total page 1090 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Applied Methods of the Theory of Random Functions by : A. A. Sveshnikov
Download or read book Applied Methods of the Theory of Random Functions written by A. A. Sveshnikov and published by Elsevier. This book was released on 2014-07-21 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: International Series of Monographs in Pure and Applied Mathematics, Volume 89: Applied Methods of the Theory of Random Functions presents methods of random functions analysis with their applications in various branches of technology, such as in the theory of ships, automatic regulation and control, and radio engineering. This book discusses the general properties of random functions, spectral theory of stationary random functions, and determination of optimal dynamical systems. The experimental methods for the determination of characteristics of random functions, method of envelopes, and some supplementary problems of the theory of random functions are also deliberated. This publication is intended for engineers and scientists who use the methods of the theory of probability in various branches of technology.
Download or read book Principles of Optics written by Max Born and published by Elsevier. This book was released on 2013-06-01 with total page 836 pages. Available in PDF, EPUB and Kindle. Book excerpt: Principles of Optics: Electromagnetic Theory of Propagation, Interference and Diffraction of Light, Sixth Edition covers optical phenomenon that can be treated with Maxwell’s phenomenological theory. The book is comprised of 14 chapters that discuss various topics about optics, such as geometrical theories, image forming instruments, and optics of metals and crystals. The text covers the elements of the theories of interference, interferometers, and diffraction. The book tackles several behaviors of light, including its diffraction when exposed to ultrasonic waves. The selection will be most useful to researchers whose work involves understanding the behavior of light.
Book Synopsis Correlation Theory of Stationary and Related Random Functions by : Akiva Moiseevič Jaglom
Download or read book Correlation Theory of Stationary and Related Random Functions written by Akiva Moiseevič Jaglom and published by . This book was released on 1987 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Introduction to Statistical Signal Processing by : Robert M. Gray
Download or read book An Introduction to Statistical Signal Processing written by Robert M. Gray and published by Cambridge University Press. This book was released on 2004-12-02 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the essential tools and techniques of statistical signal processing. At every stage theoretical ideas are linked to specific applications in communications and signal processing using a range of carefully chosen examples. The book begins with a development of basic probability, random objects, expectation, and second order moment theory followed by a wide variety of examples of the most popular random process models and their basic uses and properties. Specific applications to the analysis of random signals and systems for communicating, estimating, detecting, modulating, and other processing of signals are interspersed throughout the book. Hundreds of homework problems are included and the book is ideal for graduate students of electrical engineering and applied mathematics. It is also a useful reference for researchers in signal processing and communications.
