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Author : S. Olla
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.:/5 (392 download)
Download or read book Homogenization of Diffusion Processes in Random Fields written by S. Olla and published by . This book was released on 1994 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Nicolae Suciu
Publisher : Springer
ISBN 13 : 303015081X
Total Pages : 267 pages
Book Rating : 4.0/5 (31 download)
Download or read book Diffusion in Random Fields written by Nicolae Suciu and published by Springer. This book was released on 2019-05-31 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents, in an accessible and self-consistent way, the theory of diffusion in random velocity fields, together with robust numerical simulation approaches. The focus is on transport processes in natural porous media, with applications to contaminant transport in groundwater. Starting from basic information on stochastic processes, more challenging issues are subsequently addressed, such as the correlation structure of the diffusion process in random fields, the relation between memory effects and ergodic properties, derivation and parameterizations of evolution equations for probability densities, and the relation between measurements and spatio-temporal upscaling. Written for readers with a background in applied mathematics, engineering, physics or geophysics, the book offers an essential basis for further research in the stochastic modeling of groundwater systems.
Author : CALIFORNIA UNIV DAVIS.
Publisher :
ISBN 13 :
Total Pages : 4 pages
Book Rating : 4.:/5 (227 download)
Download or read book Modeling and Estimation of Reciprocal Diffusion and Gauss-Markov Random Fields written by CALIFORNIA UNIV DAVIS. and published by . This book was released on 1992 with total page 4 pages. Available in PDF, EPUB and Kindle. Book excerpt: The basic goal of this research was to develop a theory of second order stochastic differential equations as a class of model for problems of filtering and estimation. This goal has been achieved for both continuous and discrete time linear-Gaussian reciprocal processes.
Author : Serge M. Prigarin
Publisher : VSP
ISBN 13 : 9789067643436
Total Pages : 220 pages
Book Rating : 4.6/5 (434 download)
Download or read book Spectral Models of Random Fields in Monte Carlo Methods written by Serge M. Prigarin and published by VSP. This book was released on 2001 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: Spectral models were developed in the 1970s and have appeared to be very promising for various applications. Nowadays, spectral models are extensively used for stochastic simulation in atmosphere and ocean optics, turbulence theory, analysis of pollution transport for porous media, astrophysics, and other fields of science. The spectral models presented in this monograph represent a new class of numerical methods aimed at simulation of random processes and fields. The book is divided into four chapters, which deal with scalar spectral models and some of their applications, vector-valued spectral models, convergence of spectral models, and problems of optimisation and convergence for functional Monte Carlo methods. Furthermore, the monograph includes four appendices, in which auxiliary information is presented and additional problems are discussed. The book will be of value and interest to experts in Monte Carlo methods, as well as to those interested in the theory and applications of stochastic simulation.
Author : Yu. A. Kutoyants
Publisher :
ISBN 13 :
Total Pages : 15 pages
Book Rating : 4.:/5 (876 download)
Download or read book Minimum Distance Estimation for Diffusion Random Fields written by Yu. A. Kutoyants and published by . This book was released on 1994 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert Dalang
Publisher : Birkhäuser
ISBN 13 : 3034879431
Total Pages : 329 pages
Book Rating : 4.0/5 (348 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications IV written by Robert Dalang and published by Birkhäuser. This book was released on 2012-12-06 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place in Ascona, Switzerland, from May 2002. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance and insurance.
Author : Karl K. Sabelfeld
Publisher : Walter de Gruyter
ISBN 13 : 3110296810
Total Pages : 416 pages
Book Rating : 4.1/5 (12 download)
Download or read book Random Fields and Stochastic Lagrangian Models written by Karl K. Sabelfeld and published by Walter de Gruyter. This book was released on 2012-12-06 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents advanced stochastic models and simulation methods for random flows and transport of particles by turbulent velocity fields and flows in porous media. Two main classes of models are constructed: (1) turbulent flows are modeled as synthetic random fields which have certain statistics and features mimicing those of turbulent fluid in the regime of interest, and (2) the models are constructed in the form of stochastic differential equations for stochastic Lagrangian trajectories of particles carried by turbulent flows. The book is written for mathematicians, physicists, and engineers studying processes associated with probabilistic interpretation, researchers in applied and computational mathematics, in environmental and engineering sciences dealing with turbulent transport and flows in porous media, as well as nucleation, coagulation, and chemical reaction analysis under fluctuation conditions. It can be of interest for students and post-graduates studying numerical methods for solving stochastic boundary value problems of mathematical physics and dispersion of particles by turbulent flows and flows in porous media.
Author : Erik Vanmarcke
Publisher : World Scientific Publishing Company
ISBN 13 : 9813101997
Total Pages : 363 pages
Book Rating : 4.8/5 (131 download)
Download or read book Random Fields: Analysis And Synthesis (Revised And Expanded New Edition) written by Erik Vanmarcke and published by World Scientific Publishing Company. This book was released on 2010-07-21 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random variation is a fact of life that provides substance to a wide range of problems in the sciences, engineering, and economics. There is a growing need in diverse disciplines to model complex patterns of variation and interdependence using random fields, as both deterministic treatment and conventional statistics are often insufficient. An ideal random field model will capture key features of complex random phenomena in terms of a minimum number of physically meaningful and experimentally accessible parameters. This volume, a revised and expanded edition of an acclaimed book first published by the M I T Press, offers a synthesis of methods to describe and analyze and, where appropriate, predict and control random fields. There is much new material, covering both theory and applications, notably on a class of probability distributions derived from quantum mechanics, relevant to stochastic modeling in fields such as cosmology, biology and system reliability, and on discrete-unit or agent-based random processes.Random Fields is self-contained and unified in presentation. The first edition was found, in a review in EOS (American Geophysical Union) to be “both technically interesting and a pleasure to read … the presentation is clear and the book should be useful to almost anyone who uses random processes to solve problems in engineering or science … and (there is) continued emphasis on describing the mathematics in physical terms.”
Author : Robert C. Dalang
Publisher : Springer Science & Business Media
ISBN 13 : 3034805454
Total Pages : 470 pages
Book Rating : 4.0/5 (348 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications VII written by Robert C. Dalang and published by Springer Science & Business Media. This book was released on 2013-09-05 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximations - Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems - stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing. The book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance.
Author : Ruslan K. Chornei
Publisher : Springer Science & Business Media
ISBN 13 : 038731279X
Total Pages : 269 pages
Book Rating : 4.3/5 (873 download)
Download or read book Control of Spatially Structured Random Processes and Random Fields with Applications written by Ruslan K. Chornei and published by Springer Science & Business Media. This book was released on 2006-09-03 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the study and optimization of spatiotemporal stochastic processes - processes which develop simultaneously in space and time under random influences. These processes are seen to occur almost everywhere when studying the global behavior of complex systems. The book presents problems and content not considered in other books on controlled Markov processes, especially regarding controlled Markov fields on graphs.
Author : Erwin Bolthausen
Publisher : Birkhäuser
ISBN 13 : 3034870264
Total Pages : 392 pages
Book Rating : 4.0/5 (348 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications written by Erwin Bolthausen and published by Birkhäuser. This book was released on 2012-12-06 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.
Author : Robert C. Dalang
Publisher : Birkhäuser
ISBN 13 : 3034882092
Total Pages : 310 pages
Book Rating : 4.0/5 (348 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications III written by Robert C. Dalang and published by Birkhäuser. This book was released on 2012-12-06 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 20 refereed research or review papers presented at the five-day Third Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from September 20 to 24, 1999. The seminar focused on three topics: fundamental aspects of stochastic analysis, physical modeling, and applications to financial engineering. The third topic was the subject of a mini-symposium on stochastic methods in financial models.
Author : Robert Dalang
Publisher : Springer Science & Business Media
ISBN 13 : 3764384581
Total Pages : 518 pages
Book Rating : 4.7/5 (643 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications V written by Robert Dalang and published by Springer Science & Business Media. This book was released on 2008-03-12 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 29 to June 3, 2004. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering.
Author : Andrew Blake
Publisher : MIT Press
ISBN 13 : 0262015773
Total Pages : 472 pages
Book Rating : 4.2/5 (62 download)
Download or read book Markov Random Fields for Vision and Image Processing written by Andrew Blake and published by MIT Press. This book was released on 2011-07-22 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: State-of-the-art research on MRFs, successful MRF applications, and advanced topics for future study. This volume demonstrates the power of the Markov random field (MRF) in vision, treating the MRF both as a tool for modeling image data and, utilizing recently developed algorithms, as a means of making inferences about images. These inferences concern underlying image and scene structure as well as solutions to such problems as image reconstruction, image segmentation, 3D vision, and object labeling. It offers key findings and state-of-the-art research on both algorithms and applications. After an introduction to the fundamental concepts used in MRFs, the book reviews some of the main algorithms for performing inference with MRFs; presents successful applications of MRFs, including segmentation, super-resolution, and image restoration, along with a comparison of various optimization methods; discusses advanced algorithmic topics; addresses limitations of the strong locality assumptions in the MRFs discussed in earlier chapters; and showcases applications that use MRFs in more complex ways, as components in bigger systems or with multiterm energy functions. The book will be an essential guide to current research on these powerful mathematical tools.
Author : Evgeny Spodarev
Publisher : Springer
ISBN 13 : 3642333052
Total Pages : 470 pages
Book Rating : 4.6/5 (423 download)
Download or read book Stochastic Geometry, Spatial Statistics and Random Fields written by Evgeny Spodarev and published by Springer. This book was released on 2013-02-11 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides a modern introduction to stochastic geometry, random fields and spatial statistics at a (post)graduate level. It is focused on asymptotic methods in geometric probability including weak and strong limit theorems for random spatial structures (point processes, sets, graphs, fields) with applications to statistics. Written as a contributed volume of lecture notes, it will be useful not only for students but also for lecturers and researchers interested in geometric probability and related subjects.
Author : Robert Dalang
Publisher : Springer Science & Business Media
ISBN 13 : 3034800215
Total Pages : 487 pages
Book Rating : 4.0/5 (348 download)
Download or read book Seminar on Stochastic Analysis, Random Fields and Applications VI written by Robert Dalang and published by Springer Science & Business Media. This book was released on 2011-03-16 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.
Author : Aleksandr Vadimovich Bulinskii
Publisher : World Scientific
ISBN 13 : 981270941X
Total Pages : 447 pages
Book Rating : 4.8/5 (127 download)
Download or read book Limit Theorems for Associated Random Fields and Related Systems written by Aleksandr Vadimovich Bulinskii and published by World Scientific. This book was released on 2007 with total page 447 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications. There are 434 items in the bibliography. The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.). Contents: Random Systems with Covariance Inequalities; Moment and Maximal Inequalities; Central Limit Theorem; Almost Sure Convergence; Invariance Principles; Law of the Iterated Logarithm; Statistical Applications; Integral Functionals. Readership: Researchers in modern probability and statistics, graduate students and academic staff of the universities.
