Random Perturbations of Dynamical Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 1461206111
Total Pages : 442 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Random Perturbations of Dynamical Systems by : Mark I. Freidlin

Download or read book Random Perturbations of Dynamical Systems written by Mark I. Freidlin and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: A treatment of various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems. Apart from the long-time behaviour of the perturbed system, exit problems, metastable states, optimal stabilisation, and asymptotics of stationary distributions are considered in detail. The authors'main tools are the large deviation theory, the central limit theorem for stochastic processes, and the averaging principle. The results allow for explicit calculations of the asymptotics of many interesting characteristics of the perturbed system, and most of these results are closely connected with PDEs. This new edition contains expansions on the averaging principle, a new chapter on random perturbations of Hamiltonian systems, along with new results on fast oscillating perturbations of systems with conservation laws. New sections on wave front propagation in semilinear PDEs and on random perturbations of certain infinite-dimensional dynamical systems have been incorporated into the chapter on sharpenings and generalisations.

Russian Mathematical Surveys

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Publisher :
ISBN 13 :
Total Pages : 1558 pages
Book Rating : 4.:/5 (3 download)

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Book Synopsis Russian Mathematical Surveys by :

Download or read book Russian Mathematical Surveys written by and published by . This book was released on 1989 with total page 1558 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Journal of Mathematical Economics

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Publisher :
ISBN 13 :
Total Pages : 1070 pages
Book Rating : 4.:/5 (49 download)

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Book Synopsis Journal of Mathematical Economics by :

Download or read book Journal of Mathematical Economics written by and published by . This book was released on 1997 with total page 1070 pages. Available in PDF, EPUB and Kindle. Book excerpt:

American Book Publishing Record

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Publisher :
ISBN 13 :
Total Pages : 1222 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis American Book Publishing Record by :

Download or read book American Book Publishing Record written by and published by . This book was released on 1998 with total page 1222 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Physics, Uspekhi

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Publisher :
ISBN 13 :
Total Pages : 476 pages
Book Rating : 4.5/5 (375 download)

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Book Synopsis Physics, Uspekhi by :

Download or read book Physics, Uspekhi written by and published by . This book was released on 1999 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt:

International Aerospace Abstracts

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ISBN 13 :
Total Pages : 834 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis International Aerospace Abstracts by :

Download or read book International Aerospace Abstracts written by and published by . This book was released on 1979 with total page 834 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Large Deviations For Performance Analysis

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Publisher : CRC Press
ISBN 13 : 9780412063114
Total Pages : 576 pages
Book Rating : 4.0/5 (631 download)

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Book Synopsis Large Deviations For Performance Analysis by : Adam Shwartz

Download or read book Large Deviations For Performance Analysis written by Adam Shwartz and published by CRC Press. This book was released on 1995-09-01 with total page 576 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of two synergistic parts. The first half develops the theory of large deviations from the beginning (iid random variables) through recent results on the theory for processes with boundaries, keeping to a very narrow path: continuous-time, discrete-state processes. By developing only what is needed for the applications, the theory is kept to a manageable level, both in terms of length and in terms of difficulty. Within its scope, the treatment is detailed, comprehensive and self-contained. As the book shows, there are sufficiently many interesting applications of jump Markov processes to warrant a special treatment. The second half is a collection of applications developed at Bell Laboratories. The applications cover large areas of the theory of communication networks: circuit-switched transmission, packet transmission, multiple access channels, and the M/M/1 queue. Aspects of parallel computation are covered as well: basics of job allocation, rollback-based parallel simulation, assorted priority queueing models that might be used in performance models of various computer architectures, and asymptotic coupling of processors. These applications are thoroughly analyzed using the tools developed in the first half of the book. Features: A transient analysis of the M/M/1 queue; a new analysis of an Aloha model using Markov modulated theory; new results for Erlang's model; new results for the AMS model; analysis of "serve the longer queue", "join the shorter queue" and other simple priority queues; and a simple analysis of the Flatto-Hahn-Wright model of processor-sharing.

Confrontation of Cosmological Theories with Observational Data

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Publisher : Springer Science & Business Media
ISBN 13 : 9401022208
Total Pages : 365 pages
Book Rating : 4.4/5 (1 download)

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Book Synopsis Confrontation of Cosmological Theories with Observational Data by : Malcolm S. Longair

Download or read book Confrontation of Cosmological Theories with Observational Data written by Malcolm S. Longair and published by Springer Science & Business Media. This book was released on 2013-03-07 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of IAU Symposium No. 63, held in Cracow, Poland, September 10-12, 1973

Gravitational Radiation and Gravitational Collapse

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Publisher : Springer Science & Business Media
ISBN 13 : 9789027704351
Total Pages : 248 pages
Book Rating : 4.7/5 (43 download)

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Book Synopsis Gravitational Radiation and Gravitational Collapse by : Cécile Dewitt-Morette

Download or read book Gravitational Radiation and Gravitational Collapse written by Cécile Dewitt-Morette and published by Springer Science & Business Media. This book was released on 1974-04-30 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of IAU Symposium No. 64, Warsaw, Poland, September 5-8, 1973

Probability-1

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Publisher : Springer
ISBN 13 : 0387722068
Total Pages : 501 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Probability-1 by : Albert N. Shiryaev

Download or read book Probability-1 written by Albert N. Shiryaev and published by Springer. This book was released on 2016-07-08 with total page 501 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.

Adaptive Algorithms and Stochastic Approximations

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Publisher : Springer Science & Business Media
ISBN 13 : 3642758940
Total Pages : 373 pages
Book Rating : 4.6/5 (427 download)

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Book Synopsis Adaptive Algorithms and Stochastic Approximations by : Albert Benveniste

Download or read book Adaptive Algorithms and Stochastic Approximations written by Albert Benveniste and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence" within computerised systems. These diverse areas echo the classes of models which conveniently describe each corresponding system. Thus although there can hardly be a "general theory of adaptive systems" encompassing both the modelling task and the design of the adaptation procedure, nevertheless, these diverse issues have a major common component: namely the use of adaptive algorithms, also known as stochastic approximations in the mathematical statistics literature, that is to say the adaptation procedure (once all modelling problems have been resolved). The juxtaposition of these two expressions in the title reflects the ambition of the authors to produce a reference work, both for engineers who use these adaptive algorithms and for probabilists or statisticians who would like to study stochastic approximations in terms of problems arising from real applications. Hence the book is organised in two parts, the first one user-oriented, and the second providing the mathematical foundations to support the practice described in the first part. The book covers the topcis of convergence, convergence rate, permanent adaptation and tracking, change detection, and is illustrated by various realistic applications originating from these areas of applications.

Introduction to Stochastic Search and Optimization

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Publisher : John Wiley & Sons
ISBN 13 : 0471441902
Total Pages : 620 pages
Book Rating : 4.4/5 (714 download)

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Book Synopsis Introduction to Stochastic Search and Optimization by : James C. Spall

Download or read book Introduction to Stochastic Search and Optimization written by James C. Spall and published by John Wiley & Sons. This book was released on 2005-03-11 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: * Unique in its survey of the range of topics. * Contains a strong, interdisciplinary format that will appeal to both students and researchers. * Features exercises and web links to software and data sets.

Stochastic Approximation Methods for Constrained and Unconstrained Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 1468493523
Total Pages : 273 pages
Book Rating : 4.4/5 (684 download)

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Book Synopsis Stochastic Approximation Methods for Constrained and Unconstrained Systems by : H.J. Kushner

Download or read book Stochastic Approximation Methods for Constrained and Unconstrained Systems written by H.J. Kushner and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book deals with a powerful and convenient approach to a great variety of types of problems of the recursive monte-carlo or stochastic approximation type. Such recu- sive algorithms occur frequently in stochastic and adaptive control and optimization theory and in statistical esti- tion theory. Typically, a sequence {X } of estimates of a n parameter is obtained by means of some recursive statistical th st procedure. The n estimate is some function of the n_l estimate and of some new observational data, and the aim is to study the convergence, rate of convergence, and the pa- metric dependence and other qualitative properties of the - gorithms. In this sense, the theory is a statistical version of recursive numerical analysis. The approach taken involves the use of relatively simple compactness methods. Most standard results for Kiefer-Wolfowitz and Robbins-Monro like methods are extended considerably. Constrained and unconstrained problems are treated, as is the rate of convergence problem. While the basic method is rather simple, it can be elaborated to allow a broad and deep coverage of stochastic approximation like problems. The approach, relating algorithm behavior to qualitative properties of deterministic or stochastic differ ential equations, has advantages in algorithm conceptualiza tion and design. It is often possible to obtain an intuitive understanding of algorithm behavior or qualitative dependence upon parameters, etc., without getting involved in a great deal of deta~l.

Randomized Algorithms in Automatic Control and Data Mining

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Publisher : Springer
ISBN 13 : 3642547869
Total Pages : 268 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis Randomized Algorithms in Automatic Control and Data Mining by : Oleg Granichin

Download or read book Randomized Algorithms in Automatic Control and Data Mining written by Oleg Granichin and published by Springer. This book was released on 2014-07-14 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the fields of data mining and control, the huge amount of unstructured data and the presence of uncertainty in system descriptions have always been critical issues. The book Randomized Algorithms in Automatic Control and Data Mining introduces the readers to the fundamentals of randomized algorithm applications in data mining (especially clustering) and in automatic control synthesis. The methods proposed in this book guarantee that the computational complexity of classical algorithms and the conservativeness of standard robust control techniques will be reduced. It is shown that when a problem requires "brute force" in selecting among options, algorithms based on random selection of alternatives offer good results with certain probability for a restricted time and significantly reduce the volume of operations.

Probability Theory III

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Publisher : Springer Science & Business Media
ISBN 13 : 3662036401
Total Pages : 260 pages
Book Rating : 4.6/5 (62 download)

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Book Synopsis Probability Theory III by : Yurij V. Prokhorov

Download or read book Probability Theory III written by Yurij V. Prokhorov and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of the Encyclopaedia is a survey of stochastic calculus, an increasingly important part of probability, authored by well-known experts in the field. The book addresses graduate students and researchers in probability theory and mathematical statistics, as well as physicists and engineers who need to apply stochastic methods.

Stochastic Approximation

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Publisher :
ISBN 13 :
Total Pages : 34 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Stochastic Approximation by : Cyrus Derman

Download or read book Stochastic Approximation written by Cyrus Derman and published by . This book was released on 1956 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Introduction to Singular Perturbations

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Publisher : Elsevier
ISBN 13 : 0323162274
Total Pages : 215 pages
Book Rating : 4.3/5 (231 download)

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Book Synopsis Introduction to Singular Perturbations by : Robert E. Jr. O'Malley

Download or read book Introduction to Singular Perturbations written by Robert E. Jr. O'Malley and published by Elsevier. This book was released on 2012-12-02 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Singular Perturbations provides an overview of the fundamental techniques for obtaining asymptomatic solutions to boundary value problems. This text explores singular perturbation techniques, which are among the basic tools of several applied scientists. This book is organized into eight chapters, wherein Chapter 1 discusses the method of matched asymptomatic expansions, which has been frequently applied to several physical problems involving singular perturbations. Chapter 2 considers the nonlinear initial value problem to illustrate the regular perturbation method, and Chapter 3 explains how to construct asymptotic solutions for general linear equations. Chapter 4 discusses scalar equations and nonlinear system, whereas Chapters 5 and 6 explain the contrasts for initial value problems where the outer expansion cannot be determined without obtaining the initial values of the boundary layer correction. Chapters 7 and 8 deal with boundary value problem that arises in the study of adiabatic tubular chemical flow reactors with axial diffusion. This monograph is a valuable resource for applied mathematicians, engineers, researchers, students, and readers whose interests span a variety of fields.