Let Us Use White Noise

Download Let Us Use White Noise full books in PDF, epub, and Kindle. Read online Let Us Use White Noise ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Let Us Use White Noise

Author : Takeyuki Hida
Publisher :
ISBN 13 : 9789813220942
Total Pages : pages
Book Rating : 4.2/5 (29 download)

DOWNLOAD NOW!

Book Synopsis Let Us Use White Noise by : Takeyuki Hida

Download or read book Let Us Use White Noise written by Takeyuki Hida and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: "Why should we use white noise analysis? Well, one reason of course is that it fills that earlier gap in the tool kit. As Hida would put it, white noise provides us with a useful set of independent coordinates, parametrized by "time". And there is a feature which makes white noise analysis extremely user-friendly. Typically the physicist — and not only he — sits there with some heuristic ansatz, like e.g. the famous Feynman "integral", wondering whether and how this might make sense mathematically. In many cases the characterization theorem of white noise analysis provides the user with a sweet and easy answer. Feynman's "integral" can now be understood, the "It's all in the vacuum" ansatz of Haag and Coester is now making sense via Dirichlet forms, and so on in many fields of application. There is mathematical finance, there have been applications in biology, and engineering, many more than we could collect in the present volume. Finally, there is one extra benefit: when we internalize the structures of Gaussian white noise analysis we will be ready to meet another close relative. We will enjoy the important similarities and differences which we encounter in the Poisson case, championed in particular by Y Kondratiev and his group. Let us look forward to a companion volume on the uses of Poisson white noise. The present volume is more than a collection of autonomous contributions. The introductory chapter on white noise analysis was made available to the other authors early on for reference and to facilitate conceptual and notational coherence in their work."--Publisher's website.

Let Us Use White Noise

Author : Hida Takeyuki
Publisher : World Scientific
ISBN 13 : 9813220953
Total Pages : 232 pages
Book Rating : 4.8/5 (132 download)

DOWNLOAD NOW!

Book Synopsis Let Us Use White Noise by : Hida Takeyuki

Download or read book Let Us Use White Noise written by Hida Takeyuki and published by World Scientific. This book was released on 2017-03-10 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Why should we use white noise analysis? Well, one reason of course is that it fills that earlier gap in the tool kit. As Hida would put it, white noise provides us with a useful set of independent coordinates, parametrized by "time". And there is a feature which makes white noise analysis extremely user-friendly. Typically the physicist — and not only he — sits there with some heuristic ansatz, like e.g. the famous Feynman "integral", wondering whether and how this might make sense mathematically. In many cases the characterization theorem of white noise analysis provides the user with a sweet and easy answer. Feynman's "integral" can now be understood, the "It's all in the vacuum" ansatz of Haag and Coester is now making sense via Dirichlet forms, and so on in many fields of application. There is mathematical finance, there have been applications in biology, and engineering, many more than we could collect in the present volume. Finally, there is one extra benefit: when we internalize the structures of Gaussian white noise analysis we will be ready to meet another close relative. We will enjoy the important similarities and differences which we encounter in the Poisson case, championed in particular by Y Kondratiev and his group. Let us look forward to a companion volume on the uses of Poisson white noise. The present volume is more than a collection of autonomous contributions. The introductory chapter on white noise analysis was made available to the other authors early on for reference and to facilitate conceptual and notational coherence in their work.

White Noise Analysis: Mathematics And Applications

Author : Takeyuki Hida
Publisher : World Scientific
ISBN 13 : 9814611565
Total Pages : 438 pages
Book Rating : 4.8/5 (146 download)

DOWNLOAD NOW!

Book Synopsis White Noise Analysis: Mathematics And Applications by : Takeyuki Hida

Download or read book White Noise Analysis: Mathematics And Applications written by Takeyuki Hida and published by World Scientific. This book was released on 1990-06-30 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings contains articles on white noise analysis and related subjects. Applications in various branches of science are also discussed. White noise analysis stems from considering the time derivative of Brownian motion (“white noise”) as the basic ingredient of an infinite dimensional calculus. It provides a powerful mathematical tool for research fields such as stochastic analysis, potential theory in infinite dimensions and quantum field theory.

Selected Papers of Takeyuki Hida

Author : Takeyuki Hida
Publisher : World Scientific
ISBN 13 : 9789812794611
Total Pages : 498 pages
Book Rating : 4.7/5 (946 download)

DOWNLOAD NOW!

Book Synopsis Selected Papers of Takeyuki Hida by : Takeyuki Hida

Download or read book Selected Papers of Takeyuki Hida written by Takeyuki Hida and published by World Scientific. This book was released on 2001-01-01 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: The topics discussed in this book can be classified into three parts: . (i) Gaussian processes. The most general and in fact final representation theory of Gaussian processes is included in this book. This theory is still referred to often and its developments are discussed. (ii) White noise analysis. This book includes the notes of the series of lectures delivered in 1975 at Carleton University in Ottawa. They describe the very original idea of introducing the notion of generalized Brownian functionals (nowadays called OC generalized white noise functionalsOCO, and sometimes OC Hida distributionOCO. (iii) Variational calculus for random fields. This topic will certainly represent one of the driving research lines for probability theory in the next century, as can be seen from several papers in this volume. Sample Chapter(s). Chapter 1: Analysis of Brownian Functionals (1,502 KB). Contents: General Theory of White Noise Functionals; Gaussian and Other Processes; Infinite Dimensional Harmonic Analysis and Rotation Group; Quantum Theory; Feynman Integrals and Random Fields; Variational Calculus and Random Fields; Application to Biology. Readership: Graduate students and researchers in the fields of probability theory, functional analysis, statistics and theoretical physics."

Nonparametric Curve Estimation

Author : Sam Efromovich
Publisher : Springer Science & Business Media
ISBN 13 : 0387226389
Total Pages : 414 pages
Book Rating : 4.3/5 (872 download)

DOWNLOAD NOW!

Book Synopsis Nonparametric Curve Estimation by : Sam Efromovich

Download or read book Nonparametric Curve Estimation written by Sam Efromovich and published by Springer Science & Business Media. This book was released on 2008-01-19 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a systematic, comprehensive, and unified account of modern nonparametric statistics of density estimation, nonparametric regression, filtering signals, and time series analysis. The companion software package, available over the Internet, brings all of the discussed topics into the realm of interactive research. Virtually every claim and development mentioned in the book is illustrated with graphs which are available for the reader to reproduce and modify, making the material fully transparent and allowing for complete interactivity.

Differential Privacy for Dynamic Data

Author : Jerome Le Ny
Publisher : Springer Nature
ISBN 13 : 3030410390
Total Pages : 118 pages
Book Rating : 4.0/5 (34 download)

DOWNLOAD NOW!

Book Synopsis Differential Privacy for Dynamic Data by : Jerome Le Ny

Download or read book Differential Privacy for Dynamic Data written by Jerome Le Ny and published by Springer Nature. This book was released on 2020-03-24 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Springer brief provides the necessary foundations to understand differential privacy and describes practical algorithms enforcing this concept for the publication of real-time statistics based on sensitive data. Several scenarios of interest are considered, depending on the kind of estimator to be implemented and the potential availability of prior public information about the data, which can be used greatly to improve the estimators' performance. The brief encourages the proper use of large datasets based on private data obtained from individuals in the world of the Internet of Things and participatory sensing. For the benefit of the reader, several examples are discussed to illustrate the concepts and evaluate the performance of the algorithms described. These examples relate to traffic estimation, sensing in smart buildings, and syndromic surveillance to detect epidemic outbreaks.

Statistical Analysis of Financial Data in S-Plus

Author : René Carmona
Publisher : Springer Science & Business Media
ISBN 13 : 0387218246
Total Pages : 456 pages
Book Rating : 4.3/5 (872 download)

DOWNLOAD NOW!

Book Synopsis Statistical Analysis of Financial Data in S-Plus by : René Carmona

Download or read book Statistical Analysis of Financial Data in S-Plus written by René Carmona and published by Springer Science & Business Media. This book was released on 2006-04-18 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book at the graduate textbook level to discuss analyzing financial data with S-PLUS. Its originality lies in the introduction of tools for the estimation and simulation of heavy tail distributions and copulas, the computation of measures of risk, and the principal component analysis of yield curves. The book is aimed at undergraduate students in financial engineering; master students in finance and MBA's, and to practitioners with financial data analysis concerns.

Random Signal Processing

Author : Shaila Dinkar Apte
Publisher : CRC Press
ISBN 13 : 1351651390
Total Pages : 594 pages
Book Rating : 4.3/5 (516 download)

DOWNLOAD NOW!

Book Synopsis Random Signal Processing by : Shaila Dinkar Apte

Download or read book Random Signal Processing written by Shaila Dinkar Apte and published by CRC Press. This book was released on 2017-08-15 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers random signals and random processes along with estimation of probability density function, estimation of energy spectral density and power spectral density. The properties of random processes and signal modelling are discussed with basic communication theory estimation and detection. MATLAB simulations are included for each concept with output of the program with case studies and project ideas. The chapters progressively introduce and explain the concepts of random signals and cover multiple applications for signal processing. The book is designed to cater to a wide audience starting from the undergraduates (electronics, electrical, instrumentation, computer, and telecommunication engineering) to the researchers working in the pertinent fields. Key Features: • Aimed at random signal processing with parametric signal processing-using appropriate segment size. • Covers speech, image, medical images, EEG and ECG signal processing. • Reviews optimal detection and estimation. • Discusses parametric modeling and signal processing in transform domain. • Includes MATLAB codes and relevant exercises, case studies and solved examples including multiple choice questions

Methods of Bosonic Path Integrals Representations

Author : Luiz C. L. Botelho
Publisher : Nova Publishers
ISBN 13 : 9781594540196
Total Pages : 384 pages
Book Rating : 4.5/5 (41 download)

DOWNLOAD NOW!

Book Synopsis Methods of Bosonic Path Integrals Representations by : Luiz C. L. Botelho

Download or read book Methods of Bosonic Path Integrals Representations written by Luiz C. L. Botelho and published by Nova Publishers. This book was released on 2004 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: The special Internet categories are: Physics; Engineering Quantum Physics; and Applied Mathematics. The emphasis in this monograph is on non-trivial path integral variable change on previously obtained path integral solutions for difficult stochastic and functional equations by keeping the main objective to arrive at...another path integral which the author expects to be in a 'final' suitable form of become predictive. Note that path-integrals are mathematical objects specially tailored to the work of our modern 'slavers': computer machines.

Signal Processing for Passive Bistatic Radar

Author : Mateusz Malanowski
Publisher : Artech House
ISBN 13 : 1630816647
Total Pages : 340 pages
Book Rating : 4.6/5 (38 download)

DOWNLOAD NOW!

Book Synopsis Signal Processing for Passive Bistatic Radar by : Mateusz Malanowski

Download or read book Signal Processing for Passive Bistatic Radar written by Mateusz Malanowski and published by Artech House. This book was released on 2019-08-31 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: This cutting-edge resource introduces the basic concepts of passive bistatic radar, such as bistatic geometry, bistatic radar equation and analysis of different illuminating signals. These techniques, although known for almost a century, have not been developed intensively for decades, mainly due to technical limitations, but today, the passive radar concept can be realized in practice, and is of great interest for military and civilian users. This book provides insight into understanding the potential and limitations of passive radar systems, as well as the differences between signal processing in active and passive radar. Each of the signal processing stages typically applied in passive radar is described, including digital beamforming, clutter removal, target detection, localization and tracking. These concepts are illustrated with both simulated and measured data along with examples of passive radar systems. Correlation processing, which is crucial for passive radar operation, is presented, as well as practical approaches for calculating the cross-ambiguity function. The problems of range and velocity-cell migration are also introduced. The book analyzes and compares different antenna array geometries to show readers the appropriate solution for a particular scenario of passive radar. Cartesian tracking is also presented, based on the extended Kalman filter. Parallel and sequential updating approaches are introduced and compared. These concepts are illustrated with both simulated and measured data along with examples of passive radar systems, making this book useful for both novice and advanced practitioners.

Partially Observable Linear Systems Under Dependent Noises

Author : Agamirza E. Bashirov
Publisher : Birkhäuser
ISBN 13 : 3034880227
Total Pages : 358 pages
Book Rating : 4.0/5 (348 download)

DOWNLOAD NOW!

Book Synopsis Partially Observable Linear Systems Under Dependent Noises by : Agamirza E. Bashirov

Download or read book Partially Observable Linear Systems Under Dependent Noises written by Agamirza E. Bashirov and published by Birkhäuser. This book was released on 2012-12-06 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the methods of fighting against noise. It can be regarded as a mathematical view of specific engineering problems with known and new methods of control and estimation in noisy media. From the reviews: "An excellent reference on the complete sets of equations for the optimal controls and for the optimal filters under wide band noises and shifted white noises and their possible application to navigation of spacecraft." --MATHEMATICAL REVIEWS

Elementary Applications of Probability Theory

Author : Henry C. Tuckwell
Publisher : Routledge
ISBN 13 : 1351452959
Total Pages : 200 pages
Book Rating : 4.3/5 (514 download)

DOWNLOAD NOW!

Book Synopsis Elementary Applications of Probability Theory by : Henry C. Tuckwell

Download or read book Elementary Applications of Probability Theory written by Henry C. Tuckwell and published by Routledge. This book was released on 2018-02-06 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a clear and straightforward introduction to applications of probability theory with examples given in the biological sciences and engineering. The first chapter contains a summary of basic probability theory. Chapters two to five deal with random variables and their applications. Topics covered include geometric probability, estimation of animal and plant populations, reliability theory and computer simulation. Chapter six contains a lucid account of the convergence of sequences of random variables, with emphasis on the central limit theorem and the weak law of numbers. The next four chapters introduce random processes, including random walks and Markov chains illustrated by examples in population genetics and population growth. This edition also includes two chapters which introduce, in a manifestly readable fashion, the topic of stochastic differential equations and their applications.

Yang-Mills Measure on Compact Surfaces

Author : Thierry Lévy
Publisher : American Mathematical Soc.
ISBN 13 : 0821834290
Total Pages : 144 pages
Book Rating : 4.8/5 (218 download)

DOWNLOAD NOW!

Book Synopsis Yang-Mills Measure on Compact Surfaces by : Thierry Lévy

Download or read book Yang-Mills Measure on Compact Surfaces written by Thierry Lévy and published by American Mathematical Soc.. This book was released on 2003 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this memoir we present a new construction and new properties of the Yang-Mills measure in two dimensions. This measure was first introduced for the needs of quantum field theory and can be described informally as a probability measure on the space of connections modulo gauge transformations on a principal bundle. We consider the case of a bundle over a compact orientable surface. Our construction is based on the discrete Yang-Mills theory of which we give a full acount. We are able to take its continuum limit and to define a pathwise multiplicative process of random holonomy indexed by the class of piecewise embedded loops. We study in detail the links between this process and a white noise and prove a result of asymptotic independence in the case of a semi-simple structure group. We also investigate global Markovian properties of the measure related to the surgery of surfaces.

Selforganization by Nonlinear Irreversible Processes

Author : Werner Ebeling
Publisher : Springer Science & Business Media
ISBN 13 : 3642710042
Total Pages : 228 pages
Book Rating : 4.6/5 (427 download)

DOWNLOAD NOW!

Book Synopsis Selforganization by Nonlinear Irreversible Processes by : Werner Ebeling

Download or read book Selforganization by Nonlinear Irreversible Processes written by Werner Ebeling and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: These Proceedings contain invited lectures presented at the third Interna tional Conference on "Irreversible Processes and Dissipative Structures" in Kiihlungsborn (German Democratic Republic) in March, 1985. These con ferences, the first of which was held in Rostock in 1977 and the second in Berlin in 1982, are devoted to the study of irreversible processes far from thermal equilibrium and to the phenomena of selforganization. The meet ing in Kiihlungsborn brought together some 160 mathematicians, physicists, chemists and biologists from 10 countries, who are all interested in the inter disciplinary field of synergetics. The main topics of the conference were basic concepts of selforganization and evolution, such as entropy, instabilities, nucleation, dissipative struc tures, chaos and turbulence. The contributions cover methods from ther modynamics, the theory of dynamic systems, stochastic and statistic theory, the method of Green's functions, the fluctuation-dissipation theorem, etc. Several problems are studied in more detail, e.g., the kinetics of nucleation especially in finite systems, the dynamics of interfaces, reaction-diffusion sys tems, chemical and biochemical pattern formation and information process ing. Further, several contributions are devoted to the development of the concepts of chaos and turbulence. The editors hope that the contributions collected in this volume will pro vide some new information about the field of selforganization, which is in full development now.

Inventive Engineering

Author : Tomasz Arciszewski
Publisher : CRC Press
ISBN 13 : 149878822X
Total Pages : 397 pages
Book Rating : 4.4/5 (987 download)

DOWNLOAD NOW!

Book Synopsis Inventive Engineering by : Tomasz Arciszewski

Download or read book Inventive Engineering written by Tomasz Arciszewski and published by CRC Press. This book was released on 2016-04-05 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inventive Engineering is an emerging engineering science focused on the conceptual designing processes whereby creative, or inventive, designs are developed. Its core concepts are too often unknown and even surprising, but they are also feasible and can be learned, leading to potentially patentable designs. Inventive engineers have a tremendous competitive advantage over other engineers, because they have gone beyond practical and analytical intelligence and have learned how to be creative. Inventive Engineering: Knowledge and Skills for Creative Engineers has its roots in engineering, psychology, history, systems engineering, political science, and computer science. It presents a body of knowledge integrated from these fields. It provides: Background knowledge, which will motivate and prepare readers for learning inventive engineering A general outline of Inventive Engineering, with an understanding of the conceptual designing process and its various stages Guidance on several inventive designing methods set in their cultural context to encourage students to develop practical skills for their use

Analysis and Design of Transimpedance Amplifiers for Optical Receivers

Author : Eduard Säckinger
Publisher : John Wiley & Sons
ISBN 13 : 1119263778
Total Pages : 592 pages
Book Rating : 4.1/5 (192 download)

DOWNLOAD NOW!

Book Synopsis Analysis and Design of Transimpedance Amplifiers for Optical Receivers by : Eduard Säckinger

Download or read book Analysis and Design of Transimpedance Amplifiers for Optical Receivers written by Eduard Säckinger and published by John Wiley & Sons. This book was released on 2017-09-26 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date, comprehensive guide for advanced electrical engineering studentsand electrical engineers working in the IC and optical industries This book covers the major transimpedance amplifier (TIA) topologies and their circuit implementations for optical receivers. This includes the shunt-feedback TIA, common-base TIA, common-gate TIA, regulated-cascode TIA, distributed-amplifier TIA, nonresistive feedback TIA, current-mode TIA, burst-mode TIA, and analog-receiver TIA. The noise, transimpedance, and other performance parameters of these circuits are analyzed and optimized. Topics of interest include post amplifiers, differential vs. single-ended TIAs, DC input current control, and adaptive transimpedance. The book features real-world examples of TIA circuits for a variety of receivers (direct detection, coherent, burst-mode, etc.) implemented in a broad array of technologies (HBT, BiCMOS, CMOS, etc.). The book begins with an introduction to optical communication systems, signals, and standards. It then moves on to discussions of optical fiber and photodetectors. This discussion includes p-i-n photodetectors; avalanche photodetectors (APD); optically preamplified detectors; integrated detectors, including detectors for silicon photonics; and detectors for phase-modulated signals, including coherent detectors. This is followed by coverage of the optical receiver at the system level: the relationship between noise, sensitivity, optical signal-to-noise ratio (OSNR), and bit-error rate (BER) is explained; receiver impairments, such as intersymbol interference (ISI), are covered. In addition, the author presents TIA specifications and illustrates them with example values from recent product data sheets. The book also includes: Many numerical examples throughout that help make the material more concrete for readers Real-world product examples that show the performance of actual IC designs Chapter summaries that highlight the key points Problems and their solutions for readers who want to practice and deepen their understanding of the material Appendices that cover communication signals, eye diagrams, timing jitter, nonlinearity, adaptive equalizers, decision point control, forward error correction (FEC), and second-order low-pass transfer functions Analysis and Design of Transimpedance Amplifiers for Optical Receivers belongs on the reference shelves of every electrical engineer working in the IC and optical industries. It also can serve as a textbook for upper-level undergraduates and graduate students studying integrated circuit design and optical communication.

Econometric Model Selection

Author : Antonio Aznar Grasa
Publisher : Springer Science & Business Media
ISBN 13 : 9401713588
Total Pages : 265 pages
Book Rating : 4.4/5 (17 download)

DOWNLOAD NOW!

Book Synopsis Econometric Model Selection by : Antonio Aznar Grasa

Download or read book Econometric Model Selection written by Antonio Aznar Grasa and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book proposes a new methodology for the selection of one (model) from among a set of alternative econometric models. Let us recall that a model is an abstract representation of reality which brings out what is relevant to a particular economic issue. An econometric model is also an analytical characterization of the joint probability distribution of some random variables of interest, which yields some information on how the actual economy works. This information will be useful only if it is accurate and precise; that is, the information must be far from ambiguous and close to what we observe in the real world Thus, model selection should be performed on the basis of statistics which summarize the degree of accuracy and precision of each model. A model is accurate if it predicts right; it is precise if it produces tight confidence intervals. A first general approach to model selection includes those procedures based on both characteristics, precision and accuracy. A particularly interesting example of this approach is that of Hildebrand, Laing and Rosenthal (1980). See also Hendry and Richard (1982). A second general approach includes those procedures that use only one of the two dimensions to discriminate among models. In general, most of the tests we are going to examine correspond to this category.