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Author : John Hawkes
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (894 download)
Download or read book On sample function properties of stochastic processes with stationary independent increments written by John Hawkes and published by . This book was released on 1969 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Harald Cramér
Publisher : Courier Corporation
ISBN 13 : 0486153355
Total Pages : 368 pages
Book Rating : 4.4/5 (861 download)
Download or read book Stationary and Related Stochastic Processes written by Harald Cramér and published by Courier Corporation. This book was released on 2013-01-15 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: This graduate-level text offers a comprehensive account of the general theory of stationary processes and develops the foundations of the general theory of stochastic processes, examines processes with a continuous-time parameter, more. 1967 edition.
Author : Bert Fristedt
Publisher :
ISBN 13 :
Total Pages : 165 pages
Book Rating : 4.:/5 (253 download)
Download or read book Sample Functions of Stochastic Processes with Stationary, Independent Increments written by Bert Fristedt and published by . This book was released on 1972 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: The document is a survey of results about the local and global behavior of the sample functions of Levy processes. Some proofs are given and some are omitted. Many references and some new results are given. (Author).
Author : Robert B. Ash
Publisher : Academic Press
ISBN 13 : 1483191435
Total Pages : 332 pages
Book Rating : 4.4/5 (831 download)
Download or read book Topics in Stochastic Processes written by Robert B. Ash and published by Academic Press. This book was released on 2014-06-20 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: Topics in Stochastic Processes covers specific processes that have a definite physical interpretation and that explicit numerical results can be obtained. This book contains five chapters and begins with the L2 stochastic processes and the concept of prediction theory. The next chapter discusses the principles of ergodic theorem to real analysis, Markov chains, and information theory. Another chapter deals with the sample function behavior of continuous parameter processes. This chapter also explores the general properties of Martingales and Markov processes, as well as the one-dimensional Brownian motion. The aim of this chapter is to illustrate those concepts and constructions that are basic in any discussion of continuous parameter processes, and to provide insights to more advanced material on Markov processes and potential theory. The final chapter demonstrates the use of theory of continuous parameter processes to develop the Itô stochastic integral. This chapter also provides the solution of stochastic differential equations. This book will be of great value to mathematicians, engineers, and physicists.
Author : Robert McCallum Blumenthal
Publisher :
ISBN 13 :
Total Pages : 78 pages
Book Rating : 4.:/5 (812 download)
Download or read book Sample Functions of Stochastic Processes with Stationary Independent Increments written by Robert McCallum Blumenthal and published by . This book was released on 1960 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : M. R. Leadbetter
Publisher :
ISBN 13 :
Total Pages : 348 pages
Book Rating : 4.:/5 (934 download)
Download or read book Stationary and Related Stochastic Processes written by M. R. Leadbetter and published by . This book was released on 2004 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Narahari Umanath Prabhu
Publisher : World Scientific
ISBN 13 : 9812706267
Total Pages : 356 pages
Book Rating : 4.8/5 (127 download)
Download or read book Stochastic Processes written by Narahari Umanath Prabhu and published by World Scientific. This book was released on 2007 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.
Author : Georg Lindgren
Publisher : CRC Press
ISBN 13 : 1466586192
Total Pages : 316 pages
Book Rating : 4.4/5 (665 download)
Download or read book Stationary Stochastic Processes for Scientists and Engineers written by Georg Lindgren and published by CRC Press. This book was released on 2013-10-11 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer. To enable hands-on practice, MATLAB code is available online.
Author : Henry P. McKean
Publisher : American Mathematical Society
ISBN 13 : 1470477874
Total Pages : 159 pages
Book Rating : 4.4/5 (74 download)
Download or read book Stochastic Integrals written by Henry P. McKean and published by American Mathematical Society. This book was released on 2024-05-23 with total page 159 pages. Available in PDF, EPUB and Kindle. Book excerpt: This little book is a brilliant introduction to an important boundary field between the theory of probability and differential equations. —E. B. Dynkin, Mathematical Reviews This well-written book has been used for many years to learn about stochastic integrals. The book starts with the presentation of Brownian motion, then deals with stochastic integrals and differentials, including the famous Itô lemma. The rest of the book is devoted to various topics of stochastic integral equations, including those on smooth manifolds. Originally published in 1969, this classic book is ideal for supplementary reading or independent study. It is suitable for graduate students and researchers interested in probability, stochastic processes, and their applications.
Author : Georg Lindgren
Publisher : CRC Press
ISBN 13 : 1466557796
Total Pages : 378 pages
Book Rating : 4.4/5 (665 download)
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.
Author : Frank Beichelt
Publisher : CRC Press
ISBN 13 : 1482288109
Total Pages : 338 pages
Book Rating : 4.4/5 (822 download)
Download or read book Stochastic Processes and Their Applications written by Frank Beichelt and published by CRC Press. This book was released on 2001-10-18 with total page 338 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through numerous science and engineering-based examples and e
Author : S. R. S. Varadhan
Publisher : American Mathematical Soc.
ISBN 13 : 9780821883556
Total Pages : 140 pages
Book Rating : 4.8/5 (835 download)
Download or read book Stochastic Processes written by S. R. S. Varadhan and published by American Mathematical Soc.. This book was released on 1968 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (136 download)
Download or read book Stationary and Related Stochastic Processes - Sample Function Properties and Their Application written by and published by . This book was released on 1967 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Theoretical approach to sample function properties and the mathematical applications of stationary and related stochastic processes. Bibliography pp. 339 to 344.
Author : Anatolij V. Skorochod
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110618168
Total Pages : 192 pages
Book Rating : 4.1/5 (16 download)
Download or read book Lectures on the Theory of Stochastic Processes written by Anatolij V. Skorochod and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-01-14 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Lectures on the Theory of Stochastic Processes".
Author : Aleksand Janicki
Publisher : CRC Press
ISBN 13 : 1000445070
Total Pages : 376 pages
Book Rating : 4.0/5 (4 download)
Download or read book Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes written by Aleksand Janicki and published by CRC Press. This book was released on 2021-07-28 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.
Author : Iosif Il?ich Gikhman
Publisher : Courier Corporation
ISBN 13 : 0486693872
Total Pages : 537 pages
Book Rating : 4.4/5 (866 download)
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.
Author : Petar Todorovic
Publisher : Springer Science & Business Media
ISBN 13 : 1461397421
Total Pages : 302 pages
Book Rating : 4.4/5 (613 download)
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.
