Applications of Random Process Excursion Analysis Book

Applications of Random Process Excursion Analysis

  • Author : Irina S. Brainina
  • Publisher : Newnes
  • Release Date : 2013-07-11
  • Genre: Mathematics
  • Pages : 252
  • ISBN 10 : 9780124104693

Applications of Random Process Excursion Analysis Excerpt :

This book addresses one of the key problems in signal processing, the problem of identifying statistical properties of excursions in a random process in order to simplify the theoretical analysis and make it suitable for engineering applications. Precise and approximate formulas are explained, which are relatively simple and can be used for engineering applications such as the design of devices which can overcome the high initial uncertainty of the self-training period. The information presented in the monograph can be used to implement adaptive signal processing devices capable of detecting or recognizing the wanted signals (with a priori unknown statistical properties) against the background noise. The applications presented can be used in a wide range of fields including medicine, radiolocation, telecommunications, surface quality control (flaw detection), image recognition, thermal noise analysis for the design of semiconductors, and calculation of excessive load in mechanics. Introduces English-speaking students and researchers in to the results obtained in the former Soviet/ Russian academic institutions within last few decades. Supplies a range of applications suitable for all levels from undergraduate to professional Contains computer simulations

Random Processes with Applications to Circuits and Communications Book

Random Processes with Applications to Circuits and Communications

  • Author : Bernard C. Levy
  • Publisher : Springer Nature
  • Release Date : 2019-09-14
  • Genre: Technology & Engineering
  • Pages : 464
  • ISBN 10 : 9783030222970

Random Processes with Applications to Circuits and Communications Excerpt :

This textbook is based on 20 years of teaching a graduate-level course in random processes to a constituency extending beyond signal processing, communications, control, and networking, and including in particular circuits, RF and optics graduate students. In order to accommodate today’s circuits students’ needs to understand noise modeling, while covering classical material on Brownian motion, Poisson processes, and power spectral densities, the author has inserted discussions of thermal noise, shot noise, quantization noise and oscillator phase noise. At the same time, techniques used to analyze modulated communications and radar signals, such as the baseband representation of bandpass random signals, or the computation of power spectral densities of a wide variety of modulated signals, are presented. This book also emphasizes modeling skills, primarily through the inclusion of long problems at the end of each chapter, where starting from a description of the operation of a system, a model is constructed and then analyzed. Provides semester-length coverage of random processes, applicable to the analysis of electrical and computer engineering systems; Designed to be accessible to students with varying backgrounds in undergraduate mathematics and engineering; Includes solved examples throughout the discussion, as well as extensive problem sets at the end of every chapter; Develops and reinforces student’s modeling skills, with inclusion of modeling problems in every chapter; Solutions for instructors included.

Modern Stochastics and Applications Book

Modern Stochastics and Applications

  • Author : Volodymyr Korolyuk
  • Publisher : Springer Science & Business Media
  • Release Date : 2014-01-30
  • Genre: Mathematics
  • Pages : 349
  • ISBN 10 : 9783319035123

Modern Stochastics and Applications Excerpt :

This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics and economics. Contributions to this Work include those of selected speakers from the international conference entitled “Modern Stochastics: Theory and Applications III,” held on September 10 –14, 2012 at Taras Shevchenko National University of Kyiv, Ukraine. The conference covered the following areas of research in probability theory and its applications: stochastic analysis, stochastic processes and fields, random matrices, optimization methods in probability, stochastic models of evolution systems, financial mathematics, risk processes and actuarial mathematics and information security.

Random Vibration and Spectral Analysis Vibrations al  atoires et analyse spectral Book

Random Vibration and Spectral Analysis Vibrations al atoires et analyse spectral

  • Author : A. Preumont
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-06-29
  • Genre: Mathematics
  • Pages : 272
  • ISBN 10 : 9789401728409

Random Vibration and Spectral Analysis Vibrations al atoires et analyse spectral Excerpt :

I became interested in Random Vibration during the preparation of my PhD dissertation, which was concerned with the seismic response of nuclear reactor cores. I was initiated into this field through the cla.ssical books by Y.K.Lin, S.H.Crandall and a few others. After the completion of my PhD, in 1981, my supervisor M.Gera.din encouraged me to prepare a course in Random Vibration for fourth and fifth year students in Aeronautics, at the University of Liege. There was at the time very little material available in French on that subject. A first draft was produced during 1983 and 1984 and revised in 1986. These notes were published by the Presses Poly techniques et Universitaires Romandes (Lausanne, Suisse) in 1990. When Kluwer decided to publish an English translation ofthe book in 1992, I had to choose between letting Kluwer translate the French text in-extenso or doing it myself, which would allow me to carry out a sustantial revision of the book. I took the second option and decided to rewrite or delete some of the original text and include new material, based on my personal experience, or reflecting recent technical advances. Chapter 6, devoted to the response of multi degree offreedom structures, has been completely rewritten, and Chapter 11 on random fatigue is entirely new. The computer programs which have been developed in parallel with these chapters have been incorporated in the general purpose finite element software SAMCEF, developed at the University of Liege.

Seminar on Stochastic Analysis  Random Fields and Applications IV Book

Seminar on Stochastic Analysis Random Fields and Applications IV

  • Author : Robert Dalang
  • Publisher : Birkhäuser
  • Release Date : 2012-12-06
  • Genre: Mathematics
  • Pages : 328
  • ISBN 10 : 9783034879439

Seminar on Stochastic Analysis Random Fields and Applications IV 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.

Advances in Disordered Systems  Random Processes and Some Applications Book

Advances in Disordered Systems Random Processes and Some Applications

  • Author : Pierluigi Contucci
  • Publisher : Cambridge University Press
  • Release Date : 2016-12-15
  • Genre: Science
  • Pages : 383
  • ISBN 10 : 9781107124103

Advances in Disordered Systems Random Processes and Some Applications Excerpt :

This book offers a unified perspective on the study of complex systems with contributions written by leading scientists from various disciplines, including mathematics, physics, computer science, biology, economics and social science. It is written for researchers from a broad range of scientific fields with an interest in recent developments in complex systems.

Excursions of Markov Processes Book

Excursions of Markov Processes

  • Author : Robert M. Blumenthal
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-12-06
  • Genre: Mathematics
  • Pages : 276
  • ISBN 10 : 9781468494129

Excursions of Markov Processes Excerpt :

Let {Xti t ~ O} be a Markov process in Rl, and break up the path X t into (random) component pieces consisting of the zero set ({ tlX = O}) and t the "excursions away from 0," that is pieces of path X. : T ::5 s ::5 t, with Xr- = X = 0, but X. 1= 0 for T

First Passage Phenomena and Their Applications Book

First Passage Phenomena and Their Applications

  • Author : Ralf Metzler
  • Publisher : World Scientific
  • Release Date : 2014-03-21
  • Genre: Mathematics
  • Pages : 608
  • ISBN 10 : 9789814590303

First Passage Phenomena and Their Applications Excerpt :

The book contains review articles on recent advances in first-passage phenomena and applications contributed by leading international experts. It is intended for graduate students and researchers who are interested in learning about this intriguing and important topic. Contents:Arrival Statistics and Exploration Properties of Mortal Walkers (S B Yuste, E Abad and K Lindenberg)First Passage of a Randomly Accelerated Particle (T W Burkhardt)First Passage Problems in Anomalous Diffusion (A Rosso and A Zoia)First-Passage Times of Intermittent Random Walks (O Bénichou and R Voituriez)First-Passage Phenomena on Finite Inhomogeneous Networks (E Agliari and D Cassi)Effective Spectral Dimension in Scale-Free Networks (S Hwang, D-S Lee and B Kahng)First-Passage Statistics for Random Walks in Bounded Domains (R Voituriez and O Bénichou)First Passage Behavior of Multi-Dimensional Fractional Brownian Motion and Application to Reaction Phenomena (J-H Jeon, A V Chechkin and R Metzler)Trajectory-to-Trajectory Fluctuations in First-Passage Phenomena in Bounded Domains (T G Mattos, C Mejía-Monasterio, R Metzler, G Oshanin and G Schehr)Exact Record and Order Statists of Random Walk via First-Passage Ideas (G Schehr and S N Majumdar)First Passage in a Conical Geometry and Ordering of Brownian Particles (E Ben-Naim and P L Krapivsky)First Passage Time Problems in Biophysical Jump Processes with Fast Kinetics (P C Bressloff and J M Newby)First Passage Problems in Biology (T Chou and M R D'Orsogna)The Effect of Detection Mechanisms on Spatial Search and Foraging (D Campos and V Méndez)Search in Random Media with Lévy Flights (E Gelenbe and O H Abdelrahman)Exit Strategies: Visual Search and the Quitting Time Problem (T S Horowitz)Statistical Physics of Evolutionary Trajectories on Fitness Landscapes (M Manhart and A V Morozov)Some Applications of First-Passage Ideas to Finance (R Chicheportiche and J-P Bouchaud)First-Passage and Extremes in Socio-Economic Systems (J Masoliver and J Pe

Theory of Random Sets Book

Theory of Random Sets

  • Author : Ilya Molchanov
  • Publisher : Springer Science & Business Media
  • Release Date : 2006-03-30
  • Genre: Mathematics
  • Pages : 488
  • ISBN 10 : 9781846281501

Theory of Random Sets Excerpt :

This is the first systematic exposition of random sets theory since Matheron (1975), with full proofs, exhaustive bibliographies and literature notes Interdisciplinary connections and applications of random sets are emphasized throughout the book An extensive bibliography in the book is available on the Web at, and is accompanied by a search engine

Approximation and Weak Convergence Methods for Random Processes  with Applications to Stochastic Systems Theory Book

Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory

  • Author : Harold Joseph Kushner
  • Publisher : MIT Press
  • Release Date : 1984
  • Genre: Computers
  • Pages : 296
  • ISBN 10 : 0262110903

Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory Excerpt :

Control and communications engineers, physicists, and probability theorists, among others, will find this book unique. It contains a detailed development of approximation and limit theorems and methods for random processes and applies them to numerous problems of practical importance. In particular, it develops usable and broad conditions and techniques for showing that a sequence of processes converges to a Markov diffusion or jump process. This is useful when the natural physical model is quite complex, in which case a simpler approximation la diffusion process, for example) is usually made. The book simplifies and extends some important older methods and develops some powerful new ones applicable to a wide variety of limit and approximation problems. The theory of weak convergence of probability measures is introduced along with general and usable methods (for example, perturbed test function, martingale, and direct averaging) for proving tightness and weak convergence. Kushner's study begins with a systematic development of the method. It then treats dynamical system models that have state-dependent noise or nonsmooth dynamics. Perturbed Liapunov function methods are developed for stability studies of nonMarkovian problems and for the study of asymptotic distributions of non-Markovian systems. Three chapters are devoted to applications in control and communication theory (for example, phase-locked loops and adoptive filters). Smallnoise problems and an introduction to the theory of large deviations and applications conclude the book. Harold J. Kushner is Professor of Applied Mathematics and Engineering at Brown University and is one of the leading researchers in the area of stochastic processes concerned with analysis and synthesis in control and communications theory. This book is the sixth in The MIT Press Series in Signal Processing, Optimization, and Control, edited by Alan S. Willsky.

Random Vibration   Status and Recent Developments Book

Random Vibration Status and Recent Developments

  • Author : I. Elishakoff
  • Publisher : Elsevier
  • Release Date : 2013-10-22
  • Genre: Technology & Engineering
  • Pages : 586
  • ISBN 10 : 9781483289953

Random Vibration Status and Recent Developments Excerpt :

This unique book commemorates the 65th birthday of Stephen H. Crandall - one of the founding fathers and most active developers and elucidators of the science of random vibrations. Leading scientists from all over the world have contributed 33 papers addressing almost every important problem of random vibrations. The book thus represents both the state-of-the-art as well as the most recent developments, and will appeal to those in industry and academia who want to achieve a rigorous understanding of the many facets of the subject. A thorough study of the book will also help lay the foundations for future directions in research.

Dirichlet Forms Methods for Poisson Point Measures and L  vy Processes Book

Dirichlet Forms Methods for Poisson Point Measures and L vy Processes

  • Author : Nicolas Bouleau
  • Publisher : Springer
  • Release Date : 2016-01-08
  • Genre: Mathematics
  • Pages : 323
  • ISBN 10 : 9783319258201

Dirichlet Forms Methods for Poisson Point Measures and L vy Processes Excerpt :

A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the “lent particle method” it is based on perturbation of the position of particles. Poisson random measures describe phenomena involving random jumps (for instance in mathematical finance) or the random distribution of particles (as in statistical physics). Thanks to the theory of Dirichlet forms, the authors develop a mathematical tool for a quite general class of random Poisson measures and significantly simplify computations of Malliavin matrices of Poisson functionals. The method gives rise to a new explicit calculus that they illustrate on various examples: it consists in adding a particle and then removing it after computing the gradient. Using this method, one can establish absolute continuity of Poisson functionals such as Lévy areas, solutions of SDEs driven by Poisson measure and, by iteration, obtain regularity of laws. The authors also give applications to error calculus theory. This book will be of interest to researchers and graduate students in the fields of stochastic analysis and finance, and in the domain of statistical physics. Professors preparing courses on these topics will also find it useful. The prerequisite is a knowledge of probability theory.

Journal of the Engineering Mechanics Division Book

Journal of the Engineering Mechanics Division

  • Author : American Society of Civil Engineers. Engineering Mechanics Division
  • Publisher : Unknown
  • Release Date : 1972
  • Genre: Mechanics, Applied
  • Pages : null
  • ISBN 10 : UVA:X001040513

Journal of the Engineering Mechanics Division Excerpt :

Computational Methods in Stochastic Dynamics Book

Computational Methods in Stochastic Dynamics

  • Author : Manolis Papadrakakis
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-09-26
  • Genre: Technology & Engineering
  • Pages : 362
  • ISBN 10 : 9789400751330

Computational Methods in Stochastic Dynamics Excerpt :

The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues related to uncertainty quantification and its influence on the reliability of the computational models are continuously gaining in significance. In particular, the problems of dynamic response analysis and reliability assessment of structures with uncertain system and excitation parameters have been the subject of continuous research over the last two decades as a result of the increasing availability of powerful computing resources and technology. This book is a follow up of a previous book with the same subject (ISBN 978-90-481-9986-0) and focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The selected chapters are authored by some of the most active scholars in their respective areas and represent some of the most recent developments in this field. The book consists of 21 chapters which can be grouped into several thematic topics including dynamic analysis of stochastic systems, reliability-based design, structural control and health monitoring, model updating, system identification, wave propagation in random media, seismic fragility analysis and damage assessment. This edited book is primarily intended for researchers and post-graduate students who are familiar with the fundamentals and wish to study or to advance the state of the art on a particular topic in the field of computational stochastic structural dynamics. Nevertheless, practicing engineers could benefit as well from it as most code provisions tend to incorporate probabilistic concepts in the analysis and design of structures.