Download or read book An Introduction to the Theory of Stationary Random Functions written by A. M. Yaglom and published by Courier Corporation. This book was released on 2004-01-01 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-part treatment covers the general theory of stationary random functions and the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes. Beginning with the simplest concepts, it covers the correlation function, the ergodic theorem, homogenous random fields, and general rational spectral densities, among other topics. Numerous examples appear throughout the text, with emphasis on the physical meaning of mathematical concepts. Although rigorous in its treatment, this is essentially an introduction, and the sole prerequisites are a rudimentary knowledge of probability and complex variable theory. 1962 edition.

Download or read book An Introduction to the Theory of Stationary Random Functions written by Akiva M. Jaglom and published by . This book was released on 1965 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An Introduction to the Stationary Random Functions written by Akiva M. Jaglom and published by . This book was released on 1962 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book An introduction to the theory of stationary random functions written by A M. Iaglom and published by . This book was released on 1962 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Correlation Theory of Stationary and Related Random Functions written by A.M. Yaglom and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: Correlation Theory of Stationary and Related Random Functions is an elementary introduction to the most important part of the theory dealing only with the first and second moments of these functions. This theory is a significant part of modern probability theory and offers both intrinsic mathematical interest and many concrete and practical applications. Stationary random functions arise in connection with stationary time series which are so important in many areas of engineering and other applications. This book presents the theory in such a way that it can be understood by readers without specialized mathematical backgrounds, requiring only the knowledge of elementary calculus. The first volume in this two-volume exposition contains the main theory; the supplementary notes and references of the second volume consist of detailed discussions of more specialized questions, some more additional material (which assumes a more thorough mathematical background than the rest of the book) and numerous references to the extensive literature.

Download or read book Introduction To The Theory Of Stationary Random Functions an written by A.M. Yaglom and published by . This book was released on with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Introduction to Random Processes written by E. Wong and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On the Structure of Stationary Random Functions written by Karl Karhunen and published by . This book was released on 1962 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Interpolation of Spatial Data written by Michael L. Stein and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: A summary of past work and a description of new approaches to thinking about kriging, commonly used in the prediction of a random field based on observations at some set of locations in mining, hydrology, atmospheric sciences, and geography.

Download or read book written by 雅格洛姆 (苏) and published by . This book was released on 2016 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: 本书共分两章。第一章介绍了平稳随机函数的一般理论;第二章介绍了平稳随机函数的线性外推及滤过.

Download or read book Introduction to Probability and Statistics for Engineers written by Milan Holický and published by Springer Science & Business Media. This book was released on 2013-08-04 with total page 188 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of probability and mathematical statistics is becoming an indispensable discipline in many branches of science and engineering. This is caused by increasing significance of various uncertainties affecting performance of complex technological systems. Fundamental concepts and procedures used in analysis of these systems are often based on the theory of probability and mathematical statistics. The book sets out fundamental principles of the probability theory, supplemented by theoretical models of random variables, evaluation of experimental data, sampling theory, distribution updating and tests of statistical hypotheses. Basic concepts of Bayesian approach to probability and two-dimensional random variables, are also covered. Examples of reliability analysis and risk assessment of technological systems are used throughout the book to illustrate basic theoretical concepts and their applications. The primary audience for the book includes undergraduate and graduate students of science and engineering, scientific workers and engineers and specialists in the field of reliability analysis and risk assessment. Except basic knowledge of undergraduate mathematics no special prerequisite is required.

Download or read book Introduction to Stochastic Control Theory written by Karl J. Åström and published by Courier Corporation. This book was released on 2012-05-11 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. The first three chapters provide motivation and background material on stochastic processes, followed by an analysis of dynamical systems with inputs of stochastic processes. A simple version of the problem of optimal control of stochastic systems is discussed, along with an example of an industrial application of this theory. Subsequent discussions cover filtering and prediction theory as well as the general stochastic control problem for linear systems with quadratic criteria. Each chapter begins with the discrete time version of a problem and progresses to a more challenging continuous time version of the same problem. Prerequisites include courses in analysis and probability theory in addition to a course in dynamical systems that covers frequency response and the state-space approach for continuous time and discrete time systems.

Download or read book Mathematical Foundations of Computational Engineering written by Peter J. Pahl and published by Springer Science & Business Media. This book was released on 2001-07-02 with total page 1114 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational engineering is the treatment of engineering tasks with computers. It is based on computational mathematics, which is presented here in a comprehensive handbook. Engineers and scientists who deal with engineering tasks have to handle large amounts of information, which must be created and structured in a systematic manner. This demands a high level of abstraction and therefore knowledge of the mathematical foundations. From the existing rich repertoire of mathematical theories and methods, the fundamentals of engineering computation are selected and presented in a coherent fashion. They are brought into a suitable order for specific engineering purposes, and their significance for typical applications is shown. The relevant definitions, notations and theories are presented in a durable form which is independent of the fast development of information and communication technology.

Download or read book Principles of Optics written by Max Born and published by CUP Archive. This book was released on 2000-02-28 with total page 996 pages. Available in PDF, EPUB and Kindle. Book excerpt: Principles of Optics is one of the classic science books of the twentieth century, and probably the most influential book in optics published in the past 40 years. The new edition is the first ever thoroughly revised and expanded edition of this standard text. Among the new material, much of which is not available in any other optics text, is a section on the CAT scan (computerized axial tomography), which has revolutionized medical diagnostics. The book also includes a new chapter on scattering from inhomogeneous media which provides a comprehensive treatment of the theory of scattering of scalar as well as of electromagnetic waves, including the Born series and the Rytov series. The chapter also presents an account of the principles of diffraction tomography - a refinement of the CAT scan - to which Emil Wolf, one of the authors, has made a basic contribution by formulating in 1969 what is generally regarded to be the basic theorem in this field. The chapter also includes an account of scattering from periodic potentials and its connection to the classic subject of determining the structure of crystals from X-ray diffraction experiments, including accounts of von Laue equations, Bragg's law, the Ewald sphere of reflection and the Ewald limiting sphere, both generalized to continuous media. These topics, although originally introduced in connection with the theory of X-ray diffraction by crystals, have since become of considerable relevance to optics, for example in connection with deep holograms. Other new topics covered in this new edition include interference with broad-band light, which introduces the reader to an important phenomenon discovered relatively recently by Emil Wolf, namely the generation of shifts of spectral lines and other modifications of spectra of radiated fields due to the state of coherence of a source. There is also a section on the so-called Rayleigh-Sommerfield diffraction theory which, in recent times, has been finding increasing popularity among optical scientists. There are also several new appendices, including one on energy conservation in scalar wavefields, which is seldom discussed in books on optics. The new edition of this standard reference will continue to be invaluable to advanced undergraduates, graduate students and researchers working in most areas of optics.

Download or read book Non Linear Transformations of Stochastic Processes written by P. I. Kuznetsov and published by Elsevier. This book was released on 2014-05-12 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non-Linear Transformations of Stochastic Processes focuses on the approaches, methodologies, transformations, and computations involved in the non-linear transformations of stochastic processes. The selection first underscores some problems of the theory of stochastic processes and the transmission of random functions through non-linear systems. Discussions focus on the transformation of moment functions for the general non-linear transformation; conversion formulas for correlation functions; transformation of moment functions for the simplest type of non-linear transformation; and normalization of the linear system of probability distribution laws. The text then ponders on quasi-moment functions in the theory of random processes and correlation functions in the theory of the Brownian motion generalization of the Fokker-Planck equation. The manuscript elaborates on the correlation functions of random sequences of rectangular pulses; method of determining the envelope of quasi-harmonic fluctuations; and the problem of measuring electrical fluctuations with the aid of thermoelectric devices. The book then examines the effect of signal and noise on non-linear elements and the approximate method of calculating the correlation function of stochastic signals. The selection is a dependable source of information for researchers interested in the non-linear transformations of stochastic processes.

Download or read book Control and System Theory of Discrete Time Stochastic Systems written by Jan H. van Schuppen and published by Springer Nature. This book was released on 2021-08-02 with total page 940 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems. Applications of the theory in the book include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows. The focus of the book is a stochastic control system defined for a spectrum of probability distributions including Bernoulli, finite, Poisson, beta, gamma, and Gaussian distributions. The concepts of observability and controllability of a stochastic control system are defined and characterized. Each output process considered is, with respect to conditions, represented by a stochastic system called a stochastic realization. The existence of a control law is related to stochastic controllability while the existence of a filter system is related to stochastic observability. Stochastic control with partial observations is based on the existence of a stochastic realization of the filtration of the observed process.​

Download or read book Stochastic Climate Theory written by Serguei G. Dobrovolski and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author describes the stochastic (probabilistic) approach to the study of changes in the climate system. Climatic data and theoretical considerations suggest that a large part of climatic variation/variability has a random nature and can be analyzed using the theory of stochastic processes. This work summarizes the results of processing existing records of climatic parameters as well as appropriate theories: from the theory of random processes (based on the results of Kolmogorov and Yaglom) and Hasselmann's "stochastic climate model theory" to recently obtained results.