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 A. M. Yaglom and published by . This book was released on 1962 with total page 266 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 An Introduction to the Theory of Stationary Random Functions Revised English Edition Translated and Edited by Richard A Silverman written by A. M. Vaglom 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 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 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 Fluctuations in Markov Processes written by Tomasz Komorowski and published by Springer Science & Business Media. This book was released on 2012-07-05 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses. The second concerns application to exclusion processes, in which the duality methods are fully exploited. The third part is about the homogenization of diffusions in random fields, including passive tracers in turbulent flows (including the superdiffusive behavior). There are no other books in the mathematical literature that deal with this kind of approach to the problem of the central limit theorem. Hence, this volume meets the demand for a monograph on this powerful approach, now widely used in many areas of probability and mathematical physics. The book also covers the connections with and application to hydrodynamic limits and homogenization theory, so besides probability researchers it will also be of interest also to mathematical physicists and analysts.
Download or read book Applied Methods of the Theory of Random Functions written by A. A. Sveshnikov and published by Elsevier. This book was released on 2014-07-21 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: International Series of Monographs in Pure and Applied Mathematics, Volume 89: Applied Methods of the Theory of Random Functions presents methods of random functions analysis with their applications in various branches of technology, such as in the theory of ships, automatic regulation and control, and radio engineering. This book discusses the general properties of random functions, spectral theory of stationary random functions, and determination of optimal dynamical systems. The experimental methods for the determination of characteristics of random functions, method of envelopes, and some supplementary problems of the theory of random functions are also deliberated. This publication is intended for engineers and scientists who use the methods of the theory of probability in various branches of technology.
Download or read book Introduction to the Theory of Random Processes written by N. V. Krylov and published by American Mathematical Soc.. This book was released on with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations. Basics of discrete time martingales are also presented and then used in one way or another throughout the book. Another common feature of the main body of the book is using stochastic integration with respect to random orthogonal measures. In particular, it is used forspectral representation of trajectories of stationary processes and for proving that Gaussian stationary processes with rational spectral densities are components of solutions to stochastic equations. In the case of infinitely divisible processes, stochastic integration allows for obtaining arepresentation of trajectories through jump measures. The Ito stochastic integral is also introduced as a particular case of stochastic integrals with respect to random orthogonal measures. Although it is not possible to cover even a noticeable portion of the topics listed above in a short book, it is hoped that after having followed the material presented here, the reader will have acquired a good understanding of what kind of results are available and what kind of techniques are used toobtain them. With more than 100 problems included, the book can serve as a text for an introductory course on stochastic processes or for independent study. Other works by this author published by the AMS include, Lectures on Elliptic and Parabolic Equations in Holder Spaces and Introduction to the Theoryof Diffusion Processes.
Download or read book Correlation Theory of Stationary and Related Random Functions written by A. M. Yaglom and published by Springer. This book was released on 2011-10-06 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of random functions is a very important and advanced part of modem probability theory, which is very interesting from the mathematical point of view and has many practical applications. In applications, one has to deal particularly often with the special case of stationary random functions. Such functions naturally arise when one considers a series of observations x(t) which depend on the real-valued or integer-valued ar gument t ("time") and do not undergo any systematic changes, but only fluctuate in a disordered manner about some constant mean level. Such a time series x(t) must naturally be described statistically, and in that case the stationary random function is the most appropriate statistical model. Stationary time series constantly occur in nearly all the areas of modem technology (in particular, in electrical and radio engineering, electronics, and automatic control) as well as in all the physical and geophysical sciences, in many other ap mechanics, economics, biology and medicine, and also plied fields. One of the important trends in the recent development of science and engineering is the ever-increasing role of the fluctuation phenomena associated with the stationary disordered time series. Moreover, at present, more general classes of random functions related to a class of stationary random functions have also been appearing quite often in various applied studies and hence have acquired great practical importance.
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 Theory of Random Functions written by André Blanc-Lapierre and published by . This book was released on 1965 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Fractional Fields and Applications written by Serge Cohen and published by Springer Science & Business Media. This book was released on 2013-05-29 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses mainly on fractional Brownian fields and their extensions. It has been used to teach graduate students at Grenoble and Toulouse's Universities. It is as self-contained as possible and contains numerous exercises, with solutions in an appendix. After a foreword by Stéphane Jaffard, a long first chapter is devoted to classical results from stochastic fields and fractal analysis. A central notion throughout this book is self-similarity, which is dealt with in a second chapter with a particular emphasis on the celebrated Gaussian self-similar fields, called fractional Brownian fields after Mandelbrot and Van Ness's seminal paper. Fundamental properties of fractional Brownian fields are then stated and proved. The second central notion of this book is the so-called local asymptotic self-similarity (in short lass), which is a local version of self-similarity, defined in the third chapter. A lengthy study is devoted to lass fields with finite variance. Among these lass fields, we find both Gaussian fields and non-Gaussian fields, called Lévy fields. The Lévy fields can be viewed as bridges between fractional Brownian fields and stable self-similar fields. A further key issue concerns the identification of fractional parameters. This is the raison d'être of the statistics chapter, where generalized quadratic variations methods are mainly used for estimating fractional parameters. Last but not least, the simulation is addressed in the last chapter. Unlike the previous issues, the simulation of fractional fields is still an area of ongoing research. The algorithms presented in this chapter are efficient but do not claim to close the debate.
Download or read book Theory of Random Functions written by Lapierre A. Blanc and published by . This book was released on 1965 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Introduction to the Theory of Random Processes written by Iosif Ilʹich Gikhman and published by . This book was released on 1969 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book NIH Library Booklist written by and published by . This book was released on 1961 with total page 900 pages. Available in PDF, EPUB and Kindle. Book excerpt:
