Download or read book Stationary Sequences and Random Fields written by Murray Rosenblatt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book has a dual purpose. One of these is to present material which selec tively will be appropriate for a quarter or semester course in time series analysis and which will cover both the finite parameter and spectral approach. The second object is the presentation of topics of current research interest and some open questions. I mention these now. In particular, there is a discussion in Chapter III of the types of limit theorems that will imply asymptotic nor mality for covariance estimates and smoothings of the periodogram. This dis cussion allows one to get results on the asymptotic distribution of finite para meter estimates that are broader than those usually given in the literature in Chapter IV. A derivation of the asymptotic distribution for spectral (second order) estimates is given under an assumption of strong mixing in Chapter V. A discussion of higher order cumulant spectra and their large sample properties under appropriate moment conditions follows in Chapter VI. Probability density, conditional probability density and regression estimates are considered in Chapter VII under conditions of short range dependence. Chapter VIII deals with a number of topics. At first estimates for the structure function of a large class of non-Gaussian linear processes are constructed. One can determine much more about this structure or transfer function in the non-Gaussian case than one can for Gaussian processes. In particular, one can determine almost all the phase information.
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 Random Functions and Turbulence written by S. Panchev and published by Elsevier. This book was released on 2016-10-27 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: International Series of Monographs in Natural Philosophy, Volume 32: Random Functions and Turbulence focuses on the use of random functions as mathematical methods. The manuscript first offers information on the elements of the theory of random functions. Topics include determination of statistical moments by characteristic functions; functional transformations of random variables; multidimensional random variables with spherical symmetry; and random variables and distribution functions. The book then discusses random processes and random fields, including stationarity and ergodicity of random processes; influence of finiteness of the interval of averaging; scalar and vector random fields; and statistical moments. The text takes a look at the statistical theory of turbulence. Topics include turbulence with very large Reynolds numbers; emergence of turbulent motion; and energy spectrum in isothermal turbulent shear flow. The book also discusses small-scale and large-scale atmospheric turbulence and applications to numerical weather analysis and prediction. The manuscript is a vital source of data for readers interested in random theory.
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 Topological Complexity of Smooth Random Functions written by Robert Adler and published by Springer. This book was released on 2011-05-16 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes, based on lectures delivered in Saint Flour, provide an easy introduction to the authors’ 2007 Springer monograph “Random Fields and Geometry.” While not as exhaustive as the full monograph, they are also less exhausting, while still covering the basic material, typically at a more intuitive and less technical level. They also cover some more recent material relating to random algebraic topology and statistical applications. The notes include an introduction to the general theory of Gaussian random fields, treating classical topics such as continuity and boundedness. This is followed by a quick review of geometry, both integral and Riemannian, with an emphasis on tube formulae, to provide the reader with the material needed to understand and use the Gaussian kinematic formula, the main result of the notes. This is followed by chapters on topological inference and random algebraic topology, both of which provide applications of the main results.
Download or read book Stochastic Dynamics of Structures written by Jie Li and published by John Wiley & Sons. This book was released on 2009-07-23 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Stochastic Dynamics of Structures, Li and Chen present a unified view of the theory and techniques for stochastic dynamics analysis, prediction of reliability, and system control of structures within the innovative theoretical framework of physical stochastic systems. The authors outline the fundamental concepts of random variables, stochastic process and random field, and orthogonal expansion of random functions. Readers will gain insight into core concepts such as stochastic process models for typical dynamic excitations of structures, stochastic finite element, and random vibration analysis. Li and Chen also cover advanced topics, including the theory of and elaborate numerical methods for probability density evolution analysis of stochastic dynamical systems, reliability-based design, and performance control of structures. Stochastic Dynamics of Structures presents techniques for researchers and graduate students in a wide variety of engineering fields: civil engineering, mechanical engineering, aerospace and aeronautics, marine and offshore engineering, ship engineering, and applied mechanics. Practicing engineers will benefit from the concise review of random vibration theory and the new methods introduced in the later chapters. "The book is a valuable contribution to the continuing development of the field of stochastic structural dynamics, including the recent discoveries and developments by the authors of the probability density evolution method (PDEM) and its applications to the assessment of the dynamic reliability and control of complex structures through the equivalent extreme-value distribution." —A. H-S. Ang, NAE, Hon. Mem. ASCE, Research Professor, University of California, Irvine, USA "The authors have made a concerted effort to present a responsible and even holistic account of modern stochastic dynamics. Beyond the traditional concepts, they also discuss theoretical tools of recent currency such as the Karhunen-Loeve expansion, evolutionary power spectra, etc. The theoretical developments are properly supplemented by examples from earthquake, wind, and ocean engineering. The book is integrated by also comprising several useful appendices, and an exhaustive list of references; it will be an indispensable tool for students, researchers, and practitioners endeavoring in its thematic field." —Pol Spanos, NAE, Ryon Chair in Engineering, Rice University, Houston, USA
Download or read book Hydro Environmental Analysis written by James L. Martin and published by CRC Press. This book was released on 2013-12-04 with total page 5742 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on fundamental principles, Hydro-Environmental Analysis: Freshwater Environments presents in-depth information about freshwater environments and how they are influenced by regulation. It provides a holistic approach, exploring the factors that impact water quality and quantity, and the regulations, policy and management methods that are necessary to maintain this vital resource. It offers a historical viewpoint as well as an overview and foundation of the physical, chemical, and biological characteristics affecting the management of freshwater environments. The book concentrates on broad and general concepts, providing an interdisciplinary foundation. The author covers the methods of measurement and classification; chemical, physical, and biological characteristics; indicators of ecological health; and management and restoration. He also considers common indicators of environmental health; characteristics and operations of regulatory control structures; applicable laws and regulations; and restoration methods. The text delves into rivers and streams in the first half and lakes and reservoirs in the second half. Each section centers on the characteristics of those systems and methods of classification, and then moves on to discuss the physical, chemical, and biological characteristics of each. In the section on lakes and reservoirs, it examines the characteristics and operations of regulatory structures, and presents the methods commonly used to assess the environmental health or integrity of these water bodies. It also introduces considerations for restoration, and presents two unique aquatic environments: wetlands and reservoir tailwaters. Written from an engineering perspective, the book is an ideal introduction to the aquatic and limnological sciences for students of environmental science, as well as students of environmental engineering. It also serves as a reference for engineers and scientists involved in the management, regulation, or restoration of freshwater environments.
Download or read book Mechanics of Structures and Materials XXIV written by Hong Hao and published by CRC Press. This book was released on 2019-08-08 with total page 1966 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mechanics of Structures and Materials: Advancements and Challenges is a collection of peer-reviewed papers presented at the 24th Australasian Conference on the Mechanics of Structures and Materials (ACMSM24, Curtin University, Perth, Western Australia, 6-9 December 2016). The contributions from academics, researchers and practising engineers from Australasian, Asia-pacific region and around the world, cover a wide range of topics, including: • Structural mechanics • Computational mechanics • Reinforced and prestressed concrete structures • Steel structures • Composite structures • Civil engineering materials • Fire engineering • Coastal and offshore structures • Dynamic analysis of structures • Structural health monitoring and damage identification • Structural reliability analysis and design • Structural optimization • Fracture and damage mechanics • Soil mechanics and foundation engineering • Pavement materials and technology • Shock and impact loading • Earthquake loading • Traffic and other man-made loadings • Wave and wind loading • Thermal effects • Design codes Mechanics of Structures and Materials: Advancements and Challenges will be of interest to academics and professionals involved in Structural Engineering and Materials Science.
Download or read book Statistical Dynamics and Reliability Theory for Mechanical Structures written by Valery A. Svetlitsky and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: The monograph text is based on lectures delivered by author during many years for students of Applied Iechanics Department of Bauman Ioscow State Technical University. The monograph includes also analitical results of scientific research obtained in collaboration with industry. Progress in developing new equipment has called for a better understand ing of the physical peculiarities pertaining to the action of designed structures in real conditions. This is necessary for increasing the accuracy of the analysis and making these structures more reliable. It has been found that classical determined perturbations are not principal and that determinism-based methods of classical mechanics prove insufficient for understanding and explaining physical effects that arise at the operation of instruments located on moving objects, the vibration of rocket engines, the motion of a vehicle, and the action of wind and seismic loads. Therefore the necessity arose for devising a new physical model to analyze these dynamic processes and, in particular, for creating a new mathematical apparatus that would allow us to take into account non-deterministic external excitations. The theory of random processes that had been developed well enough as applied to problems of radio engineering and automatic control, where the effect produced by random excitations appeared to be commensurable with that of deterministic excitations and where the ignoring of the random ex citations would bring about incorrect results, became such an apparatus.
Download or read book Statistical Mechanics for the Liquid State written by Jean-Louis Bretonnet and published by Cambridge Scholars Publishing. This book was released on 2020-09-18 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt: In a simple and accessible form, this book presents a unified approach to the physics of the liquid state, both in and out of equilibrium. It discerns, behind the seemingly anarchistic proliferation of phenomena observable in the liquid state, the sequence of causes and effects and, where appropriate, the underlying rules that preside over the general principles. The book begins by introducing the fundamental concepts of statistical mechanics, such as classical and quantum mechanics, probability theory, and the kinetic theory of gases, before moving on to discuss theoretical methods in order to contextualise the study of liquids. The last final section is devoted to ordering in complex fluids. It includes detailed technical notes and explicit calculations, and will appeal to graduate students in physics and chemistry. It will also be of interest the reader interested in statistical mechanics and their application to the physics of dense matter. This book will certainly become an indispensable reference for students and researchers who wish to become familiar with a multifaceted process looking towards new horizons.
Download or read book Laser Beam Propagation Through Random Media written by Larry C. Andrews and published by SPIE-International Society for Optical Engineering. This book was released on 2005 with total page 820 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since publication of the first edition of this text in 1998, there have been several new, important developments in the theory of beam wave propagation through a random medium, which have been incorporated into this second edition. Also new to this edition are models for the scintillation index under moderate-to-strong irradiance fluctuations; models for aperture averaging based on ABCD ray matrices; beam wander and its effects on scintillation; theory of partial coherence of the source; models of rough targets for ladar applications; phase fluctuations; analysis of other beam shapes; plus expanded analysis of free-space optical communication systems and imaging systems.
Download or read book Environmental Monitoring written by Ema Ekundayo and published by BoD – Books on Demand. This book was released on 2011-11-04 with total page 542 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Environmental Monitoring" is a book designed by InTech - Open Access Publisher in collaboration with scientists and researchers from all over the world. The book is designed to present recent research advances and developments in the field of environmental monitoring to a global audience of scientists, researchers, environmental educators, administrators, managers, technicians, students, environmental enthusiasts and the general public. The book consists of a series of sections and chapters addressing topics like the monitoring of heavy metal contaminants in varied environments, biolgical monitoring/ecotoxicological studies; and the use of wireless sensor networks/Geosensor webs in environmental monitoring.
Download or read book Wind and Seismic Effects written by United States-Japan Cooperative Program in Natural Resources. Panel on Wind and Seismic Effects and published by . This book was released on 1976 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Wind and Seismic Effects written by United States-Japan Cooperative Program in Natural Resources. Joint Panel Conference and published by . This book was released on 1976 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Geostatistics Tr ia 92 written by A.O. Soares and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 1097 pages. Available in PDF, EPUB and Kindle. Book excerpt: The contributions in this book were presented at the Fourth International Geostatistics Congress held in Tróia, Portugal, in September 1992. They provide a comprehensive account of the current state of the art of geostatistics, including recent theoretical developments and new applications. In particular, readers will find descriptions and applications of the more recent methods of stochastic simulation together with data integration techniques applied to the modelling of hydrocabon reservoirs. In other fields there are stationary and non-stationary geostatistical applications to geology, climatology, pollution control, soil science, hydrology and human sciences. The papers also provide an insight into new trends in geostatistics particularly the increasing interaction with many other scientific disciplines. This book is a significant reference work for practitioners of geostatistics both in academia and industry.
Download or read book Adaptive Optics for Astronomy written by D.M. Alloin and published by Springer Science & Business Media. This book was released on 1994-03-31 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: The blossoming of adaptive optical techniques has brought about a revolution in the field of astronomical observation. Coupled with the new generation of large, ground-based telescopes, it allows us to achieve an unprecendented angular resolution in the analysis of faint astronomical sources at optical wavelengths. This book provides the basic concepts of adaptive optics, discusses the possible instrumental strategies and the state-of-the-art technical achievements of this development and presents the key astrophysical programs which will most benefit from it. Over fifteen well-known experts have contributed to making this volume a comprehensive one, with steady progression as well as full coverage of the various aspects of the field. Students graduating in optical sciences and astrophysics, astronomers, engineers interested in atmospheric turbulence compensation will find this book a reference text on the subject.
Download or read book Average Case Analysis of Numerical Problems written by Klaus Ritter and published by Springer. This book was released on 2007-05-06 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: The average-case analysis of numerical problems is the counterpart of the more traditional worst-case approach. The analysis of average error and cost leads to new insight on numerical problems as well as to new algorithms. The book provides a survey of results that were mainly obtained during the last 10 years and also contains new results. The problems under consideration include approximation/optimal recovery and numerical integration of univariate and multivariate functions as well as zero-finding and global optimization. Background material, e.g. on reproducing kernel Hilbert spaces and random fields, is provided.
