Download or read book Some Properties of a Special Class of Self Similar Processes written by Jiann-Hua Lou and published by . This book was released on 1983 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistics for Long Memory Processes written by Jan Beran and published by Routledge. This book was released on 2017-11-22 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasizes basic principles and practical applications and provides an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows readers to view statistical approaches in a practical context. Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed. This feature allows the practitioner to apply long memory processes in daily data analysis. For newcomers to the area, the first three chapters provide the basic knowledge necessary for understanding the remainder of the material. To promote selective reading, the author presents the chapters independently. Combining essential methodologies with real-life applications, this outstanding volume is and indispensable reference for statisticians and scientists who analyze data with long-range dependence.

Download or read book Stable Non Gaussian Random Processes written by Gennady Samoradnitsky and published by Routledge. This book was released on 2017-11-22 with total page 662 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book serves as a standard reference, making this area accessible not only to researchers in probability and statistics, but also to graduate students and practitioners. The book assumes only a first-year graduate course in probability. Each chapter begins with a brief overview and concludes with a wide range of exercises at varying levels of difficulty. The authors supply detailed hints for the more challenging problems, and cover many advances made in recent years.

Download or read book Mark Kac Seminar on Probability and Physics written by Frank Hollander and published by . This book was released on 1992 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Self Similar Processes in Telecommunications written by Oleg Sheluhin and published by John Wiley & Sons. This book was released on 2007-03-13 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: For the first time the problems of voice services self-similarity are discussed systematically and in detail with specific examples and illustrations. Self-Similar Processes in Telecommunications considers the self-similar (fractal and multifractal) models of telecommunication traffic and efficiency based on the assumption that its traffic has fractal or multifractal properties (is self-similar). The theoretical aspects of the most well-known traffic models demonstrating self-similar properties are discussed in detail and the comparative analysis of the different models’ efficiency for self-similar traffic is presented. This book demonstrates how to use self-similar processes for designing new telecommunications systems and optimizing existing networks so as to achieve maximum efficiency and serviceability. The approach is rooted in theory, describing the algorithms (the logical arithmetical or computational procedures that define how a task is performed) for modeling these self-similar processes. However, the language and ideas are essentially accessible for those who have a general knowledge of the subject area and the advice is highly practical: all models, problems and solutions are illustrated throughout using numerous real-world examples. Adopts a detailed, theoretical, yet broad-based and practical mathematical approach for designing and operating numerous types of telecommunications systems and networks so as to achieve maximum efficiency Places the subject in context, describing the current algorithms that make up the fractal or self-similar processes while pointing to the future development of the technology Offers a comparative analysis of the different types of self-similar process usage within the context of local area networks, wide area networks and in the modeling of video traffic and mobile communications networks Describes how mathematical models are used as a basis for building numerous types of network, including voice, audio, data, video, multimedia services and IP (Internet Protocol) telephony The book will appeal to the wide range of specialists dealing with the design and exploitation of telecommunication systems. It will be useful for the post-graduate students, lecturers and researchers connected with communication networks disciplines.

Download or read book Actes de la Session written by International Statistical Institute and published by . This book was released on 1987 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Journal of Mathematical Sciences the University of Tokyo written by and published by . This book was released on 2005 with total page 692 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Performance Evaluation of Complex Systems Techniques and Tools written by Maria Carla Calzarossa and published by Springer. This book was released on 2003-08-02 with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the tutorial lectures given by leading experts in the area at the IFIP WG 7.3 International Symposium on Computer Modeling, Measurement and Evaluation, Performance 2002, held in Rome, Italy in September 2002.The survey papers presented are devoted to theoretical and methodological advances in performance and reliability evaluation as well as new perspectives in the major application fields. Modeling and verification issues, solution methods, workload characterization, and benchmarking are addressed from the methodological point of view. Among the applications dealt with are hardware and software architectures, wired and wireless networks, grid environments, Web services, and real-time voice and video processing.This book is intended to serve as a state-of-the-art survey and reference for students, scientists, and engineers active in the area of performance and reliability evaluation.

Download or read book Current Index to Statistics Applications Methods and Theory written by and published by . This book was released on 1999 with total page 948 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Download or read book Long Range Dependent Processes Theory and Applications written by Ming Li and published by Frontiers Media SA. This book was released on 2022-12-05 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Wavelets and Fractals in Earth System Sciences written by E. Chandrasekhar and published by Taylor & Francis. This book was released on 2013-11-20 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject of wavelet analysis and fractal analysis is fast developing and has drawn a great deal of attention in varied disciplines of science and engineering. Over the past couple of decades, wavelets, multiresolution, and multifractal analyses have been formalized into a thorough mathematical framework and have found a variety of applications with significant impact in several branches of earth system sciences. Wavelets and Fractals in Earth System Sciences highlights the role of advanced data processing techniques in present-day research in various fields of earth system sciences. The book consists of ten chapters, providing a well-balanced blend of information about the role of wavelets, fractals, and multifractal analyses with the latest examples of their application in various research fields. By combining basics with advanced material, this book introduces concepts as needed and serves as an excellent introductory material and also as an advanced reference text for students and researchers.

Download or read book Change Of Time And Change Of Measure Second Edition written by Ole E Barndorff-nielsen and published by World Scientific Publishing Company. This book was released on 2015-05-07 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: Change of Time and Change of Measure provides a comprehensive account of two topics that are of particular significance in both theoretical and applied stochastics: random change of time and change of probability law.Random change of time is key to understanding the nature of various stochastic processes, and gives rise to interesting mathematical results and insights of importance for the modeling and interpretation of empirically observed dynamic processes. Change of probability law is a technique for solving central questions in mathematical finance, and also has a considerable role in insurance mathematics, large deviation theory, and other fields.The book comprehensively collects and integrates results from a number of scattered sources in the literature and discusses the importance of the results relative to the existing literature, particularly with regard to mathematical finance.In this Second Edition a Chapter 13 entitled 'A Wider View' has been added. This outlines some of the developments that have taken place in the area of Change of Time and Change of Measure since the publication of the First Edition. Most of these developments have their root in the study of the Statistical Theory of Turbulence rather than in Financial Mathematics and Econometrics, and they form part of the new research area termed 'Ambit Stochastics'.

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1992 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Random Fragmentation and Coagulation Processes written by Jean Bertoin and published by Cambridge University Press. This book was released on 2006-08-10 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fragmentation and coagulation are two natural phenomena that can be observed in many sciences and at a great variety of scales - from, for example, DNA fragmentation to formation of planets by accretion. This book, by the author of the acclaimed Lévy Processes, is the first comprehensive theoretical account of mathematical models for situations where either phenomenon occurs randomly and repeatedly as time passes. This self-contained treatment develops the models in a way that makes recent developments in the field accessible. Each chapter ends with a comments section in which important aspects not discussed in the main part of the text (often because the discussion would have been too technical and/or lengthy) are addressed and precise references are given. Written for readers with a solid background in probability, its careful exposition allows graduate students, as well as working mathematicians, to approach the material with confidence.

Download or read book Performance of Communication Systems written by Alexander Ost and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on both theoretical investigations and industrial experience, this book provides an extensive approach to support the planning and optimization process for modern communication networks. The book contains a thorough survey and a detailed comparison of state-of-the-art numerical algorithms in the matrix-geometric field.

Download or read book Naval Research Reviews written by and published by . This book was released on 1988 with total page 1116 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Physics and Speculative Philosophy written by Timothy E. Eastman and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-02-22 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: Through both an historical and philosophical analysis of the concept of possibility, we show how including both potentiality and actuality as part of the real is both compatible with experience and contributes to solving key problems of fundamental process and emergence. The book is organized into four main sections that incorporate our routes to potentiality: (1) potentiality in modern science [history and philosophy; quantum physics and complexity]; (2) Relational Realism [ontological interpretation of quantum physics; philosophy and logic]; (3) Process Physics [ontological interpretation of relativity theory; physics and philosophy]; (4) on speculative philosophy and physics [limitations and approximations; process philosophy]. We conclude that certain fundamental problems in modern physics require complementary analyses of certain philosophical and metaphysical issues, and that such scholarship reveals intrinsic features and limits of determinism, potentiality and emergence that enable, among others, important progress on the quantum theory of measurement problem and new understandings of emergence.