Ergodic Properties of Poisson Processes with Almost Periodic Intensity

Ergodic Properties of Poisson Processes with Almost Periodic Intensity PDF Author: Tomasz Rolski
Publisher:
ISBN:
Category :
Languages : en
Pages : 58

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Ergodic Properties of Poisson Processes with Almost Periodic Intensity

Ergodic Properties of Poisson Processes with Almost Periodic Intensity PDF Author: Tomasz Rolski
Publisher:
ISBN:
Category :
Languages : en
Pages : 58

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Book Description


Point Processes and Their Statistical Inference

Point Processes and Their Statistical Inference PDF Author: Alan Karr
Publisher: Routledge
ISBN: 1351423827
Category : Mathematics
Languages : en
Pages : 524

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Book Description
First Published in 2017. Routledge is an imprint of Taylor & Francis, an Informa company.

Statistical Theory and Method Abstracts

Statistical Theory and Method Abstracts PDF Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 1070

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Mathematical Reviews

Mathematical Reviews PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 828

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Current Index to Statistics, Applications, Methods and Theory

Current Index to Statistics, Applications, Methods and Theory PDF Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 948

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Book Description
The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Scientific and Technical Aerospace Reports

Scientific and Technical Aerospace Reports PDF Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 652

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Book Description
Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

Stochastic Processes and Applications

Stochastic Processes and Applications PDF Author: Grigorios A. Pavliotis
Publisher: Springer
ISBN: 1493913239
Category : Mathematics
Languages : en
Pages : 345

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Book Description
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

Random Processes for Engineers

Random Processes for Engineers PDF Author: Bruce Hajek
Publisher: Cambridge University Press
ISBN: 1316241246
Category : Technology & Engineering
Languages : en
Pages : 429

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Book Description
This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: • Calculus of random processes in linear systems • Kalman and Wiener filtering • Hidden Markov models for statistical inference • The estimation maximization (EM) algorithm • An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book).

High-Dimensional Probability

High-Dimensional Probability PDF Author: Roman Vershynin
Publisher: Cambridge University Press
ISBN: 1108415199
Category : Business & Economics
Languages : en
Pages : 299

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Book Description
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

An Introduction to the Theory of Point Processes

An Introduction to the Theory of Point Processes PDF Author: D.J. Daley
Publisher: Springer Science & Business Media
ISBN: 0387215646
Category : Mathematics
Languages : en
Pages : 487

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Book Description
Point processes and random measures find wide applicability in telecommunications, earthquakes, image analysis, spatial point patterns, and stereology, to name but a few areas. The authors have made a major reshaping of their work in their first edition of 1988 and now present their Introduction to the Theory of Point Processes in two volumes with sub-titles Elementary Theory and Models and General Theory and Structure. Volume One contains the introductory chapters from the first edition, together with an informal treatment of some of the later material intended to make it more accessible to readers primarily interested in models and applications. The main new material in this volume relates to marked point processes and to processes evolving in time, where the conditional intensity methodology provides a basis for model building, inference, and prediction. There are abundant examples whose purpose is both didactic and to illustrate further applications of the ideas and models that are the main substance of the text.