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Author: Peter Müller
Publisher: Springer Nature
ISBN: 3030884864
Category : Science
Languages : en
Pages : 544
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Book Description
Our time is characterized by an explosive growth in the use of ever more complicated and sophisticated (computer) models. These models rely on dynamical systems theory for the interpretation of their results and on probability theory for the quantification of their uncertainties. A conscientious and intelligent use of these models requires that both these theories are properly understood. This book is to provide such understanding. It gives a unifying treatment of dynamical systems theory and probability theory. It covers the basic concepts and statements of these theories, their interrelations, and their applications to scientific reasoning and physics. The book stresses the underlying concepts and mathematical structures but is written in a simple and illuminating manner without sacrificing too much mathematical rigor. The book is aimed at students, post-docs, and researchers in the applied sciences who aspire to better understand the conceptual and mathematical underpinnings of the models that they use. Despite the peculiarities of any applied science, dynamics and probability are the common and indispensable tools in any modeling effort. The book is self-contained, with many technical aspects covered in appendices, but does require some basic knowledge in analysis, linear algebra, and physics. Peter Müller, now a professor emeritus at the University of Hawaii, has worked extensively on ocean and climate models and the foundations of complex system theories.
Author: Peter Müller
Publisher: Springer Nature
ISBN: 3030884864
Category : Science
Languages : en
Pages : 544
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Book Description
Our time is characterized by an explosive growth in the use of ever more complicated and sophisticated (computer) models. These models rely on dynamical systems theory for the interpretation of their results and on probability theory for the quantification of their uncertainties. A conscientious and intelligent use of these models requires that both these theories are properly understood. This book is to provide such understanding. It gives a unifying treatment of dynamical systems theory and probability theory. It covers the basic concepts and statements of these theories, their interrelations, and their applications to scientific reasoning and physics. The book stresses the underlying concepts and mathematical structures but is written in a simple and illuminating manner without sacrificing too much mathematical rigor. The book is aimed at students, post-docs, and researchers in the applied sciences who aspire to better understand the conceptual and mathematical underpinnings of the models that they use. Despite the peculiarities of any applied science, dynamics and probability are the common and indispensable tools in any modeling effort. The book is self-contained, with many technical aspects covered in appendices, but does require some basic knowledge in analysis, linear algebra, and physics. Peter Müller, now a professor emeritus at the University of Hawaii, has worked extensively on ocean and climate models and the foundations of complex system theories.
Author: Ionut Florescu
Publisher: John Wiley & Sons
ISBN: 111859309X
Category : Mathematics
Languages : en
Pages : 347
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Book Description
THE COMPLETE COLLECTION NECESSARY FOR A CONCRETE UNDERSTANDING OF PROBABILITY Written in a clear, accessible, and comprehensive manner, the Handbook of Probability presents the fundamentals of probability with an emphasis on the balance of theory, application, and methodology. Utilizing basic examples throughout, the handbook expertly transitions between concepts and practice to allow readers an inclusive introduction to the field of probability. The book provides a useful format with self-contained chapters, allowing the reader easy and quick reference. Each chapter includes an introduction, historical background, theory and applications, algorithms, and exercises. The Handbook of Probability offers coverage of: Probability Space Probability Measure Random Variables Random Vectors in Rn Characteristic Function Moment Generating Function Gaussian Random Vectors Convergence Types Limit Theorems The Handbook of Probability is an ideal resource for researchers and practitioners in numerous fields, such as mathematics, statistics, operations research, engineering, medicine, and finance, as well as a useful text for graduate students.
Author: Igor N. Kovalenko
Publisher: CRC Press
ISBN: 9780849328701
Category : Mathematics
Languages : en
Pages : 456
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Book Description
Devising and investigating random processes that describe mathematical models of phenomena is a major aspect of probability theory applications. Stochastic methods have penetrated into an unimaginably wide scope of problems encountered by researchers who need stochastic methods to solve problems and further their studies. This handbook supplies the knowledge you need on the modern theory of random processes. Packed with methods, Models of Random Processes: A Handbook for Mathematicians and Engineers presents definitions and properties on such widespread processes as Poisson, Markov, semi-Markov, Gaussian, and branching processes, and on special processes such as cluster, self-exiting, double stochastic Poisson, Gauss-Poisson, and extremal processes occurring in a variety of different practical problems. The handbook is based on an axiomatic definition of probability space, with strict definitions and constructions of random processes. Emphasis is placed on the constructive definition of each class of random processes, so that a process is explicitly defined by a sequence of independent random variables and can easily be implemented into the modelling. Models of Random Processes: A Handbook for Mathematicians and Engineers will be useful to researchers, engineers, postgraduate students and teachers in the fields of mathematics, physics, engineering, operations research, system analysis, econometrics, and many others.
Author: S. R. S. Varadhan
Publisher: American Mathematical Soc.
ISBN: 0821828525
Category : Mathematics
Languages : en
Pages : 178
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Book Description
This volume presents topics in probability theory covered during a first-year graduate course given at the Courant Institute of Mathematical Sciences. The necessary background material in measure theory is developed, including the standard topics, such as extension theorem, construction of measures, integration, product spaces, Radon-Nikodym theorem, and conditional expectation. In the first part of the book, characteristic functions are introduced, followed by the study of weak convergence of probability distributions. Then both the weak and strong limit theorems for sums of independent random variables are proved, including the weak and strong laws of large numbers, central limit theorems, laws of the iterated logarithm, and the Kolmogorov three series theorem. The first part concludes with infinitely divisible distributions and limit theorems for sums of uniformly infinitesimal independent random variables. The second part of the book mainly deals with dependent random variables, particularly martingales and Markov chains. Topics include standard results regarding discrete parameter martingales and Doob's inequalities. The standard topics in Markov chains are treated, i.e., transience, and null and positive recurrence. A varied collection of examples is given to demonstrate the connection between martingales and Markov chains. Additional topics covered in the book include stationary Gaussian processes, ergodic theorems, dynamic programming, optimal stopping, and filtering. A large number of examples and exercises is included. The book is a suitable text for a first-year graduate course in probability.
Author: B. Hasselblatt
Publisher: Elsevier
ISBN: 0080533442
Category : Mathematics
Languages : en
Pages : 1231
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Book Description
Volumes 1A and 1B. These volumes give a comprehensive survey of dynamics written by specialists in the various subfields of dynamical systems. The presentation attains coherence through a major introductory survey by the editors that organizes the entire subject, and by ample cross-references between individual surveys. The volumes are a valuable resource for dynamicists seeking to acquaint themselves with other specialties in the field, and to mathematicians active in other branches of mathematics who wish to learn about contemporary ideas and results dynamics. Assuming only general mathematical knowledge the surveys lead the reader towards the current state of research in dynamics. Volume 1B will appear 2005.
Author: John B. Thomas
Publisher: Springer Science & Business Media
ISBN: 1461386586
Category : Technology & Engineering
Languages : en
Pages : 257
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Book Description
This book was written for an introductory one-term course in probability. It is intended to provide the minimum background in probability that is necessary for students interested in applications to engineering and the sciences. Although it is aimed primarily at upperclassmen and beginning graduate students, the only prere quisite is the standard calculus course usually required of under graduates in engineering and science. Most beginning students will have some intuitive notions of the meaning of probability based on experiences involving, for example, games of chance. This book develops from these notions a set of precise and ordered concepts comprising the elementary theory of probability. An attempt has been made to state theorems carefully, but the level of the proofs varies greatly from formal arguments to appeals to intuition. The book is in no way intended as a substi tu te for a rigorous mathematical treatment of probability. How ever, some small amount of the language of formal mathematics is used, so that the student may become better prepared (at least psychologically) either for more formal courses or for study of the literature. Numerous examples are provided throughout the book. Many of these are of an elementary nature and are intended merely to illustrate textual material. A reasonable number of problems of varying difficulty are provided. Instructors who adopt the text for classroom use may obtain a Solutions Manual for all of the problems by writing to the author.
Author: Haym Benaroya
Publisher: CRC Press
ISBN: 1439850151
Category : Mathematics
Languages : en
Pages : 765
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Book Description
Now in its second edition, Probabilistic Models for Dynamical Systems expands on the subject of probability theory. Written as an extension to its predecessor, this revised version introduces students to the randomness in variables and time dependent functions, and allows them to solve governing equations.Introduces probabilistic modeling and explo
Author: Pijush Samui
Publisher: Butterworth-Heinemann
ISBN: 0128165464
Category : Computers
Languages : en
Pages : 590
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Book Description
Handbook of Probabilistic Models carefully examines the application of advanced probabilistic models in conventional engineering fields. In this comprehensive handbook, practitioners, researchers and scientists will find detailed explanations of technical concepts, applications of the proposed methods, and the respective scientific approaches needed to solve the problem. This book provides an interdisciplinary approach that creates advanced probabilistic models for engineering fields, ranging from conventional fields of mechanical engineering and civil engineering, to electronics, electrical, earth sciences, climate, agriculture, water resource, mathematical sciences and computer sciences. Specific topics covered include minimax probability machine regression, stochastic finite element method, relevance vector machine, logistic regression, Monte Carlo simulations, random matrix, Gaussian process regression, Kalman filter, stochastic optimization, maximum likelihood, Bayesian inference, Bayesian update, kriging, copula-statistical models, and more. Explains the application of advanced probabilistic models encompassing multidisciplinary research Applies probabilistic modeling to emerging areas in engineering Provides an interdisciplinary approach to probabilistic models and their applications, thus solving a wide range of practical problems
Author: Richard Stevens Burington
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 462
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Book Description
Author: Malempati M. Rao
Publisher: Springer Science & Business Media
ISBN: 0387277307
Category : Mathematics
Languages : en
Pages : 537
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Book Description
This is a revised and expanded edition of a successful graduate and reference text. The book is designed for a standard graduate course on probability theory, including some important applications. The new edition offers a detailed treatment of the core area of probability, and both structural and limit results are presented in detail. Compared to the first edition, the material and presentation are better highlighted; each chapter is improved and updated.
