Random Summation

Random Summation PDF Author: Boris V. Gnedenko
Publisher: CRC Press
ISBN: 1000141179
Category : Mathematics
Languages : en
Pages : 282

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Book Description
This book provides an introduction to the asymptotic theory of random summation, combining a strict exposition of the foundations of this theory and recent results. It also includes a description of its applications to solving practical problems in hardware and software reliability, insurance, finance, and more. The authors show how practice interacts with theory, and how new mathematical formulations of problems appear and develop. Attention is mainly focused on transfer theorems, description of the classes of limit laws, and criteria for convergence of distributions of sums for a random number of random variables. Theoretical background is given for the choice of approximations for the distribution of stock prices or surplus processes. General mathematical theory of reliability growth of modified systems, including software, is presented. Special sections deal with doubling with repair, rarefaction of renewal processes, limit theorems for supercritical Galton-Watson processes, information properties of probability distributions, and asymptotic behavior of doubly stochastic Poisson processes. Random Summation: Limit Theorems and Applications will be of use to specialists and students in probability theory, mathematical statistics, and stochastic processes, as well as to financial mathematicians, actuaries, and to engineers desiring to improve probability models for solving practical problems and for finding new approaches to the construction of mathematical models.

Random Summation

Random Summation PDF Author: Boris V. Gnedenko
Publisher: CRC Press
ISBN: 1000141179
Category : Mathematics
Languages : en
Pages : 282

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Book Description
This book provides an introduction to the asymptotic theory of random summation, combining a strict exposition of the foundations of this theory and recent results. It also includes a description of its applications to solving practical problems in hardware and software reliability, insurance, finance, and more. The authors show how practice interacts with theory, and how new mathematical formulations of problems appear and develop. Attention is mainly focused on transfer theorems, description of the classes of limit laws, and criteria for convergence of distributions of sums for a random number of random variables. Theoretical background is given for the choice of approximations for the distribution of stock prices or surplus processes. General mathematical theory of reliability growth of modified systems, including software, is presented. Special sections deal with doubling with repair, rarefaction of renewal processes, limit theorems for supercritical Galton-Watson processes, information properties of probability distributions, and asymptotic behavior of doubly stochastic Poisson processes. Random Summation: Limit Theorems and Applications will be of use to specialists and students in probability theory, mathematical statistics, and stochastic processes, as well as to financial mathematicians, actuaries, and to engineers desiring to improve probability models for solving practical problems and for finding new approaches to the construction of mathematical models.

Random Knotting and Linking

Random Knotting and Linking PDF Author: Kenneth C. Millett
Publisher: World Scientific
ISBN: 9810220057
Category : Mathematics
Languages : en
Pages : 207

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Book Description
This volume includes both rigorous asymptotic results on the inevitability of random knotting and linking, and Monte Carlo simulations of knot probability at small lengths. The statistical mechanics and topology of surfaces on the d-dimensional simple cubic lattice are investigated. The energy of knots is studied both analytically and numerically. Vassiliev invariants are investigated and used in random knot simulations. A mutation scheme which leaves the Jones polynomial unaltered is described. Applications include the investigation of RNA secondary structure using Vassiliev invariants, and the direct experimental measurement of DNA knot probability as a function of salt concentration in random cyclization experiments on linear DNA molecules. The papers in this volume reflect the diversity of interest across science and mathematics in this subject, from topology to statistical mechanics to theoretical chemistry to wet-lab molecular biology.

Theory of Random Sets

Theory of Random Sets PDF Author: Ilya Molchanov
Publisher: Springer Science & Business Media
ISBN: 1846281504
Category : Mathematics
Languages : en
Pages : 501

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Book Description
This is the first systematic exposition of random sets theory since Matheron (1975), with full proofs, exhaustive bibliographies and literature notes Interdisciplinary connections and applications of random sets are emphasized throughout the book An extensive bibliography in the book is available on the Web at http://liinwww.ira.uka.de/bibliography/math/random.closed.sets.html, and is accompanied by a search engine

Theory of Random Functions

Theory of Random Functions PDF Author: V. S. Pugachev
Publisher: Elsevier
ISBN: 1483156257
Category : Technology & Engineering
Languages : en
Pages : 852

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Book Description
Theory of Random Functions and Its Application to Control Problems presents insights into a branch of probability theory, the theory of random functions, which studies and takes into account the effects of random factors on the functioning of control systems. The book does not require a high level of competency in the use of mathematical techniques and explains the basics of probability theory before focusing on the concepts of the theory of random functions. The selection also discusses in great detail the aspects of random functions and provides chapters that cover the determination and solution to problems of optimal systems. The text will be of value to telecommunications engineers, aeronautical engineers, meteorologists, seismologists, and other professionals engaged in applied sciences.

Probability and Random Processes for Electrical and Computer Engineers

Probability and Random Processes for Electrical and Computer Engineers PDF Author: John A. Gubner
Publisher: Cambridge University Press
ISBN: 1139457179
Category : Technology & Engineering
Languages : en
Pages : 4

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Book Description
The theory of probability is a powerful tool that helps electrical and computer engineers to explain, model, analyze, and design the technology they develop. The text begins at the advanced undergraduate level, assuming only a modest knowledge of probability, and progresses through more complex topics mastered at graduate level. The first five chapters cover the basics of probability and both discrete and continuous random variables. The later chapters have a more specialized coverage, including random vectors, Gaussian random vectors, random processes, Markov Chains, and convergence. Describing tools and results that are used extensively in the field, this is more than a textbook; it is also a reference for researchers working in communications, signal processing, and computer network traffic analysis. With over 300 worked examples, some 800 homework problems, and sections for exam preparation, this is an essential companion for advanced undergraduate and graduate students. Further resources for this title, including solutions (for Instructors only), are available online at www.cambridge.org/9780521864701.

Discrete Time Branching Processes in Random Environment

Discrete Time Branching Processes in Random Environment PDF Author: Götz Kersting
Publisher: John Wiley & Sons
ISBN: 1119473551
Category : Mathematics
Languages : en
Pages : 311

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Book Description
Branching processes are stochastic processes which represent the reproduction of particles, such as individuals within a population, and thereby model demographic stochasticity. In branching processes in random environment (BPREs), additional environmental stochasticity is incorporated, meaning that the conditions of reproduction may vary in a random fashion from one generation to the next. This book offers an introduction to the basics of BPREs and then presents the cases of critical and subcritical processes in detail, the latter dividing into weakly, intermediate, and strongly subcritical regimes.

Random Sketches of Buenos Ayres

Random Sketches of Buenos Ayres PDF Author:
Publisher:
ISBN:
Category : Argentina
Languages : en
Pages : 122

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Book Description
"... stories and drawings of a Scottish traveler who visits Buenos Aires and lives in estancias in the Buenos Aires countryside (Chascomús district); description of customs, gauchos, carts, stagecoaches, plants and animals ... To the series of drawings, the author adds explanatory notes where he gives details and observations that he collected on his trip through Argentina. The book is anonymous, although it was undoubtedly written by one of the many Scots who traveled to the Rio de la Plata in the 19th century."-- Antiquarian bookseller's description.

The Works of Tobias Smollett: Roderick Random, 1895-1900

The Works of Tobias Smollett: Roderick Random, 1895-1900 PDF Author: Tobias Smollett
Publisher:
ISBN:
Category :
Languages : en
Pages : 256

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Book Description


Random Reflections

Random Reflections PDF Author: John Leslie Powers
Publisher:
ISBN:
Category : American essays
Languages : en
Pages : 36

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Book Description


Branching Random Walks

Branching Random Walks PDF Author: Zhan Shi
Publisher: Springer
ISBN: 3319253727
Category : Mathematics
Languages : en
Pages : 143

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Book Description
Providing an elementary introduction to branching random walks, the main focus of these lecture notes is on the asymptotic properties of one-dimensional discrete-time supercritical branching random walks, and in particular, on extreme positions in each generation, as well as the evolution of these positions over time. Starting with the simple case of Galton-Watson trees, the text primarily concentrates on exploiting, in various contexts, the spinal structure of branching random walks. The notes end with some applications to biased random walks on trees.