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Author: Simeon Berman
Publisher:
ISBN: 9780203739211
Category : Electronic books
Languages : en
Pages :
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Book Description
"Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition."--Provided by publisher.
Author: Simeon Berman
Publisher:
ISBN: 9780203739211
Category : Electronic books
Languages : en
Pages :
Get Book Here
Book Description
"Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition."--Provided by publisher.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 15
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Book Description
The object of the study is to describe specific distributional and structural properties of functionals, and then formulate conditions on the finite-dimensional distributions of the process which are sufficient for these properties. It was shown how these conditions are related to the structures of classes of stochastic processes commonly arising in theoretical and applied probability.
Author: Simeon Berman
Publisher: CRC Press
ISBN: 1351415646
Category : Mathematics
Languages : en
Pages : 315
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Book Description
Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.
Author: Simeon M. Berman
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Khosrow Dehnad
Publisher: Springer
ISBN: 9780534090487
Category : Technology & Engineering
Languages : en
Pages : 0
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Book Description
In 1980, I received a grant from Aoyama-gakuin university to come to the United States to assist American Industry improve the quality of their products. In a small way this was to repay the help the US had given Japan after the war. In the summer of 1980, I visited the AT&T Bell Laboratories Quality Assurance Center, the organization that founded modern quality control. The result of my first summer at AT&T was an experiment with an orthogonal array design of size 18 (OA18) for optimization of an LSI fabrication process. As a measure of quality, the quantity "signal-ta-noise" ratio was to be optimized. Since then, this experi mental approach has been named "robust design" and has attracted the attention of both engineers and statisticians. My colleagues at Bell Laboratories have written several expository articles and a few theoretical papers on robust design from the viewpoint of statistics. Because so many people have asked for copies of these papers, it has been decided to publish them in a book form. This anthology is the result of these efforts. Despite the fact that quality engineering borrows some technical words from traditional design of experiments, the goals of quality engineering are different from those of statistics. For example, suppose there are two vendors. One vendor supplies products whose quality characteristic has a normal distribution with the mean on target (the desired value) and a certain standard deviation.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 2
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Book Description
The subjects of this research are certain probabilistic properties of real and vector valued random functions X(t), where t is a generalized time parameter taking values in a subset T of Euclidean space. The distributions of three functionals of the random function X are studied. For any Borel set A in the range, the sojourn time of X in A is defined as the measure of the subset of the points t in T such that X(t) belongs to A. The self-intersection set of X is the subset of the set of points (s, t) in the product space of T such that s = t and X(s) = X(t). Finally, for a real valued random function X, the extreme value is the functional equal to the maximum value of X on the domain T. The research is concerned with the determination of the distributions of these functionals under various hypotheses about the probabilistic structure of X. It is assumed here that the random function is Gaussian or Markovian. Stochastic process, Extreme value, Sojourn time, Local time, Limiting distribution, Self- intersections of paths, Gaussian process, Markov process.
Author: Simeon Berman
Publisher: Routledge
ISBN: 1351415638
Category : Mathematics
Languages : en
Pages : 318
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Book Description
Sojourns and Extremes of Stochastic Processes is a research monograph in the area of probability theory. During the past thirty years Berman has made many contributions to the theory of the extreme values and sojourn times of the sample functions of broad classes of stochastic processes. These processes arise in theoretical and applied models, and are presented here in a unified exposition.
Author: D N Shanbhag
Publisher: Gulf Professional Publishing
ISBN: 9780444500137
Category : Mathematics
Languages : en
Pages : 1028
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Book Description
This sequel to volume 19 of Handbook on Statistics on Stochastic Processes: Modelling and Simulation is concerned mainly with the theme of reviewing and, in some cases, unifying with new ideas the different lines of research and developments in stochastic processes of applied flavour. This volume consists of 23 chapters addressing various topics in stochastic processes. These include, among others, those on manufacturing systems, random graphs, reliability, epidemic modelling, self-similar processes, empirical processes, time series models, extreme value therapy, applications of Markov chains, modelling with Monte Carlo techniques, and stochastic processes in subjects such as engineering, telecommunications, biology, astronomy and chemistry. particular with modelling, simulation techniques and numerical methods concerned with stochastic processes. The scope of the project involving this volume as well as volume 19 is already clarified in the preface of volume 19. The present volume completes the aim of the project and should serve as an aid to students, teachers, researchers and practitioners interested in applied stochastic processes.
Author: Dmitrii S. Silvestrov
Publisher: Springer Science & Business Media
ISBN: 0857293907
Category : Mathematics
Languages : en
Pages : 408
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Book Description
This volume is the first to present a state-of-the-art overview of this field, with many results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast and technically demanding Russian literature in detail. Its coverage is thorough, streamlined and arranged according to difficulty.
Author: M. R. Leadbetter
Publisher: Springer Science & Business Media
ISBN: 1461254493
Category : Mathematics
Languages : en
Pages : 344
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Book Description
Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued.
