Selected Papers on Noise and Stochastic Processes PDF Download
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Author: Nelson Wax
Publisher: Courier Corporation
ISBN: 0486798267
Category : Technology & Engineering
Languages : en
Pages : 355
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Book Description
Six classic papers, selected to meet the needs of physicists, applied mathematicians, and engineers, include contributions by S. Chandrasekhar, G. E. Uhlenbeck, L. S. Ornstein, Ming Chen Wang, others. 1954 edition.
Author: Nelson Wax
Publisher: Courier Corporation
ISBN: 0486798267
Category : Technology & Engineering
Languages : en
Pages : 355
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Book Description
Six classic papers, selected to meet the needs of physicists, applied mathematicians, and engineers, include contributions by S. Chandrasekhar, G. E. Uhlenbeck, L. S. Ornstein, Ming Chen Wang, others. 1954 edition.
Author: R.L. Stratonovich
Publisher: CRC Press
ISBN: 9780677007908
Category : Mathematics
Languages : en
Pages : 348
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Book Description
In two main sections, this volume covers peaks of random functions and the effects of noise on relays and nonlinear self-excited oscillations in the presence of noise. Includes bibliographic references and index.
Author: Kurt Jacobs
Publisher: Cambridge University Press
ISBN: 1139486799
Category : Science
Languages : en
Pages : 203
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Book Description
Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.
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.
Author: Michiel Hazewinkel
Publisher: Springer Science & Business Media
ISBN: 9401512337
Category : Mathematics
Languages : en
Pages : 543
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Book Description
This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fme subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.
Author: R. J. Adler
Publisher: Springer Science & Business Media
ISBN: 0387481168
Category : Mathematics
Languages : en
Pages : 455
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Book Description
This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.
Author: Narahari Umanath Prabhu
Publisher: World Scientific
ISBN: 9812706267
Category : Mathematics
Languages : en
Pages : 356
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Book Description
Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.
Author: A. M. Yaglom
Publisher: Courier Corporation
ISBN: 9780486495712
Category : Mathematics
Languages : en
Pages : 258
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Book Description
This two-part treatment covers the general theory of stationary random functions and the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes. Beginning with the simplest concepts, it covers the correlation function, the ergodic theorem, homogenous random fields, and general rational spectral densities, among other topics. Numerous examples appear throughout the text, with emphasis on the physical meaning of mathematical concepts. Although rigorous in its treatment, this is essentially an introduction, and the sole prerequisites are a rudimentary knowledge of probability and complex variable theory. 1962 edition.
Author: Jet Propulsion Laboratory (U.S.)
Publisher:
ISBN:
Category : Space flight
Languages : en
Pages : 252
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Book Description
Author: B. Kollmeier
Publisher: Springer Science & Business Media
ISBN: 3540730087
Category : Medical
Languages : en
Pages : 553
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Book Description
Hearing – From Sensory Processing to Perception presents the papers of the latest “International Symposium on Hearing”, a meeting held every three years focusing on psychoacoustics and the research of the physiological mechanisms underlying auditory perception. The proceedings provide an up-to-date report on the status of the field of research into hearing and auditory functions. The 59 chapters treat topics such as: the physiological representation of temporal and spectral stimulus properties as a basis for the perception of modulation patterns, pitch and signal intensity; spatial hearing and the physiological mechanisms of binaural processing in mammals; integration of the different stimulus features into auditory scene analysis; physiological mechanisms related to the formation of auditory objects; speech perception; and limitations of auditory perception resulting from hearing disorders.
