Models Of Random Processes

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Models Of Random Processes

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Author : Igor N. Kovalenko
language : en
Publisher: CRC Press
Release Date : 1996-07-08

Models Of Random Processes written by Igor N. Kovalenko and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-07-08 with Mathematics categories.

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.

Modeling Random Processes For Engineers And Managers

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Author : James J. Solberg
language : en
Publisher: John Wiley & Sons
Release Date : 2008-12-22

Modeling Random Processes For Engineers And Managers written by James J. Solberg and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-22 with Technology & Engineering categories.

Modeling Random Processes for Engineers and Managers provides students with a "gentle" introduction to stochastic processes, emphasizing full explanations and many examples rather than formal mathematical theorems and proofs. The text offers an accessible entry into a very useful and versatile set of tools for dealing with uncertainty and variation. Many practical examples of models, as well as complete explanations of the thought process required to create them, motivate the presentation of the computational methods. In addition, the text contains a previously unpublished computational approach to solving many of the equations that occur in Markov processes. Modeling Random Processes is intended to serve as an introduction, but more advanced students can use the case studies and problems to expand their understanding of practical uses of the theory.

Exploring Probability And Random Processes Using Matlab

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Author : Roshan Trivedi
language : en
Publisher: Educohack Press
Release Date : 2025-02-20

Exploring Probability And Random Processes Using Matlab written by Roshan Trivedi and has been published by Educohack Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-02-20 with Science categories.

"Exploring Probability and Random Processes Using MATLAB®" offers a comprehensive guide to probability theory, stochastic processes, and their practical applications, focusing on intuitive understanding and MATLAB implementation. This book provides readers with a solid foundation in probability and stochastic processes while equipping them with tools and techniques for real-world scenarios. We begin with an introduction to probability theory, covering random variables, probability distributions, and statistical measures. Readers learn how to analyze and interpret uncertainty, make probabilistic predictions, and understand statistical inference principles. Moving on to stochastic processes, we explore discrete-time and continuous-time processes, Markov chains, and other key concepts. Practical examples and MATLAB code snippets illustrate essential concepts and demonstrate their implementation in MATLAB. One distinguishing feature is the emphasis on intuitive understanding and practical application. Complex mathematical concepts are explained clearly and accessibly, making the material approachable for readers with varying mathematical backgrounds. MATLAB examples provide hands-on experience and develop proficiency in using MATLAB for probability and stochastic processes analysis. Whether you're a student building a foundation in probability theory and stochastic processes, a researcher seeking practical data analysis tools, or a practitioner in engineering or finance, this book will provide the knowledge and skills needed to succeed. With a blend of theoretical insights and practical applications, "Exploring Probability and Random Processes Using MATLAB®" is an invaluable resource.

Numerical Modelling Of Random Processes And Fields

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Author : V. A. Ogorodnikov
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2018-11-05

Numerical Modelling Of Random Processes And Fields written by V. A. Ogorodnikov and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-05 with Mathematics categories.

No detailed description available for "Numerical Modelling of Random Processes and Fields".

Random Processes By Example

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Author : Mikhail Lifshits
language : en
Publisher: World Scientific
Release Date : 2014

Random Processes By Example written by Mikhail Lifshits and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Mathematics categories.

This volume first introduces the mathematical tools necessary for understanding and working with a broad class of applied stochastic models. The toolbox includes Gaussian processes, independently scattered measures such as Gaussian white noise and Poisson random measures, stochastic integrals, compound Poisson, infinitely divisible and stable distributions and processes. Next, it illustrates general concepts by handling a transparent but rich example of a OC teletraffic modelOCO. A minor tuning of a few parameters of the model leads to different workload regimes, including Wiener process, fractional Brownian motion and stable L(r)vy process. The simplicity of the dependence mechanism used in the model enables us to get a clear understanding of long and short range dependence phenomena. The model also shows how light or heavy distribution tails lead to continuous Gaussian processes or to processes with jumps in the limiting regime. Finally, in this volume, readers will find discussions on the multivariate extensions that admit a variety of completely different applied interpretations. The reader will quickly become familiar with key concepts that form a language for many major probabilistic models of real world phenomena but are often neglected in more traditional courses of stochastic processes. Sample Chapter(s). Chapter 1: Preliminaries (367 KB). Contents: Preliminaries: Random Variables: A Summary; From Poisson to Stable Variables; Limit Theorems for Sums and Domains of Attraction; Random Vectors; Random Processes: Random Processes: Main Classes; Examples of Gaussian Random Processes; Random Measures and Stochastic Integrals; Limit Theorems for Poisson Integrals; L(r)vy Processes; Spectral Representations; Convergence of Random Processes; Teletraffic Models: A Model of Service System; Limit Theorems for the Workload; Micropulse Model; Spacial Extensions. Readership: Graduate students and researchers in probability & statist

Stochastic Models Analysis And Applications

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Author : B. R. Bhat
language : en
Publisher: New Age International
Release Date : 2004

Stochastic Models Analysis And Applications written by B. R. Bhat and has been published by New Age International this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Mathematical statistics categories.

The Book Presents A Systematic Exposition Of The Basic Theory And Applications Of Stochastic Models.Emphasising The Modelling Rather Than Mathematical Aspects Of Stochastic Processes, The Book Bridges The Gap Between The Theory And Applications Of These Processes.The Basic Building Blocks Of Model Construction Are Explained In A Step By Step Manner, Starting From The Simplest Model Of Random Walk And Proceeding Gradually To More Complicated Models. Several Examples Are Given Throughout The Text To Illustrate Important Analytical Properties As Well As To Provide Applications.The Book Also Includes A Detailed Chapter On Inference For Stochastic Processes. This Chapter Highlights Some Of The Recent Developments In The Subject And Explains Them Through Illustrative Examples.An Important Feature Of The Book Is The Complements And Problems Section At The End Of Each Chapter Which Presents (I) Additional Properties Of The Model, (Ii) Extensions Of The Model, And (Iii) Applications Of The Model To Different Areas.With All These Features, This Is An Invaluable Text For Post-Graduate Students Of Statistics, Mathematics And Operation Research.

Stochastic Processes Modeling And Simulation

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Author : D N Shanbhag
language : en
Publisher: Gulf Professional Publishing
Release Date : 2003-02-24

Stochastic Processes Modeling And Simulation written by D N Shanbhag and has been published by Gulf Professional Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-02-24 with Computers categories.

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.

Stochastic Models In Operations Research

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Author : Daniel P. Heyman
language : en
Publisher: Courier Corporation
Release Date : 2004-01-01

Stochastic Models In Operations Research written by Daniel P. Heyman and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-01-01 with Mathematics categories.

This volume of a 2-volume set explores the central facts and ideas of stochastic processes, illustrating their use in models based on applied and theoretical investigations. Explores stochastic processes, operating characteristics of stochastic systems, and stochastic optimization. Comprehensive in its scope, this graduate-level text emphasizes the practical importance, intellectual stimulation, and mathematical elegance of stochastic models.

Modeling Random Systems

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Author : J. R. Cogdell
language : en
Publisher: Pearson Prentice Hall
Release Date : 2004

Modeling Random Systems written by J. R. Cogdell and has been published by Pearson Prentice Hall this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Computers categories.

For undergraduate courses in probability, statistics, and random processes in Engineering, especially Electrical Engineering. This text equips students in engineering and other technical areas to understand, analyze, and design systems that have random aspects. Material on probability, statistics, and random processes is presented in a style that appeals to engineering interests and avoids excessive mathematical development. The unifying concept throughout the book is "modeling": probability is defined as a model for data, expectations model averages, the various distributions model real-world situations, random processes model analog and digital information-bearing signals, and white noise models wideband noise from physical processes.

Stable Non Gaussian Random Processes

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Author : Gennady Samorodnitsky
language : en
Publisher: CRC Press
Release Date : 1994-06-01

Stable Non Gaussian Random Processes written by Gennady Samorodnitsky and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-06-01 with Mathematics categories.

Both an introduction and a basic reference text on non-Gaussian stable models, for graduate students and practitioners. Assuming only a first-year graduate course in probability, it includes material which has only recently appeared in journals and unpublished materials. Each chapter begins with a brief overview and concludes with a range of exercises at varying levels of difficulty. Proofs are spelled out in detail. The volume includes a discussion of self-similar processes, ARMA, and fractional ARIMA time series with stable innovations. Annotation copyright by Book News, Inc., Portland, OR