Stochastic-Process Limits

Stochastic-Process Limits
Author: Ward Whitt
Publisher: Springer Science & Business Media
Total Pages: 616
Release: 2006-04-11
Genre: Mathematics
ISBN: 0387217487

From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [... It] is intended to be accessible to those with less background. This book is a must to researchers and graduate students interested in these areas." ISI Short Book Reviews

Introductory Econometrics

Introductory Econometrics
Author: Hamid Seddighi
Publisher: Routledge
Total Pages: 391
Release: 2013-03-01
Genre: Business & Economics
ISBN: 1136586105

This book constitutes the first serious attempt to explain the basics of econometrics and its applications in the clearest and simplest manner possible. Recognising the fact that a good level of mathematics is no longer a necessary prerequisite for economics/financial economics undergraduate and postgraduate programmes, it introduces this key subdivision of economics to an audience who might otherwise have been deterred by its complex nature.

Using R for Principles of Econometrics

Using R for Principles of Econometrics
Author: Constantin Colonescu
Publisher: Lulu.com
Total Pages: 278
Release: 2017-12-28
Genre: Business & Economics
ISBN: 1387473611

This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.

Computational Methods in Stochastic Dynamics

Computational Methods in Stochastic Dynamics
Author: Manolis Papadrakakis
Publisher: Springer Science & Business Media
Total Pages: 362
Release: 2012-09-26
Genre: Technology & Engineering
ISBN: 9400751338

The considerable influence of inherent uncertainties on structural behavior has led the engineering community to recognize the importance of a stochastic approach to structural problems. Issues related to uncertainty quantification and its influence on the reliability of the computational models are continuously gaining in significance. In particular, the problems of dynamic response analysis and reliability assessment of structures with uncertain system and excitation parameters have been the subject of continuous research over the last two decades as a result of the increasing availability of powerful computing resources and technology. This book is a follow up of a previous book with the same subject (ISBN 978-90-481-9986-0) and focuses on advanced computational methods and software tools which can highly assist in tackling complex problems in stochastic dynamic/seismic analysis and design of structures. The selected chapters are authored by some of the most active scholars in their respective areas and represent some of the most recent developments in this field. The book consists of 21 chapters which can be grouped into several thematic topics including dynamic analysis of stochastic systems, reliability-based design, structural control and health monitoring, model updating, system identification, wave propagation in random media, seismic fragility analysis and damage assessment. This edited book is primarily intended for researchers and post-graduate students who are familiar with the fundamentals and wish to study or to advance the state of the art on a particular topic in the field of computational stochastic structural dynamics. Nevertheless, practicing engineers could benefit as well from it as most code provisions tend to incorporate probabilistic concepts in the analysis and design of structures.

Fatigue Damage

Fatigue Damage
Author: Christi Lalanne
Publisher: CRC Press
Total Pages: 376
Release: 2002-03-29
Genre: Art
ISBN: 9781560329893

About the Series: This important new series of five volumes has been written with both the professional engineers and the academic in mind. Christian Lalanne explores every aspect of vibration and shock, two fundamental and crucially important areas of mechanical engineering, from both the theoretical and practical standpoints. As all products need to be designed to withstand the environmental conditions to which they are likely to be subjected, prototypes must be verified by calculation and laboratory tests, the latter according to specifications from national or international standards. The concept of tailoring the product to its environment has gradually developed whereby, from the very start of a design project, through the to the standards specifications and testing procedures on th e prototype, the real environment in which the product being tested will be functioning is taken into account. The five volumes of Mechanical Shock and Vibration cover all the issues that need to be addressed in this area of mechanical engineering. The theoretical analyses are placed in the context of the real world and of laboratory tests - essential for the development of specifications. Volume IV: Fatigue Damage Fatigue damage in a system with one degree of freedom is one of the two criteria applied when comparing the severity of vibratory environments. The same criterion is also employed for a specifciation representing the effects produced by the set of vibrations imposed in a real environment. In this volume, which is devoted to the calculation of fatigue damage, the author explores the hypotheses adopted to describe the behavior of material suffering fatigue and the laws of fatigue accumulation. He also considers the methods of counting the response peaks, which are used to establish the histogram when it is impossible to use the probability density of the peaks obtained with a Gaussian signal. The expressions for mean damage and its standard deviation are established and other hypotheses are tested.

Approximation and Weak Convergence Methods for Random Processes, with Applications to Stochastic Systems Theory

Approximation and Weak Convergence Methods for Random Processes, with Applications to Stochastic Systems Theory
Author: Harold Joseph Kushner
Publisher: MIT Press
Total Pages: 296
Release: 1984
Genre: Computers
ISBN: 9780262110907

Control and communications engineers, physicists, and probability theorists, among others, will find this book unique. It contains a detailed development of approximation and limit theorems and methods for random processes and applies them to numerous problems of practical importance. In particular, it develops usable and broad conditions and techniques for showing that a sequence of processes converges to a Markov diffusion or jump process. This is useful when the natural physical model is quite complex, in which case a simpler approximation la diffusion process, for example) is usually made. The book simplifies and extends some important older methods and develops some powerful new ones applicable to a wide variety of limit and approximation problems. The theory of weak convergence of probability measures is introduced along with general and usable methods (for example, perturbed test function, martingale, and direct averaging) for proving tightness and weak convergence. Kushner's study begins with a systematic development of the method. It then treats dynamical system models that have state-dependent noise or nonsmooth dynamics. Perturbed Liapunov function methods are developed for stability studies of nonMarkovian problems and for the study of asymptotic distributions of non-Markovian systems. Three chapters are devoted to applications in control and communication theory (for example, phase-locked loops and adoptive filters). Smallnoise problems and an introduction to the theory of large deviations and applications conclude the book. Harold J. Kushner is Professor of Applied Mathematics and Engineering at Brown University and is one of the leading researchers in the area of stochastic processes concerned with analysis and synthesis in control and communications theory. This book is the sixth in The MIT Press Series in Signal Processing, Optimization, and Control, edited by Alan S. Willsky.

Time-Dependent Reliability Theory and Its Applications

Time-Dependent Reliability Theory and Its Applications
Author: Chun-Qing Li
Publisher: Elsevier
Total Pages: 626
Release: 2022-10-23
Genre: Technology & Engineering
ISBN: 0323860168

Time-Dependent Reliability Theory and Its Applications introduces the theory of time-dependent reliability and presents methods to determine the reliability of structures over the lifespan of their services. The book contains state-of-the-art solutions to first passage probability derived from the theory of stochastic processes with different types of probability distribution functions, including Gaussian and non-Gaussian distributions and stationary and non-stationary processes. In addition, it provides various methods to determine the probability of failure over time, considering different failure modes and a methodology to predict the service life of structures. Sections also cover the applications of time-dependent reliability to prediction of service life and development of risk cost-optimized maintenance strategy for existing structures. This new book is for those who wants to know how to predict the service life of a structure (buildings, bridges, aircraft structures, etc.) and how to develop a risk-cost, optimized maintenance strategy for these structures. - Presents the basic knowledge required to predict service life and develop a maintenance strategy for infrastructure - Explains how to predict the remaining safe life of the infrastructure during its lifespan of operation - Describes how to carry out maintenance for an infrastructure to ensure its safe and serviceable operation during the designed service life

Probability Theory and Mathematical Statistics

Probability Theory and Mathematical Statistics
Author: B. Grigelionis
Publisher: Walter de Gruyter GmbH & Co KG
Total Pages: 752
Release: 2020-05-05
Genre: Mathematics
ISBN: 3112313488

No detailed description available for "Probability Theory and Mathematical Statistics".

New Perspectives on Approximation and Sampling Theory

New Perspectives on Approximation and Sampling Theory
Author: Ahmed I. Zayed
Publisher: Springer
Total Pages: 487
Release: 2014-11-03
Genre: Mathematics
ISBN: 3319088017

Paul Butzer, who is considered the academic father and grandfather of many prominent mathematicians, has established one of the best schools in approximation and sampling theory in the world. He is one of the leading figures in approximation, sampling theory, and harmonic analysis. Although on April 15, 2013, Paul Butzer turned 85 years old, remarkably, he is still an active research mathematician. In celebration of Paul Butzer’s 85th birthday, New Perspectives on Approximation and Sampling Theory is a collection of invited chapters on approximation, sampling, and harmonic analysis written by students, friends, colleagues, and prominent active mathematicians. Topics covered include approximation methods using wavelets, multi-scale analysis, frames, and special functions. New Perspectives on Approximation and Sampling Theory requires basic knowledge of mathematical analysis, but efforts were made to keep the exposition clear and the chapters self-contained. This volume will appeal to researchers and graduate students in mathematics, applied mathematics and engineering, in particular, engineers working in signal and image processing.