Numerical Methods for Stochastic Processes

Numerical Methods for Stochastic Processes
Author: Nicolas Bouleau
Publisher: John Wiley & Sons
Total Pages: 402
Release: 1994-01-14
Genre: Mathematics
ISBN: 9780471546412

Gives greater rigor to numerical treatments of stochastic models. Contains Monte Carlo and quasi-Monte Carlo techniques, simulation of major stochastic procedures, deterministic methods adapted to Markovian problems and special problems related to stochastic integral and differential equations. Simulation methods are given throughout the text as well as numerous exercises.

Scientific and Technical Aerospace Reports

Scientific and Technical Aerospace Reports
Author:
Publisher:
Total Pages: 376
Release: 1995
Genre: Aeronautics
ISBN:

Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

Stochastic Processes: Modeling and Simulation

Stochastic Processes: Modeling and Simulation
Author: D N Shanbhag
Publisher: Gulf Professional Publishing
Total Pages: 1028
Release: 2003-02-24
Genre: Computers
ISBN: 9780444500137

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.

Spatial Modeling Principles in Earth Sciences

Spatial Modeling Principles in Earth Sciences
Author: Zekai Sen
Publisher: Springer
Total Pages: 424
Release: 2016-10-04
Genre: Science
ISBN: 3319417584

This is a revised and updated second edition, including new chapters on temporal and point uncertainty model, as well as on sampling and deterministic modeling. It is a comprehensive presentation of spatial modeling techniques used in the earth sciences, outlining original techniques developed by the author. Data collection in the earth sciences is difficult and expensive, but simple, rational and logical approaches help the reader to appreciate the fundamentals of advanced methodologies. It requires special care to gather accurate geological, hydrogeological, meteorological and hydrological information all with risk assessments. Spatial simulation methodologies in the earth sciences are essential, then, if we want to understand the variability in features such as fracture frequencies, rock quality, and grain size distribution in rock and porous media. This book outlines in a detailed yet accessible way the main spatial modeling techniques, in particular the Kriging methodology. It also presents many unique physical approaches, field cases, and sample interpretations. Since Kriging’s origin in the 1960s it has been developed into a number of new methods such as cumulative SV (CSV), point CSV (PCSV), and spatial dependence function, which have been applied in different aspects of the earth sciences. Each one of these techniques is explained in this book, as well as how they are used to model earth science phenomena such as geology, earthquakes, meteorology, and hydrology. In addition to Kriging and its variants, several alternatives to Kriging methodology are presented and the necessary steps in their applications are clearly explained. Simple spatial variation prediction methodologies are also revised with up-to-date literature, and the ways in which they relate to more advanced spatial modeling methodologies are explained. The book is a valuable resource for students, researchers and professionals of a broad range of disciplines including geology, geography, hydrology, meteorology, environment, image processing, spatial modeling and related topics. Keywords »Data mining - Geo-statistics - Kriging - Regional uncertainty - Spatial dependence - Spatial modeling - geographic data - geoscience - hydrology - image processing

Fractional Fields and Applications

Fractional Fields and Applications
Author: Serge Cohen
Publisher: Springer Science & Business Media
Total Pages: 281
Release: 2013-05-29
Genre: Mathematics
ISBN: 3642367399

This book focuses mainly on fractional Brownian fields and their extensions. It has been used to teach graduate students at Grenoble and Toulouse's Universities. It is as self-contained as possible and contains numerous exercises, with solutions in an appendix. After a foreword by Stéphane Jaffard, a long first chapter is devoted to classical results from stochastic fields and fractal analysis. A central notion throughout this book is self-similarity, which is dealt with in a second chapter with a particular emphasis on the celebrated Gaussian self-similar fields, called fractional Brownian fields after Mandelbrot and Van Ness's seminal paper. Fundamental properties of fractional Brownian fields are then stated and proved. The second central notion of this book is the so-called local asymptotic self-similarity (in short lass), which is a local version of self-similarity, defined in the third chapter. A lengthy study is devoted to lass fields with finite variance. Among these lass fields, we find both Gaussian fields and non-Gaussian fields, called Lévy fields. The Lévy fields can be viewed as bridges between fractional Brownian fields and stable self-similar fields. A further key issue concerns the identification of fractional parameters. This is the raison d'être of the statistics chapter, where generalized quadratic variations methods are mainly used for estimating fractional parameters. Last but not least, the simulation is addressed in the last chapter. Unlike the previous issues, the simulation of fractional fields is still an area of ongoing research. The algorithms presented in this chapter are efficient but do not claim to close the debate.

An Author and Permuted Title Index to Selected Statistical Journals

An Author and Permuted Title Index to Selected Statistical Journals
Author: Brian L. Joiner
Publisher:
Total Pages: 512
Release: 1970
Genre: Annals of mathematical statistics
ISBN:

All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.