Complex Stochastic Systems and Engineering
Author | : D. M. Titterington |
Publisher | : |
Total Pages | : 296 |
Release | : 1995 |
Genre | : |
ISBN | : |
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Author | : D. M. Titterington |
Publisher | : |
Total Pages | : 296 |
Release | : 1995 |
Genre | : |
ISBN | : |
Author | : O.E. Barndorff-Nielsen |
Publisher | : CRC Press |
Total Pages | : 306 |
Release | : 2000-08-09 |
Genre | : Mathematics |
ISBN | : 9781420035988 |
Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues. The exponential growth in computing power over the last two decades has revolutionized statistical analysis and led to rapid developments and great progress in this emerging field. In Complex Stochastic Systems, leading researchers address various statistical aspects of the field, illustrated by some very concrete applications. A Primer on Markov Chain Monte Carlo by Peter J. Green provides a wide-ranging mixture of the mathematical and statistical ideas, enriched with concrete examples and more than 100 references. Causal Inference from Graphical Models by Steffen L. Lauritzen explores causal concepts in connection with modelling complex stochastic systems, with focus on the effect of interventions in a given system. State Space and Hidden Markov Models by Hans R. Künschshows the variety of applications of this concept to time series in engineering, biology, finance, and geophysics. Monte Carlo Methods on Genetic Structures by Elizabeth A. Thompson investigates special complex systems and gives a concise introduction to the relevant biological methodology. Renormalization of Interacting Diffusions by Frank den Hollander presents recent results on the large space-time behavior of infinite systems of interacting diffusions. Stein's Method for Epidemic Processes by Gesine Reinert investigates the mean field behavior of a general stochastic epidemic with explicit bounds. Individually, these articles provide authoritative, tutorial-style exposition and recent results from various subjects related to complex stochastic systems. Collectively, they link these separate areas of study to form the first comprehensive overview of this rapidly developing field.
Author | : Science and Engineering Research Council (Great Britain). |
Publisher | : |
Total Pages | : 8 |
Release | : 1987* |
Genre | : Stochastic systems |
ISBN | : |
Author | : E. Wong |
Publisher | : Springer Science & Business Media |
Total Pages | : 372 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461250609 |
This book is a revision of Stochastic Processes in Information and Dynamical Systems written by the first author (E.W.) and published in 1971. The book was originally written, and revised, to provide a graduate level text in stochastic processes for students whose primary interest is its applications. It treats both the traditional topic of sta tionary processes in linear time-invariant systems as well as the more modern theory of stochastic systems in which dynamic structure plays a profound role. Our aim is to provide a high-level, yet readily acces sible, treatment of those topics in the theory of continuous-parameter stochastic processes that are important in the analysis of information and dynamical systems. The theory of stochastic processes can easily become abstract. In dealing with it from an applied point of view, we have found it difficult to decide on the appropriate level of rigor. We intend to provide just enough mathematical machinery so that important results can be stated PREFACE vi with precision and clarity; so much ofthe theory of stochastic processes is inherently simple if the suitable framework is provided. The price of providing this framework seems worth paying even though the ul timate goal is in applications and not the mathematics per se.
Author | : Spyros G. Tzafestas |
Publisher | : CRC Press |
Total Pages | : 412 |
Release | : 2020-08-18 |
Genre | : Technology & Engineering |
ISBN | : 1000147983 |
This book focuses on the class of large-scale stochastic systems, which has dominated the attention of many academic and research groups. It discusses distributed-sensor networks, decentralized detection theory, and econometric models with integrated and decentralized policymakers.
Author | : Spyros G. Tzafestas |
Publisher | : CRC Press |
Total Pages | : 400 |
Release | : 2020-08-18 |
Genre | : Technology & Engineering |
ISBN | : 100010477X |
This book focuses on the class of large-scale stochastic systems, which has dominated the attention of many academic and research groups. It discusses distributed-sensor networks, decentralized detection theory, and econometric models with integrated and decentralized policymakers.
Author | : D. M. Titterington |
Publisher | : Oxford University Press, USA |
Total Pages | : 296 |
Release | : 1995 |
Genre | : Technology & Engineering |
ISBN | : 9780198534853 |
Many topics that make up current research in statistics are also important to some branches of engineering sciences. This book examines topics which provide examples of the rich cross-fertilization evident between statistics and engineering Concentrating on chaos, image analysis, Monte Carlomethods, and communication networks, this book presents current research and contributions from the leading researchers in these four areas. It will be of interest to researchers in statistics, electrical engineering, and computer science.
Author | : Guoliang Wei |
Publisher | : CRC Press |
Total Pages | : 250 |
Release | : 2016-09-15 |
Genre | : Mathematics |
ISBN | : 1498760759 |
Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities presents a series of control and filtering approaches for stochastic systems with traditional and emerging engineering-oriented complexities. The book begins with an overview of the relevant background, motivation, and research problems, and then: Discusses the robust stability and stabilization problems for a class of stochastic time-delay interval systems with nonlinear disturbances Investigates the robust stabilization and H∞ control problems for a class of stochastic time-delay uncertain systems with Markovian switching and nonlinear disturbances Explores the H∞ state estimator and H∞ output feedback controller design issues for stochastic time-delay systems with nonlinear disturbances, sensor nonlinearities, and Markovian jumping parameters Analyzes the H∞ performance for a general class of nonlinear stochastic systems with time delays, where the addressed systems are described by general stochastic functional differential equations Studies the filtering problem for a class of discrete-time stochastic nonlinear time-delay systems with missing measurement and stochastic disturbances Uses gain-scheduling techniques to tackle the probability-dependent control and filtering problems for time-varying nonlinear systems with incomplete information Evaluates the filtering problem for a class of discrete-time stochastic nonlinear networked control systems with multiple random communication delays and random packet losses Examines the filtering problem for a class of nonlinear genetic regulatory networks with state-dependent stochastic disturbances and state delays Considers the H∞ state estimation problem for a class of discrete-time complex networks with probabilistic missing measurements and randomly occurring coupling delays Addresses the H∞ synchronization control problem for a class of dynamical networks with randomly varying nonlinearities Nonlinear Stochastic Control and Filtering with Engineering-oriented Complexities describes novel methodologies that can be applied extensively in lab simulations, field experiments, and real-world engineering practices. Thus, this text provides a valuable reference for researchers and professionals in the signal processing and control engineering communities.
Author | : N. Bellomo |
Publisher | : Springer Science & Business Media |
Total Pages | : 229 |
Release | : 2008 |
Genre | : Mathematics |
ISBN | : 0817645101 |
Develops different mathematical methods and tools to model living systems. This book presents material that can be used in such real-world applications as immunology, transportation engineering, and economics. It is of interest to those involved in modeling complex social systems and living matter in general.
Author | : Mircea Grigoriu |
Publisher | : Springer Science & Business Media |
Total Pages | : 534 |
Release | : 2012-05-15 |
Genre | : Technology & Engineering |
ISBN | : 1447123271 |
Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are random functions of time and/or space. The solution of stochastic equations poses notable technical difficulties that are frequently circumvented by heuristic assumptions at the expense of accuracy and rigor. The main objective of Stochastic Systems is to promoting the development of accurate and efficient methods for solving stochastic equations and to foster interactions between engineers, scientists, and mathematicians. To achieve these objectives Stochastic Systems presents: A clear and brief review of essential concepts on probability theory, random functions, stochastic calculus, Monte Carlo simulation, and functional analysis Probabilistic models for random variables and functions needed to formulate stochastic equations describing realistic problems in engineering and applied sciences Practical methods for quantifying the uncertain parameters in the definition of stochastic equations, solving approximately these equations, and assessing the accuracy of approximate solutions Stochastic Systems provides key information for researchers, graduate students, and engineers who are interested in the formulation and solution of stochastic problems encountered in a broad range of disciplines. Numerous examples are used to clarify and illustrate theoretical concepts and methods for solving stochastic equations. The extensive bibliography and index at the end of the book constitute an ideal resource for both theoreticians and practitioners.