Modeling Random Systems PDF Download
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Author | : J. R. Cogdell |
Publisher | : Pearson Prentice Hall |
Total Pages | : 728 |
Release | : 2004 |
Genre | : Computers |
ISBN | : |
Download Modeling Random Systems Book in PDF, ePub and Kindle
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.
Author | : James J. Solberg |
Publisher | : John Wiley & Sons |
Total Pages | : 320 |
Release | : 2008-12-22 |
Genre | : Technology & Engineering |
ISBN | : 0470322551 |
Download Modeling Random Processes for Engineers and Managers Book in PDF, ePub and Kindle
By reducing mathematical detail and focusing on real-world applications, this book provides engineers with an easy-to-understand overview of stochastic modeling. An entire chapter is included on how to set up the problem, and then another complete chapter presents examples of applications before doing any math. A previously unpublished computational method for solving equations related to Markov processes is added. The book shows how to add costs or revenues to the basic probability structures without much additional effort. In addition, numerous examples are included that show how the theory can be used. Engineers will also find explanations on how to formulate word problems into the models that the math worked on.
Author | : Bruce Hajek |
Publisher | : Cambridge University Press |
Total Pages | : 429 |
Release | : 2015-03-12 |
Genre | : Technology & Engineering |
ISBN | : 1316241246 |
Download Random Processes for Engineers Book in PDF, ePub and Kindle
This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: • Calculus of random processes in linear systems • Kalman and Wiener filtering • Hidden Markov models for statistical inference • The estimation maximization (EM) algorithm • An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book).
Author | : Geoffrey R. Grimmett |
Publisher | : Springer Science & Business Media |
Total Pages | : 392 |
Release | : 2006-12-13 |
Genre | : Mathematics |
ISBN | : 3540328912 |
Download The Random-Cluster Model Book in PDF, ePub and Kindle
The random-cluster model has emerged as a key tool in the mathematical study of ferromagnetism. It may be viewed as an extension of percolation to include Ising and Potts models, and its analysis is a mix of arguments from probability and geometry. The Random-Cluster Model contains accounts of the subcritical and supercritical phases, together with clear statements of important open problems. The book includes treatment of the first-order (discontinuous) phase transition.
Author | : Howard M. Taylor |
Publisher | : Academic Press |
Total Pages | : 410 |
Release | : 2014-05-10 |
Genre | : Mathematics |
ISBN | : 1483269272 |
Download An Introduction to Stochastic Modeling Book in PDF, ePub and Kindle
An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.
Author | : E. Allen |
Publisher | : Springer Science & Business Media |
Total Pages | : 239 |
Release | : 2007-03-08 |
Genre | : Mathematics |
ISBN | : 1402059531 |
Download Modeling with Itô Stochastic Differential Equations Book in PDF, ePub and Kindle
This book explains a procedure for constructing realistic stochastic differential equation models for randomly varying systems in biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation.
Author | : Michael Damron |
Publisher | : American Mathematical Soc. |
Total Pages | : 256 |
Release | : 2018-09-27 |
Genre | : Random measures |
ISBN | : 1470435535 |
Download Random Growth Models Book in PDF, ePub and Kindle
The study of random growth models began in probability theory about 50 years ago, and today this area occupies a central place in the subject. The considerable challenges posed by these models have spurred the development of innovative probability theory and opened up connections with several other parts of mathematics, such as partial differential equations, integrable systems, and combinatorics. These models also have applications to fields such as computer science, biology, and physics. This volume is based on lectures delivered at the 2017 AMS Short Course “Random Growth Models”, held January 2–3, 2017 in Atlanta, GA. The articles in this book give an introduction to the most-studied models; namely, first- and last-passage percolation, the Eden model of cell growth, and particle systems, focusing on the main research questions and leading up to the celebrated Kardar-Parisi-Zhang equation. Topics covered include asymptotic properties of infection times, limiting shape results, fluctuation bounds, and geometrical properties of geodesics, which are optimal paths for growth.
Author | : Gregory K. Miller |
Publisher | : Wiley-Interscience |
Total Pages | : 496 |
Release | : 2006-08-25 |
Genre | : Mathematics |
ISBN | : |
Download Probability Book in PDF, ePub and Kindle
Improve Your Probability of Mastering This Topic This book takes an innovative approach to calculus-based probability theory, considering it within a framework for creating models of random phenomena. The author focuses on the synthesis of stochastic models concurrent with the development of distribution theory while also introducing the reader to basic statistical inference. In this way, the major stochastic processes are blended with coverage of probability laws, random variables, and distribution theory, equipping the reader to be a true problem solver and critical thinker. Deliberately conversational in tone, Probability is written for students in junior- or senior-level probability courses majoring in mathematics, statistics, computer science, or engineering. The book offers a lucid and mathematicallysound introduction to how probability is used to model random behavior in the natural world. The text contains the following chapters: Modeling Sets and Functions Probability Laws I: Building on the Axioms Probability Laws II: Results of Conditioning Random Variables and Stochastic Processes Discrete Random Variables and Applications in Stochastic Processes Continuous Random Variables and Applications in Stochastic Processes Covariance and Correlation Among Random Variables Included exercises cover a wealth of additional concepts, such as conditional independence, Simpson's paradox, acceptance sampling, geometric probability, simulation, exponential families of distributions, Jensen's inequality, and many non-standard probability distributions.
Author | : ANONIMO |
Publisher | : Prentice Hall |
Total Pages | : |
Release | : 2004-07 |
Genre | : Education |
ISBN | : 9780131475823 |
Download Modeling Random Systems SCD Book in PDF, ePub and Kindle
This CD contains an electronic version of the original manuscript of Modeling Random Systems. With the free MathReader, available at www.wolfram.com, readers can print the text or read the text on their computer display, using the hyperlinks to full advantage. With the student version of Mathematica, the reader can, in addition, perform interactive exercises, use the computational power of Mathematica in solving problems, and use the Mathematica code embedded in the text to explore graphics and simulations. This CD is a full substitute for the hardcopy version of Modeling Random Systems or can be used to supplement mathematical introductions to the subject that require additional material on statistics or random processes.
Author | : Giambattista Giacomin |
Publisher | : Imperial College Press |
Total Pages | : 259 |
Release | : 2007 |
Genre | : Technology & Engineering |
ISBN | : 1860947867 |
Download Random Polymer Models Book in PDF, ePub and Kindle
This volume introduces readers to the world of disordered systems and to some of the remarkable probabilistic techniques developed in the field. The author explores in depth a class of directed polymer models to which much attention has been devoted in the last 25 years, in particular in the fields of physical and biological sciences. The models treated have been widely used in studying, for example, the phenomena of polymer pinning on a defect line, the behavior of copolymers in proximity to an interface between selective solvents and the DNA denaturation transition. In spite of the apparent heterogeneity of this list, in mathematical terms, a unified vision emerges. One is in fact dealing with the natural statistical mechanics systems built on classical renewal sequences by introducing one-body potentials. This volume is also a self-contained mathematical account of the state of the art for this class of statistical mechanics models.