Theory And Simulation Of Random Phenomena PDF Download
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| Author | : Ettore Vitali |
| Publisher | : Springer |
| Total Pages | : 235 |
| Release | : 2018-06-13 |
| Genre | : Science |
| ISBN | : 3319905155 |
Download Theory and Simulation of Random Phenomena Book in PDF, ePub and Kindle
The purpose of this book is twofold: first, it sets out to equip the reader with a sound understanding of the foundations of probability theory and stochastic processes, offering step-by-step guidance from basic probability theory to advanced topics, such as stochastic differential equations, which typically are presented in textbooks that require a very strong mathematical background. Second, while leading the reader on this journey, it aims to impart the knowledge needed in order to develop algorithms that simulate realistic physical systems. Connections with several fields of pure and applied physics, from quantum mechanics to econophysics, are provided. Furthermore, the inclusion of fully solved exercises will enable the reader to learn quickly and to explore topics not covered in the main text. The book will appeal especially to graduate students wishing to learn how to simulate physical systems and to deepen their knowledge of the mathematical framework, which has very deep connections with modern quantum field theory.
| Author | : Manfred Denker |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 550 |
| Release | : 1998-11-01 |
| Genre | : Mathematics |
| ISBN | : 9780817640316 |
Download Introductory Statistics and Random Phenomena Book in PDF, ePub and Kindle
Integrates traditional statistical data analysis with new computational experimentation capabilities and concepts of algorithmic complexity and chaotic behavior in nonlinear dynamic systems, offering tools for the study of random phenomena occurring in engineering and the natural, life, and social sciences. Each chapter presents experiments, exercises, and projects using the Mathematica Uncertain Virtual Worlds software packages. Large and original real-life data sets are introduced and analyzed as a model for independent study. Includes brief tutorials on using Mathematica programs. Intended as a text for an introductory level statistics course. Prerequisites include calculus and basic computer programming. Annotation copyrighted by Book News, Inc., Portland, OR
| Author | : |
| Publisher | : |
| Total Pages | : 103 |
| Release | : 2008 |
| Genre | : |
| ISBN | : |
Download Stochastic Models Book in PDF, ePub and Kindle
Many problems in applied science and engineering involve physical phenomena that behave randomly in time and/or space. Examples are diverse and include turbulent flow over an aircraft wing, Earth climatology, material microstructure, and the financial markets. Mathematical models for these random phenomena are referred to as stochastic processes and/or random fields, and Monte Carlo simulation is the only general-purpose tool for solving problems of this type. The use of Monte Carlo simulation requires methods and algorithms to generate samples of the appropriate stochastic model; these samples then become inputs and/or boundary conditions to established deterministic simulation codes. While numerous algorithms and tools currently exist to generate samples of simple random variables and vectors, no cohesive simulation tool yet exists for generating samples of stochastic processes and/or random fields. There are two objectives of this report. First, we provide some theoretical background on stochastic processes and random fields that can be used to model phenomena that are random in space and/or time. Second, we provide simple algorithms that can be used to generate independent samples of general stochastic models. The theory and simulation of random variables and vectors is also reviewed for completeness.
| 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 | : P. Krée |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 452 |
| Release | : 2012-12-06 |
| Genre | : Science |
| ISBN | : 9400947704 |
Download Mathematics of Random Phenomena Book in PDF, ePub and Kindle
Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. G. K. Chesterton. The Scandal of Father 'The Hermit Clad in Crane Feathers' in R. Brown 'The point of a Pin'. van Gulik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes.
| Author | : Manfred Denker |
| Publisher | : Birkhäuser |
| Total Pages | : 521 |
| Release | : 2017-09-16 |
| Genre | : Computers |
| ISBN | : 3319661523 |
Download Introductory Statistics and Random Phenomena Book in PDF, ePub and Kindle
This textbook integrates traditional statistical data analysis with new computational experimentation capabilities and concepts of algorithmic complexity and chaotic behavior in nonlinear dynamic systems. This was the first advanced text/reference to bring together such a comprehensive variety of tools for the study of random phenomena occurring in engineering and the natural, life, and social sciences. The crucial computer experiments are conducted using the readily available computer program Mathematica® Uncertain Virtual WorldsTM software packages which optimize and facilitate the simulation environment. Brief tutorials are included that explain how to use the Mathematica® programs for effective simulation and computer experiments. Large and original real-life data sets are introduced and analyzed as a model for independent study. This is an excellent classroom tool and self-study guide. The material is presented in a clear and accessible style providing numerous exercises and bibliographical notes suggesting further reading. Topics and Features Comprehensive and integrated treatment of uncertainty arising in engineering and scientific phenomena – algorithmic complexity, statistical independence, and nonlinear chaotic behavior Extensive exercise sets, examples, and Mathematica® computer experiments that reinforce concepts and algorithmic methods Thorough presentation of methods of data compression and representation Algorithmic approach to model selection and design of experiments Large data sets and 13 Mathematica®-based Uncertain Virtual WorldsTM programs and code This text is an excellent resource for all applied statisticians, engineers, and scientists who need to use modern statistical analysis methods to investigate and model their data. The present, softcover reprint is designed to make this classic textbook available to a wider audience.
| Author | : Richard Wayne Gober |
| Publisher | : |
| Total Pages | : 140 |
| Release | : 1963 |
| Genre | : Distribution (Probability theory) |
| ISBN | : |
Download A Study of the Behavior of Random Variates from Selected Populations Book in PDF, ePub and Kindle
Today there is an increasing emphasis on the use of the ideas of probability theory in the simulation of a variety of models suitable for the description and interpretation of complex problems. These problems involve phenomena as remote and different as the number of arrivals or the average waiting time in a queuing process, the yield of cotton from a number of different plots of land and the standard of quality of the items manufactured by a certain process. There is a property that is possessed in common by such phenomena that enables probability theory to have different applications. The property is such that each of these phenomena that enables probability theory to have different applications. The property is such that each of these phenomena may be considered as a random phenomenon in the following way...
| Author | : Abdo Abou Jaoudé |
| Publisher | : Cambridge Scholars Publishing |
| Total Pages | : 306 |
| Release | : 2019-01-07 |
| Genre | : Mathematics |
| ISBN | : 1527524264 |
Download The Computer Simulation of Monté Carlo Methods and Random Phenomena Book in PDF, ePub and Kindle
This book includes algorithms that illustrate the famous Monté Carlo Methods and the computer simulation of stochastic experiments in the areas of random numbers generation, the simulation of random phenomena, the computation of Pi and e (the base of logarithms), both simple and multiple integration, the computation of areas and volumes, probability and statistical distributions, in addition to an introduction to the novel Complex Probability Paradigm. As such, it will be of interest to all scholars, researchers, and undergraduate and graduate students in mathematics, computer science, and science in general.
| Author | : Daguo Xiong |
| Publisher | : World Scientific |
| Total Pages | : 200 |
| Release | : 2003 |
| Genre | : Mathematics |
| ISBN | : 9812384081 |
Download The Natural Axiom System of Probability Theory Book in PDF, ePub and Kindle
The causation space established in this book is a mathematical model of the random universe and a ?living house? of all random tests and probability spaces. By using this space, one can introduce the mathematical calculation methods related to probability spaces and random tests. The book also points out that the basic unit to be studied in the probability theory is the random test, and not a stand-alone event.
| Author | : Roy M. Howard |
| Publisher | : John Wiley & Sons |
| Total Pages | : 739 |
| Release | : 2015-08-18 |
| Genre | : Mathematics |
| ISBN | : 1119046793 |
Download A Signal Theoretic Introduction to Random Processes Book in PDF, ePub and Kindle
A fresh introduction to random processes utilizing signal theory By incorporating a signal theory basis, A Signal Theoretic Introduction to Random Processes presents a unique introduction to random processes with an emphasis on the important random phenomena encountered in the electronic and communications engineering field. The strong mathematical and signal theory basis provides clarity and precision in the statement of results. The book also features: A coherent account of the mathematical fundamentals and signal theory that underpin the presented material Unique, in-depth coverage of material not typically found in introductory books Emphasis on modeling and notation that facilitates development of random process theory Coverage of the prototypical random phenomena encountered in electrical engineering Detailed proofs of results A related website with solutions to the problems found at the end of each chapter A Signal Theoretic Introduction to Random Processes is a useful textbook for upper-undergraduate and graduate-level courses in applied mathematics as well as electrical and communications engineering departments. The book is also an excellent reference for research engineers and scientists who need to characterize random phenomena in their research.
