# Applications of Random Process Excursion Analysis

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- Author : Irina S. Brainina
- Publisher : Newnes
- Release : 11 July 2013
- ISBN : 9780124104693
- Page : 252 pages
- Rating : 4.5/5 from 103 voters

## Download Applications of Random Process Excursion Analysis in PDF, Epub and Kindle

This book addresses one of the key problems in signal processing, the problem of identifying statistical properties of excursions in a random process in order to simplify the theoretical analysis and make it suitable for engineering applications. Precise and approximate formulas are explained, which are relatively simple and can be used for engineering applications such as the design of devices which can overcome the high initial uncertainty of the self-training period. The information presented in the monograph can be used to implement adaptive signal processing devices capable of detecting or recognizing the wanted signals (with a priori unknown statistical properties) against the background noise. The applications presented can be used in a wide range of fields including medicine, radiolocation, telecommunications, surface quality control (flaw detection), image recognition, thermal noise analysis for the design of semiconductors, and calculation of excessive load in mechanics. Introduces English-speaking students and researchers in to the results obtained in the former Soviet/ Russian academic institutions within last few decades. Supplies a range of applications suitable for all levels from undergraduate to professional Contains computer simulations

### Applications of Random Process Excursion Analysis

- Author : Irina S. Brainina
- Publisher : Newnes
- Release Date : 2013-07-11
- ISBN : 9780124104693

This book addresses one of the key problems in signal processing, the problem of identifying statistical properties of excursions in a random process in order to simplify the theoretical analysis and make it suitable for engineering applications. Precise and approximate formulas are explained, which are relatively simple and can be used for engineering applications such as the design of devices which can overcome the high initial uncertainty of the self-training period. The information presented in the monograph can be used

### Random Processes with Applications to Circuits and Communications

- Author : Bernard C. Levy
- Publisher : Springer Nature
- Release Date : 2019-09-14
- ISBN : 9783030222970

This textbook is based on 20 years of teaching a graduate-level course in random processes to a constituency extending beyond signal processing, communications, control, and networking, and including in particular circuits, RF and optics graduate students. In order to accommodate today’s circuits students’ needs to understand noise modeling, while covering classical material on Brownian motion, Poisson processes, and power spectral densities, the author has inserted discussions of thermal noise, shot noise, quantization noise and oscillator phase noise. At the same

### Modern Stochastics and Applications

- Author : Volodymyr Korolyuk,Nikolaos Limnios,Yuliya Mishura,Lyudmyla Sakhno,Georgiy Shevchenko
- Publisher : Springer Science & Business Media
- Release Date : 2014-01-30
- ISBN : 9783319035123

This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, modeling procedures and experiments. Accessible to researchers, practitioners, as well as graduate and postgraduate students, this volume presents a variety of new tools, ideas and methodologies in the fields of optimization, physics, finance, probability, hydrodynamics, reliability, decision making, mathematical finance, mathematical physics and economics. Contributions to this Work include those

### Random Vibration and Spectral Analysis/Vibrations aléatoires et analyse spectral

- Author : A. Preumont
- Publisher : Springer Science & Business Media
- Release Date : 2013-06-29
- ISBN : 9789401728409

I became interested in Random Vibration during the preparation of my PhD dissertation, which was concerned with the seismic response of nuclear reactor cores. I was initiated into this field through the cla.ssical books by Y.K.Lin, S.H.Crandall and a few others. After the completion of my PhD, in 1981, my supervisor M.Gera.din encouraged me to prepare a course in Random Vibration for fourth and fifth year students in Aeronautics, at the University of Liege.

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

- Author : Harold Joseph Kushner
- Publisher : MIT Press
- Release Date : 1984
- ISBN : 0262110903

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

### Advances in Disordered Systems, Random Processes and Some Applications

- Author : Pierluigi Contucci,Cristian Giardinà
- Publisher : Cambridge University Press
- Release Date : 2016-12-15
- ISBN : 9781107124103

This book offers a unified perspective on the study of complex systems with contributions written by leading scientists from various disciplines, including mathematics, physics, computer science, biology, economics and social science. It is written for researchers from a broad range of scientific fields with an interest in recent developments in complex systems.

### Seminar on Stochastic Analysis, Random Fields and Applications IV

- Author : Robert Dalang,Marco Dozzi,Francesco Russo
- Publisher : Birkhäuser
- Release Date : 2012-12-06
- ISBN : 9783034879439

This volume contains twenty refereed papers presented at the 4th Seminar on Stochastic Processes, Random Fields and Applications, which took place in Ascona, Switzerland, from May 2002. The seminar focused mainly on stochastic partial differential equations, stochastic models in mathematical physics, and financial engineering. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance and insurance.

### Excursions of Markov Processes

- Author : Robert M. Blumenthal
- Publisher : Springer Science & Business Media
- Release Date : 2012-12-06
- ISBN : 9781468494129

Let {Xti t ~ O} be a Markov process in Rl, and break up the path X t into (random) component pieces consisting of the zero set ({ tlX = O}) and t the "excursions away from 0," that is pieces of path X. : T ::5 s ::5 t, with Xr- = X = 0, but X. 1= 0 for T

### First-Passage Phenomena and Their Applications

- Author : Ralf Metzler,Gleb Oshanin,Sidney Redner
- Publisher : World Scientific
- Release Date : 2014-03-21
- ISBN : 9789814590303

The book contains review articles on recent advances in first-passage phenomena and applications contributed by leading international experts. It is intended for graduate students and researchers who are interested in learning about this intriguing and important topic. Contents:Arrival Statistics and Exploration Properties of Mortal Walkers (S B Yuste, E Abad and K Lindenberg)First Passage of a Randomly Accelerated Particle (T W Burkhardt)First Passage Problems in Anomalous Diffusion (A Rosso and A Zoia)First-Passage Times of Intermittent Random

### Theory of Random Sets

- Author : Ilya Molchanov
- Publisher : Springer Science & Business Media
- Release Date : 2006-03-30
- ISBN : 9781846281501

This is the first systematic exposition of random sets theory since Matheron (1975), with full proofs, exhaustive bibliographies and literature notes Interdisciplinary connections and applications of random sets are emphasized throughout the book An extensive bibliography in the book is available on the Web at http://liinwww.ira.uka.de/bibliography/math/random.closed.sets.html, and is accompanied by a search engine

### Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus

- Author : L. C. G. Rogers,David Williams
- Publisher : Cambridge University Press
- Release Date : 2000-09-07
- ISBN : 0521775930

Now available in paperback for the first time; essential reading for all students of probability theory.

### Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes

- Author : Nicolas Bouleau,Laurent Denis
- Publisher : Springer
- Release Date : 2016-01-08
- ISBN : 9783319258201

A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the “lent particle method” it is based on perturbation of the position of particles. Poisson random measures describe phenomena involving random jumps (for instance in mathematical finance) or the random distribution of particles (as in statistical physics). Thanks to the theory of Dirichlet forms, the authors develop a mathematical tool for a quite general class of random Poisson measures and significantly

### Random Vibration - Status and Recent Developments

- Author : I. Elishakoff,R.H. Lyon
- Publisher : Elsevier
- Release Date : 2013-10-22
- ISBN : 9781483289953

This unique book commemorates the 65th birthday of Stephen H. Crandall - one of the founding fathers and most active developers and elucidators of the science of random vibrations. Leading scientists from all over the world have contributed 33 papers addressing almost every important problem of random vibrations. The book thus represents both the state-of-the-art as well as the most recent developments, and will appeal to those in industry and academia who want to achieve a rigorous understanding of the many

### Computational Methods in Stochastic Dynamics

- Author : Manolis Papadrakakis,George Stefanou,Vissarion Papadopoulos
- Publisher : Springer Science & Business Media
- Release Date : 2012-09-26
- ISBN : 9789400751330

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

### Journal of the Engineering Mechanics Division

- Author : American Society of Civil Engineers. Engineering Mechanics Division
- Publisher : Unknown
- Release Date : 1972
- ISBN : UVA:X001040513