Seems you have not registered as a member of localhost.saystem.shop!
You may have to register before you can download all our books and magazines, click the sign up button below to create a free account.
Random Walk in Random and Non-random Environments
The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results OCo mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk. Since the first edition was published in 1990, a number of new results have appeared in the literature. The original edition contained many unsolved problems and conjectures which have since been settled; this second revised and enlarged edition includes those new results. Three new chapters have been added: frequently and rarely visited points, heavy points and long excursions. This new edition presents the most complete study of, and the most elementary way to study, the path properties of the Brownian motion."
Probability, Random Processes, and Statistical Analysis
Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and Itô process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and Baum–Welch algorithms, algorithms for machine learning, Wiener and Kalman filters, and queueing and loss networks are treated in detail. The book will be useful to students and researchers in such areas as communications, signal processing, networks, machine learning, bioinformatics, econometrics and mathematical finance. With a solutions manual, lecture slides, supplementary materials and MATLAB programs all available online, it is ideal for classroom teaching as well as a valuable reference for professionals.
Random Walk In Random And Non-random Environments (Third Edition)
The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results — mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.Since the first and second editions were published in 1990 and 2005, a number of new results have appeared in the literature. The first two editions contained many unsolved problems and conjectures which have since been settled; this third, revised and enlarged edition includes those new results. In this edition, a completely new part is included concerning Simple Random Walks on Graphs. Properties of random walks on several concrete graphs have been studied in the last decade. Some of the obtained results are also presented.
Probability and Random Processes
Probability is a core topic in science and life. This successful self-contained volume leads the reader from the foundations of probability theory and random processes to advanced topics and it presents a mathematical treatment with many applications to real-life situations.
Models of Network Reliability
Unique in its approach, Models of Network Reliability: Analysis, Combinatorics, and Monte Carlo provides a brief introduction to Monte Carlo methods along with a concise exposition of reliability theory ideas. From there, the text investigates a collection of principal network reliability models, such as terminal connectivity for networks with unre
Stochastic Wave Propagation
This is a concise, unified exposition of the existing methods of analysis of linear stochastic waves with particular reference to the most recent results. Both scalar and vector waves are considered. Principal attention is concentrated on wave propagation in stochastic media and wave scattering at stochastic surfaces. However, discussion extends also to various mathematical aspects of stochastic wave equations and problems of modelling stochastic media.
Real Analysis
Real Analysis is indispensable for in-depth understanding and effective application of methods of modern analysis. This concise and friendly book is written for early graduate students of mathematics or of related disciplines hoping to learn the basics of Real Analysis with reasonable ease. The essential role of Real Analysis in the construction of basic function spaces necessary for the application of Functional Analysis in many fields of scientific disciplines is demonstrated with due explanations and illuminating examples. After the introductory chapter, a compact but precise treatment of general measure and integration is taken up so that readers have an overall view of the simple struct...
Linear Programming Duality
This book presents an elementary introduction to the theory of oriented matroids. The way oriented matroids are intro- duced emphasizes that they are the most general - and hence simplest - structures for which linear Programming Duality results can be stated and proved. The main theme of the book is duality. Using Farkas' Lemma as the basis the authors start withre- sults on polyhedra in Rn and show how to restate the essence of the proofs in terms of sign patterns of oriented ma- troids. Most of the standard material in Linear Programming is presented in the setting of real space as well as in the more abstract theory of oriented matroids. This approach clarifies the theory behind Linear Programming and proofs become simpler. The last part of the book deals with the facial structure of polytopes respectively their oriented matroid counterparts. It is an introduction to more advanced topics in oriented matroid theory. Each chapter contains suggestions for furt- herreading and the references provide an overview of the research in this field.
Probability, Statistical Optics, and Data Testing
This new edition incorporates corrections of all known typographical errors in the first edition, as well as some more substantive changes. Chief among the latter is the addition of Chap. 17, on methods of estimation. As with the rest of the text, most applications and examples cited in the new chapter are from the optical perspective. The intention behind this new chapter is to empower the optical researcher with a yet broader range of research tools. Certainly a basic knowledge of estimation methods should be among these. In particular, the sections on likelihood theory and Fisher information prepare readers for the problems of optical parameter estimation and probability law estimation. P...
