Tag: Stationary

January 8, 2024

Stationary Stochastic Models An Introduction (World Scientific Series On Probability Theory And Its Applications)

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Free Download Stationary Stochastic Models: An Introduction (World Scientific Series On Probability Theory And Its Applications) by Riccardo Gatto
English | June 28, 2022 | ISBN: 9811251835 | 414 pages | MOBI | 53 Mb
This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by which practical methods for obtaining stationary data are described. The presented topics are illustrated by numerous examples. Readers will find the following covered in a comprehensive manner: Autoregressive and moving average time series. Important properties such as causality. Autocovariance function and the spectral distribution of these models. Practical topics of time series like filtering and prediction. Basic concepts and definitions on the theory of stochastic processes, such as Wiener measure and process. General types of stochastic processes such as Gaussian, selfsimilar, compound and shot noise processes. Gaussian white noise, Langevin equation and Ornstein-Uhlenbeck process. Important related themes such as mean square properties of stationary processes and mean square integration. Spectral decomposition and spectral theorem of continuous time stationary processes. This central concept is followed by the theory of linear filters and their differential equations. At the end, some selected topics such as stationary random fields, simulation of Gaussian stationary processes, time series for planar directions, large deviations approximations and results of information theory are presented. A detailed appendix containing complementary materials will assist the reader with many technical aspects of the book.

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January 2, 2024

The Stationary Semiconductor Device Equations

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Free Download The Stationary Semiconductor Device Equations by Peter A. Markowich
English | PDF | 1986 | 202 Pages | ISBN : 3211818928 | 16.1 MB
In the last two decades semiconductor device simulation has become a research area, which thrives on a cooperation of physicists, electrical engineers and mathe maticians. In this book the static semiconductor device problem is presented and analysed from an applied mathematician’s point of view. I shall derive the device equations – as obtained for the first time by Van Roosbroeck in 1950 – from physical principles, present a mathematical analysis, discuss their numerical solu tion by discretisation techniques and report on selected device simulation runs. To me personally the most fascinating aspect of mathematical device analysis is that an interplay of abstract mathematics, perturbation theory, numerical analysis and device physics is prompting the design and development of new technology. I very much hope to convey to the reader the importance of applied mathematics for technological progress. Each chapter of this book is designed to be as selfcontained as possible, however, the mathematical analysis of the device problem requires tools which cannot be presented completely here. Those readers who are not interested in the mathemati cal methodology and rigor can extract the desired information by simply ignoring details and proofs of theorems. Also, at the beginning of each chapter I refer to textbooks which introduce the interested reader to the required mathematical concepts.

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