Tag: Stochastic

Free Download Random Sums and Branching Stochastic Processes By Ibrahim Rahimov (auth.)
1995 | 195 Pages | ISBN: 038794446X | PDF | 5 MB
The aim of this monograph is to show how random sums (that is, the summation of a random number of dependent random variables) may be used to analyse the behaviour of branching stochastic processes. The author shows how these techniques may yield insight and new results when applied to a wide range of branching processes. In particular, processes with reproduction-dependent and non-stationary immigration may be analysed quite simply from this perspective. On the other hand some new characterizations of the branching process without immigration dealing with its genealogical tree can be studied. Readers are assumed to have a firm grounding in probability and stochastic processes, but otherwise this account is self-contained. As a result, researchers and graduate students tackling problems in this area will find this makes a useful contribution to their work.

Free Download Matrix-Analytic Methods in Stochastic Models By Jung Woo Baek, Ho Woo Lee, Se Won Lee (auth.), Guy Latouche, Vaidyanathan Ramaswami, Jay Sethuraman, Karl Sigman, Mark S. Squillante, David D. Yao (eds.)
2013 | 258 Pages | ISBN: 1461449081 | PDF | 4 MB
Matrix-analytic and related methods have become recognized as an important and fundamental approach for the mathematical analysis of general classes of complex stochastic models. Research in the area of matrix-analytic and related methods seeks to discover underlying probabilistic structures intrinsic in such stochastic models, develop numerical algorithms for computing functionals (e.g., performance measures) of the underlying stochastic processes, and apply these probabilistic structures and/or computational algorithms within a wide variety of fields. This volume presents recent research results on: the theory, algorithms and methodologies concerning matrix-analytic and related methods in stochastic models; and the application of matrix-analytic and related methods in various fields, which includes but is not limited to computer science and engineering, communication networks and telephony, electrical and industrial engineering, operations research, management science, financial and risk analysis, and bio-statistics. These research studies provide deep insights and understanding of the stochastic models of interest from a mathematics and/or applications perspective, as well as identify directions for future research.

Free Download Stochastic Recursive Algorithms for Optimization: Simultaneous Perturbation Methods By S. Bhatnagar, H.L. Prasad, L.A. Prashanth (auth.)
2013 | 302 Pages | ISBN: 1447142845 | PDF | 3 MB
Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fractional estimators for gradient- and Hessian-based methods are presented. These algorithms: * are easily implemented; * do not require an explicit system model; and * work with real or simulated data. Chapters on their application in service systems, vehicular traffic control and communications networks illustrate this point. The book is self-contained with necessary mathematical results placed in an appendix. The text provides easy-to-use, off-the-shelf algorithms that are given detailed mathematical treatment so the material presented will be of significant interest to practitioners, academic researchers and graduate students alike. The breadth of applications makes the book appropriate for reader from similarly diverse backgrounds: workers in relevant areas of computer science, control engineering, management science, applied mathematics, industrial engineering and operations research will find the content of value.

Free Download Stochastic Geometry Analysis of Space-Air-Ground Networks
English | 2024 | ISBN: 9819762650 | 150 Pages | PDF EPUB (True) | 24 MB
This book presents a comprehensive framework for the theoretical analysis of space-air-ground networks using stochastic geometry. This analytical approach is indispensable for evaluating the performance of large-scale space-air-ground networks, which serve as critical facilitators for the advancement of the sixth-generation wireless communication aimed at providing high-speed broadband coverage for remote areas. By incorporating the features of topology and channel model in different tiers, this book investigates the key performance metrics in terms of load balancing, coverage assessment, and mobility management. The developed mechanisms provide effective design insights for space-air-ground networks while obviating the need for complex system-level simulations.

Free Download V.L. Girko, "Theory of Stochastic Canonical Equations: Volumes I and II"
English | 2001 | pages: 1008 | ISBN: 9401038821, 1402000758 | DJVU | 6,3 mb
Theory of Stochastic Canonical Equations collects the major results of thirty years of the author’s work in the creation of the theory of stochastic canonical equations. It is the first book to completely explore this theory and to provide the necessary tools for dealing with these equations. Included are limit phenomena of sequences of random matrices and the asymptotic properties of the eigenvalues of such matrices. The book is especially interesting since it gives readers a chance to study proofs written by the mathematician who discovered them.

Free Download Spyros G. Tzafestas, "Stochastic Large-Scale Engineering Systems (Electrical and Computer Engineering)"
English | 1992 | pages: 406 | ISBN: 0824786548 | PDF | 14,8 mb
This book focuses on the class of large-scale stochastic systems, which has dominated the attention of many academic and research groups. It discusses distributed-sensor networks, decentralized detection theory, and econometric models with integrated and decentralized policymakers.

Free Download Michał Kisielewicz, "Stochastic Differential Inclusions and Applications"
English | 2013 | pages: 294 | ISBN: 1461467551, 148998951X | PDF | 1,9 mb
​This book aims to further develop the theory of stochastic functional inclusions and their applications for describing the solutions of the initial and boundary value problems for partial differential inclusions.The self-contained volume is designed to introduce the readerin a systematic fashion,to new methods of the stochastic optimal control theory from the very beginning. The expositioncontains detailed proofs and uses new and original methods to characterize the properties of stochastic functional inclusions that, up to the present time, have only beenpublished recently by the author. The workis divided into seven chapters, with the first two acting as an introduction, containing selected material dealing with point- and set-valued stochastic processes, and the final two devoted to applications and optimal control problems. The book presents recent and pressing issues in stochastic processes, control, differential games, optimization and their application in finance, manufacturing, queueing networks, and climate control. Written by an award-winning author in the field of stochastic differential inclusions and their application to control theory, This book is intended for students andresearchers in mathematics and applications; particularly those studying optimal control theory. It is also highly relevant for students of economics and engineering.The bookcan also be used as a reference on stochastic differential inclusions. Knowledge of select topics in analysis and probability theory are required.

Free Download Stochastic Dynamic Response Analysis and Performance-Based Seismic Safety Evaluation for High Concrete Faced Rockfill Dams by Bin Xu , Rui Pang
English | PDF EPUB (True) | 2024 | 201 Pages | ISBN : 9819771978 | 53 MB
This book provides a complete probabilistic analysis method and a performance-based seismic safety evaluation for high concrete faced rockfill dam (CFRD). Combined with random sample generation and reliability analysis methods, the dynamic response characteristics and reliability level of CFRD under various random factors are comprehensively described. In Chapter 2, a random ground motion model based on spectral representation-random function and a high-dimensional random variable generation method based on GF- discrepancy are established. Combined with probability density evolution method (PDEM) and the random sample generation methods to verify its effectiveness and reliability for nonlinear complex geotechnical engineering. In Chapter 3, the dynamic response and probabilistic characteristics of high CFRD under random ground motion are revealed based on the elastoplastic analysis. A performance-based seismic safety evaluation method is established. In Chapter 4, the influence of material parameter randomness on dynamic response and seismic safety of high CFRD is studied from the perspective of stochastic dynamics and probability. In Chapter 5, the stochastic dynamic response and probability distribution of high CFRD under the coupled random action of ground motion and material parameters are systematically studied, and the performance-based seismic safety evaluation framework is improved. In Chapter 6, The stochastic dynamic response of 3D high CFRD is studied, and the failure performance index and performance level based on overstress volume ratio combined with overstress accumulation time are discussed. The performance-based seismic safety evaluation framework is further improved. In Chapter 7, combined with the finite element dynamic time-history analysis method considering the softening effect of rockfill, a performance-based seismic safety evaluation framework for dam slope stability of high CFRD under multiple random factors is systematically explored from the perspective of stochastic dynamics and probability. In Chapter 8, The performance indexes of seismic safety evaluation for high CFRDs are suggested and the corresponding performance level with probability assurance is put forward. The multi-seismic intensity – multi-performance target – failure probability performance relationship is established, and a performance-based seismic safety evaluation framework is initially formed. This book can be used as a reference for scholars studying random vibration and reliability analysis, as well as for scholars studying dam safety evaluation.

Free Download David T. Limmer, "Statistical Mechanics and Stochastic Thermodynamics: A Textbook on Modern Approaches in and out of Equilibrium "
English | ISBN: 0198919859 | 2024 | 400 pages | PDF | 35 MB
The theory of statistical mechanics is the best link we have between the imperceptible world of atoms and molecules and our common macroscopic experience. This textbook provides the fundamental rules and relationships of statistical mechanics. Through it, students will learn how to deduce the properties of materials from an underlying understanding of the behaviour of its constituent building blocks.

Free Download A. A. Dorogovtsev, "Stochastic Analysis and Random Maps in Hilbert Space"
English | ISBN: 9067641634 | 2018 | 109 pages | PDF | 8 MB
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