stochastic processes estimation optimization analysis

International Operations Research & Management Science: Optimization Under Stochastic Uncertainty: Methods Control and Random Search Methods (Hardcover)

This book examines application and methods to incorporating stochastic parameter variations into the optimization process to decrease expense in corrective measures. Basic types of deterministic substitute problems occurring mostly in practice involve... more

Industrial Design of Experiments: A Case Study Approach for Design and Process Optimization (Paperback)

This textbook provides the tools techniques and industry examples needed for the successful implementation of design of experiments (DoE) in engineering and manufacturing applications. It contains a high-level engineering analysis of key issues in the... more

Springer Theses: Analysis Optimization and Control of Grid-Interfaced Matrix-Based Isolated Ac-DC Converters (Hardcover)

This book presents novel contributions in the development of solid-state-transformer (SST) technology both for medium-voltage (MV) and low-voltage (LV) utility grid interfaces which can potentially augment the grid modernization process in the evolving... more

A bibliography of American publications on stochastic processes and time series analysis published in the years 1900-1959; preliminary report prepared by Emanuel Parzen and George

Select Your Preferred Color at No Additional Cost! Explore More Options by Clicking on More Images and Notify Us of Your Choice via Email. Presenting an Exquisite Leather-Bound Edition expertly crafted by the prestigious organization “Rare Biblio�... more

Understanding Complex Systems: Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems: Using the Methods of Stochastic Processes (Hardcover)

This book focuses on a central question in the field of complex systems: Given a fluctuating (in time or space) uni- or multi-variant sequentially measured set of experimental data (even noisy data) how should one analyse non-parametrically the data... more

Wiley Probability and Statistics Bayesian Analysis of Stochastic Process Models (Hardcover)

Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian analysis of models based on stochastic processes covering the main classes of stochastic... more

Fundamentals of Stochastic Signals Systems and Estimation Theory with Worked Examples

The main theme of this book deals with fundamental concepts underlying stochastic signal or linear stochastic systems their modelling and analysis as well as model-based signal processing. Many examples are included to illustrate the concepts of this... more

Functional Estimation for Density Regression Models and Processes (Second Edition) (Hardcover)

Nonparametric kernel estimators apply to the statistical analysis of independent or dependent sequences of random variables and for samples of continuous or discrete processes. The optimization of these procedures is based on the choice of a bandwidth... more

Cambridge Studies in Advanced Mathematic Multidimensional Stochastic Processes as Rough Paths Book 120 (Hardcover)

Rough path analysis provides a fresh perspective on Ito s important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows Freidlin-Wentzell theory the Stroock-Varadhan... more

Springerbriefs in Probability and Mathematical Statistics: Non-Gaussian Selfsimilar Stochastic Processes (Paperback)

This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments live in a Wiener chaos and include the fractional Brownian motion the only Gaussian process in... more

Lecture Notes Of The Unione Matematica Italiana: Hyperfinite Dirichlet Forms and Stochastic Processes (Paperback)

This monograph treats the theory of Dirichlet forms from a comprehensive point of view using nonstandard analysis. Thus it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete... more

Graduate Texts in Mathematics: Measure Theory Probability and Stochastic Processes (Hardcover)

This textbook introduces readers to the fundamental notions of modern probability theory. The only prerequisite is a working knowledge in real analysis. Highlighting the connections between martingales and Markov chains on one hand and Brownian motion... more

Foundations and Trends(r) in Econometrics: Quantile Methods for Stochastic Frontier Analysis (Paperback)

Quantile Methods for Stochastic Frontier Analysis seeks to merge two seemingly disparate econometric fields quantile estimation and stochastic frontier analysis (SFA). Why might these two fields be viewed as disparate? Quantiles exist on a continuum of... more

Springer Optimization and Its Applications: Nonlinear Analysis Differential Equations and Applications (Paperback)

This contributed volume showcases research and survey papers devoted to a broad range of topics on functional equations ordinary differential equations partial differential equations stochastic differential equations optimization theory network games... more

Green Chemistry and Chemical Engineering Integrated Biorefineries: Design Analysis and Optimization (Hardcover)

Integrated Biorefineries: Design Analysis and Optimization examines how to create a competitive edge in biorefinery innovation through integration into existing processes and infrastructure. Leading experts from around the world working in design... more

Springer Optimization and Its Applicatio Scenario Logic and Probabilistic Management of Risk in Business and Engineering Book 20 (Hardcover)

This book proposes a uniform logic and probabilistic (LP) approach to risk estimation and analysis in engineering and economics. It covers the methodological and theoretical basis of risk management at the design test and operation stages of economic... more

Stochastic Models for Many-body Systems. I : Infinite Systems in Thermal Equilibrium (Paperback)

This first volume in a two-part series presents a comprehensive study of stochastic models for many-body systems in thermal equilibrium. The authors introduce the theory of stochastic processes and provide a detailed analysis of the properties of the... more

Uncertainty Analysis for Remote Sensing (Paperback)

A better understanding of ecosystem processes requires accurate estimates of forest biomass and structure on global scales. Recently there have been demonstrations of the ability of remote sensing instruments such as radar and lidar for the estimation... more

Symmetry in Modeling and Analysis of Dynamic Systems (Hardcover)

Real-world systems exhibit complex behavior therefore novel mathematical approaches or modifications of classical ones have to be employed to precisely predict monitor and control complicated chaotic and stochastic processes. One of the most basic... more

Introduction To Risk And Uncertainty In Hydrosystem Engineering

Water engineers require knowledge of stochastic frequency concepts uncertainty analysis risk assessment and the processes that predict unexpected events. This book presents the basics of stochastic risk and uncertainty analysis and random sampling... more