Tag: Stochastic

Free Download Probability and Stochastic Processes with Applications to Communications, Systems and Networks by Gurami Tsitsiashvili and Alexander Bochkov
English | PDF | 2023 | 184 Pages | ISBN : 3036564853 | 7.2 MB
The present reprint contains all of the articles accepted and published in the Special Issue "Probability and Stochastic Processes with Applications to Communications, Systems and Networks" from the MDPI Mathematics journal. This Special Issue is devoted to probability, statistics, stochastic processes and their different applications in system and network analysis. The Special Issue includes works related to the analysis and applications of different queuing models, which begin with general approaches in modeling queuing systems and networks; an analysis of probabilistic and statistical methods in telecommunication; an asymptotic analysis of queuing networks in the condition of a large load; general complex networks and their structures, e.g., topology and graph theory; mathematical methods and models in smart cities; exclusive statistical methods, such as statistical estimates in bio/ecology, medicine and neural networks; and studies that estimate parameters in complex technical systems, etc. We hope that the scientific results collected in this reprint will help foster future research related to probability, stochastic processes and their applications.

Free Download Stochastic Processes: Lectures given at Aarhus University by Kiyosi Itô
English | PDF | 2004 | 246 Pages | ISBN : 3540204822 | 14.5 MB

Free Download Non-Gaussian Selfsimilar Stochastic Processes
English | 2023 | ISBN: 3031337719 | 113 Pages | PDF EPUB (True) | 10 MB
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 this class.

Free Download Stochastic Divergence forex trading for consistent profits
Published 6/2023
Created by Kenneth Bach
MP4 | Video: h264, 1280×720 | Audio: AAC, 44.1 KHz, 2 Ch
Genre: eLearning | Language: English | Duration: 35 Lectures ( 1h 21m ) | Size: 1.5 GB

Free Download Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems
English | 2016 | ISBN: 3110475421 | 230 Pages | EPUB (True) | 25 MB
The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications to dependent random variables, U-statistics, censor data analysis. Different techniques, formerly available only in a broad range of literature, are for the first time presented here in a self-contained fashion.

Free Download Stochastic Structural Optimization
English | 2024 | ISBN: 0367720396 | 267 Pages | PDF (True) | 24 MB
Stochastic Structural Optimization presents a comprehensive picture of robust design optimization of structures, focused on nonparametric stochastic-based methodologies. Good practical structural design accounts for uncertainty, for which reliability-based design offers a standard approach, usually incorporating assumptions on probability functions which are often unknown. By comparison, a worst-case approach with bounded support used as a robust design offers simplicity and a lower level of sensitivity. Linking structural optimization with these two approaches by a unified framework of non-parametric stochastic methodologies provides a rigorous theoretical background and high level of practicality. This text shows how to use this theoretical framework in civil and mechanical engineering practice to design a safe structure which accounts for uncertainty.

Free Download Stochastic Partial Differential Equations in Fluid Mechanics
English | 2023 | ISBN: 981990384X | 206 Pages | PDF EPUB (True) | 17 MB
This book is devoted to stochastic Navier-Stokes equations and more generally to stochasticity in fluid mechanics. The two opening chapters describe basic material about the existence and uniqueness of solutions: first in the case of additive noise treated pathwise and then in the case of state-dependent noise. The main mathematical techniques of these two chapters are known and given in detail for using the book as a reference for advanced courses. By contrast, the third and fourth chapters describe new material that has been developed in very recent years or in works now in preparation. The new material deals with transport-type noise, its origin, and its consequences on dissipation and well-posedness properties. Finally, the last chapter is devoted to the physical intuition behind the stochastic modeling presented in the book, giving great attention to the question of the origin of noise in connection with small-scale turbulence, its mathematical form, and its consequences on large-scale properties of a fluid.

Free Download Fundamentals of Stochastic Models
by Zhe George Zhang
English | 2023 | ISBN: 036771261X | 815 pages | True PDF | 33.85 MB

Free Download Elliptic Extensions in Statistical and Stochastic Systems by Makoto Katori
English | PDF,EPUB | 2023 | 134 Pages | ISBN : 9811995265 | 20.7 MB
Hermite’s theorem makes it known that there are three levels of mathematical frames in which a simple addition formula is valid. They are rational, q-analogue, and elliptic-analogue. Based on the addition formula and associated mathematical structures, productive studies have been carried out in the process of q-extension of the rational (classical) formulas in enumerative combinatorics, theory of special functions, representation theory, study of integrable systems, and so on. Originating from the paper by Date, Jimbo, Kuniba, Miwa, and Okado on the exactly solvable statistical mechanics models using the theta function identities (1987), the formulas obtained at the q-level are now extended to the elliptic level in many research fields in mathematics and theoretical physics. In the present monograph, the recent progress of the elliptic extensions in the study of statistical and stochastic models in equilibrium and nonequilibrium statistical mechanics and probability theory is shown.

Free Download Stochastic Processes and Financial Mathematics
English | 2023 | ISBN: 3662647109 | 304 Pages | PDF EPUB (True) | 21 MB
The book provides an introduction to advanced topics in stochastic processes and related stochastic analysis, and combines them with a sound presentation of the fundamentals of financial mathematics. It is wide-ranging in content, while at the same time placing much emphasis on good readability, motivation, and explanation of the issues covered.