Author: Pal Revesz
Publisher: World Scientific Publishing Company
Keywords: random, environments, walk, non
Number of Pages: 396
Published: 2005-08-30
List price: $141.00
ISBN-10: 981256361X
ISBN-13: 9789812563613
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 wal
Author: Barry D. Hughes
Publisher: Oxford University Press, USA
Keywords: random, walks, volume, environments
Number of Pages: 654
Published: 1995-05-18
List price: $175.00
ISBN-10: 0198537883
ISBN-13: 9780198537885
This is the first of two volumes devoted to probability theory in physics, physical chemistry, and engineering, providing an introduction to the problem of the random walk and its applications. In its simplest form, the random walk describes the motion of an idealized drunkard and is a discreet analogy of the diffusion process. A thorough account is given of the theory of random walks on discreet spaces (lattices or networks) and in continuous spaces, including those processed with random waiting time between steps. Applications discussed include dielectric relaxation, charge transport in the
Author: Barry D. Hughes
Publisher: Oxford University Press, USA
Keywords: random, environments, volume, walks
Number of Pages: 550
Published: 1996-08-22
List price: $250.00
ISBN-10: 0198537891
ISBN-13: 9780198537892
This is the second volume of a two-volume work devoted to probability theory in physical chemistry, and engineering. Rather than dealing explicitly with the idea of an ongoing random walk, with each chaotic step taking place at fixed time intervals, this volume addresses models in which the disorder is frozen in space-random environments. It begins with an introduction to the geometry of random environments, emphasizing Bernoulli percolation models. The scope of the investigation then widens as we ask how structural disorder affects the transport process. The final chapters confront the inter
Author: Peyton Peebles
Publisher: McGraw-Hill Science/Engineering/Math
Keywords: random, principles, signal, variables, probability
Number of Pages: 480
Published: 2000-07-21
List price: unknow
ISBN-10: 0073660078
ISBN-13: 9780073660073
The fourth edition of "Probability, Random Variables and Random Signal Principles" continues the success of previous editions with its concise introduction to probability theory for the junior-senior level course in electrical engineering. The book offers a careful, logical organization which stresses fundamentals and includes almost 900 student exercises and abundant practical applications for engineers to understand probability concepts. The most important new material in this edition relates to discrete-time random processes and sequences, and other topics in the general area of digital
Author: Peyton Z. Peebles Jr.
Publisher: McGraw Hill Higher Education
Keywords: random, principles, signal, variables, probability
Number of Pages: 480
Published: 2000-10-01
List price: $70.82
ISBN-10: 0071181814
ISBN-13: 9780071181815
The fourth edition of "Probability, Random Variables and Random Signal Principles" continues the success of previous editions with its concise introduction to probability theory for the junior-senior level course in electrical engineering. The book offers a careful, logical organization which stresses fundamentals and includes almost 900 student exercises and abundant practical applications for engineers to understand probability concepts. The most important new material in this edition relates to discrete-time random processes and sequences, and other topics in the general area of digital sig
Author: Hwei Hsu
Publisher: McGraw-Hill
Keywords: random, variables, processes, probability, outline, schaum
Number of Pages: 320
Published: 1996-10-01
List price: $19.95
ISBN-10: 0070306443
ISBN-13: 9780070306448
Designed for students in various disciplines of engineering, science, mathematics, management and business, this effective study tool includes hundreds of problems with step-by-step solutions and another 150 problems with hints or delayed answers. The solved problems illustrate and strongly reinforce vital theory and techniques. Topics taught include functions of random variables; expectation and limit theorems; and estimation theory, decision theory and queuing theory.
Author: V. V. Buldygin and Yu. V. Kozachenko
Publisher: American Mathematical Society
Keywords: random, mathematical, monographs, translations, variables, characterization, metric, processes
Number of Pages: 257
Published: 2000-02-29
List price: $100.00
ISBN-10: 0821805339
ISBN-13: 9780821805336
The topic covered in this book is the study of metric and other close characteristics of different spaces and classes of random variables and the application of the entropy method to the investigation of properties of stochastic processes whose values, or increments, belong to given spaces. The following processes appear in detail: pre-Gaussian processes, shot noise processes representable as integrals over processes with independent increments, quadratically Gaussian processes, and, in particular, correlogram-type estimates of the correlation function of a stationary Gaussian process, jointly
