UID:
almahu_9948025783902882
Umfang:
1 online resource (345 p.)
ISBN:
1-281-03555-6
,
9786611035556
,
0-08-051779-X
Inhalt:
A 'stochastic' process is a 'random' or 'conjectural' process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance.This book deals with the tools and techniques used in the stochastic process - estimation, optimisation and recursive logarithms - in a form accessible to engineers and which can also be applied to Matlab. Amongst the
Anmerkung:
Description based upon print version of record.
,
Front Cover; Stochastic Processes: Estimation, Optimization & Analysis; Copyright Page; Contents; Introduction; Chapter 1. Stochastic Processes; 1.1. Introduction; 1.2. Foundations of Probability; 1.3. Finite Markov Chains; 1.4. Renewal Processes; 1.5. Martingale, Supermartingale, Submartingale; 1.6. Some Definitions; 1.7. Conclusions; Chapter 2. Estimation of Probability Densities; 2.1. Introduction; 2.2. Main Probability Distributions; 2.3. Skewness and Kurtosis Measures; 2.4. Classification of Probability Distributions; 2.5. Transformation of Random Variables
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2.6. Estimation of Probability Density Functions2.7. Numerical Examples; 2.8. Model Validation; 2.9. Stochastic Approximation; 2.10. Conclusion; Chapter 3. Optimization Techniques; 3.1. Introduction; 3.2. Stochastic Approximation Techniques; 3.3. Learning Automata; 3.4. Simulated Annealing; 3.5. Genetic Algorithms; 3.6. Conclusions; Chapter 4. Analysis of Recursive Algorithms; 4.1. Introduction; 4.2. The Analysis of Recursive Algorithms; 4.3. Use of Some Inequalities, Lemmas and Theorems; 4.4. Case 1: Single Learning Automaton; 4.5. Case 2: Team of Binary Learning Automata
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4.6. Convergence Rate4.7. Summary; Appendix A. Inequalities, Lemmas and Theorems; A.1. Inequalities; A.2. Lemmas; A.3. Theorems; Appendix B. Matlab Program; Index
,
English
Weitere Ausg.:
ISBN 1-903996-55-4
Sprache:
Englisch
