Random Processes: Measurement, Analysis and Simulation

Random Processes: Measurement, Analysis and Simulation
Author: J. Cacko
Publisher: Elsevier
Total Pages: 245
Release: 2012-12-02
Genre: Technology & Engineering
ISBN: 0444598030

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This book covers the basic topics associated with the measurement, analysis and simulation of random environmental processes which are encountered in practice when dealing with the dynamics, fatigue and reliability of structures in real environmental conditions. The treatment is self-contained and the authors have brought together and integrated the most important information relevant to this topic in order that the newcomer can see and study it as a whole. This approach should also be of interest to experienced engineers from fatigue laboratories who want to learn more about the possible methods of simulation, especially for use in real time on electrohydraulic computer-controlled loading machines.Problems of constructing a measuring system are dealt with in the first chapter. Here the authors discuss the choice of measuring conditions and locations, as well as the organization of a chain of devices for measuring and recording random environmental processes. Some experience gained from practical measurements is also presented. The recorded processes are further analysed by various methods. The choice is governed by the aims of the measurements and applications of the results. Chapter 2 is thus devoted to methods of random process evaluations for digital computers, both from the fatigue and dynamic point of view. The most important chapter is Chapter 3 as this presents a review of up-to-date methods of random process simulation with given statistical characteristics. These methods naturally follow those of random process analysis, and their results form initial data for the corresponding simulations algorithms, including occurrences of characteristic parameters of counting methods, reproduction of correlation theory characteristics and of autoregressive models. The simulation of non-stationary processes is treated in depth, taking into account their importance for practical applications and also the lack of information of this subject.The book is intended to help resolve many practical problems concerning the methods and quality of environmental process evaluation and simulation which can arise when up-to-date loading systems with computer control are being used in material, component and structural fatigue and dynamic research.

Random Processes

Random Processes
Author: Jozef Čačko
Publisher:
Total Pages: 256
Release: 1988
Genre: Engineering models
ISBN:

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This book covers the basic topics associated with the measurement, analysis and simulation of random environmental processes which are encountered in practice when dealing with the dynamics, fatigue and reliability of structures in real environmental conditions.

Simulation of Stochastic Processes with Given Accuracy and Reliability

Simulation of Stochastic Processes with Given Accuracy and Reliability
Author: Yuriy V. Kozachenko
Publisher: Elsevier
Total Pages: 348
Release: 2016-11-22
Genre: Mathematics
ISBN: 0081020856

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Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes. Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered. Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes Contains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topic Provides methods and tools in measuring accuracy and reliability in functional spaces

Numerical Modelling of Random Processes and Fields

Numerical Modelling of Random Processes and Fields
Author: V. A. Ogorodnikov
Publisher: Walter de Gruyter GmbH & Co KG
Total Pages: 252
Release: 2018-11-05
Genre: Mathematics
ISBN: 3110941996

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No detailed description available for "Numerical Modelling of Random Processes and Fields".

Stochastic Modeling

Stochastic Modeling
Author: Barry L. Nelson
Publisher: Courier Corporation
Total Pages: 338
Release: 2012-10-11
Genre: Mathematics
ISBN: 0486139948

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Coherent introduction to techniques also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Includes formulation of models, analysis, and interpretation of results. 1995 edition.

Random Field Models in Earth Sciences

Random Field Models in Earth Sciences
Author: George Christakos
Publisher: Elsevier
Total Pages: 503
Release: 2013-10-22
Genre: Science
ISBN: 1483288307

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This book is about modeling as a prinicipal component of scientific investigations. In general terms, modeling is the funamental process of combining intellectual creativity with physical knowledge and mathematical techniques in order to learn the properties of the mechanisms underlying a physical phenomenon and make predictions. The book focuses on a specific class of models, namely, random field models and certain of their physical applications in the context of a stochastic data analysis and processing research program. The term application is considered here in the sense wherein the mathematical random field model is shaping, but is also being shaped by, its objects. This book explores the application of random field models and stochastic data processing to problems in hydrogeology, geostatistics, climate modeling, and oil reservoir engineering, among others Researchers in the geosciences who work with models of natural processes will find discussion of; Spatiotemporal random fields Space transformation Multidimensional estimation Simulation Sampling design Stochastic partial differential equations

Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes

Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes
Author: Aleksand Janicki
Publisher: CRC Press
Total Pages: 376
Release: 2021-07-28
Genre: Mathematics
ISBN: 1000445070

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Presents new computer methods in approximation, simulation, and visualization for a host of alpha-stable stochastic processes.

Stochastic Simulation and Monte Carlo Methods

Stochastic Simulation and Monte Carlo Methods
Author: Carl Graham
Publisher: Springer Science & Business Media
Total Pages: 264
Release: 2013-07-16
Genre: Mathematics
ISBN: 3642393632

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In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems. The error analysis of these computations is a highly complex mathematical undertaking. Approaching these issues, the authors present stochastic numerical methods and prove accurate convergence rate estimates in terms of their numerical parameters (number of simulations, time discretization steps). As a result, the book is a self-contained and rigorous study of the numerical methods within a theoretical framework. After briefly reviewing the basics, the authors first introduce fundamental notions in stochastic calculus and continuous-time martingale theory, then develop the analysis of pure-jump Markov processes, Poisson processes, and stochastic differential equations. In particular, they review the essential properties of Itô integrals and prove fundamental results on the probabilistic analysis of parabolic partial differential equations. These results in turn provide the basis for developing stochastic numerical methods, both from an algorithmic and theoretical point of view. The book combines advanced mathematical tools, theoretical analysis of stochastic numerical methods, and practical issues at a high level, so as to provide optimal results on the accuracy of Monte Carlo simulations of stochastic processes. It is intended for master and Ph.D. students in the field of stochastic processes and their numerical applications, as well as for physicists, biologists, economists and other professionals working with stochastic simulations, who will benefit from the ability to reliably estimate and control the accuracy of their simulations.

Stochastic Processes: Modeling and Simulation

Stochastic Processes: Modeling and Simulation
Author: D N Shanbhag
Publisher: Gulf Professional Publishing
Total Pages: 1028
Release: 2003-02-24
Genre: Mathematics
ISBN: 9780444500137

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This sequel to volume 19 of Handbook on Statistics on Stochastic Processes: Modelling and Simulation is concerned mainly with the theme of reviewing and, in some cases, unifying with new ideas the different lines of research and developments in stochastic processes of applied flavour. This volume consists of 23 chapters addressing various topics in stochastic processes. These include, among others, those on manufacturing systems, random graphs, reliability, epidemic modelling, self-similar processes, empirical processes, time series models, extreme value therapy, applications of Markov chains, modelling with Monte Carlo techniques, and stochastic processes in subjects such as engineering, telecommunications, biology, astronomy and chemistry. particular with modelling, simulation techniques and numerical methods concerned with stochastic processes. The scope of the project involving this volume as well as volume 19 is already clarified in the preface of volume 19. The present volume completes the aim of the project and should serve as an aid to students, teachers, researchers and practitioners interested in applied stochastic processes.

Measurement and Analysis of Random Data

Measurement and Analysis of Random Data
Author: Julius S. Bendat
Publisher:
Total Pages: 416
Release: 1966
Genre: Computer science
ISBN:

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After spending the summer in a commune, a teen-age girl in Scotland feels better prepared to cope with the conflicts in her own family.