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Advanced Mathematics for Engineers with Applications in Stochastic Processes

Advanced Mathematics for Engineers with Applications in Stochastic Processes PDF Author: Aliakbar Montazer Haghighi
Publisher: Nova Science Publishers
ISBN: 9781608768806
Category : Functions of several complex variables
Languages : en
Pages : 0

Book Description
Topics in advanced mathematics for engineers, probability and statistics typically span three subject areas, are addressed in three separate textbooks and taught in three different courses in as many as three semesters. Due to this arrangement, students taking these courses have had to shelf some important and fundamental engineering courses until much later than is necessary. This practice has generally ignored some striking relations that exist between the seemingly separate areas of statistical concepts, such as moments and estimation of Poisson distribution parameters. On one hand, these concepts commonly appear in stochastic processes -- for instance, in measures on effectiveness in queuing models. On the other hand, they can also be viewed as applied probability in engineering disciplines -- mechanical, chemical, and electrical, as well as in engineering technology. There is obviously, an urgent need for a textbook that recognises the corresponding relationships between the various areas and a matching cohesive course that will see through to their fundamental engineering courses as early as possible. This book is designed to achieve just that. Its seven chapters, while retaining their individual integrity, flow from selected topics in advanced mathematics such as complex analysis and wavelets to probability, statistics and stochastic processes.

Advanced Mathematics for Engineers with Applications in Stochastic Processes

Advanced Mathematics for Engineers with Applications in Stochastic Processes PDF Author: Aliakbar Montazer Haghighi
Publisher: Nova Science Publishers
ISBN: 9781608768806
Category : Functions of several complex variables
Languages : en
Pages : 0

Book Description
Topics in advanced mathematics for engineers, probability and statistics typically span three subject areas, are addressed in three separate textbooks and taught in three different courses in as many as three semesters. Due to this arrangement, students taking these courses have had to shelf some important and fundamental engineering courses until much later than is necessary. This practice has generally ignored some striking relations that exist between the seemingly separate areas of statistical concepts, such as moments and estimation of Poisson distribution parameters. On one hand, these concepts commonly appear in stochastic processes -- for instance, in measures on effectiveness in queuing models. On the other hand, they can also be viewed as applied probability in engineering disciplines -- mechanical, chemical, and electrical, as well as in engineering technology. There is obviously, an urgent need for a textbook that recognises the corresponding relationships between the various areas and a matching cohesive course that will see through to their fundamental engineering courses as early as possible. This book is designed to achieve just that. Its seven chapters, while retaining their individual integrity, flow from selected topics in advanced mathematics such as complex analysis and wavelets to probability, statistics and stochastic processes.

Advanced Mathematics for Engineers with Applications in Stochastic Processes

Advanced Mathematics for Engineers with Applications in Stochastic Processes PDF Author: Aliakbar Montazer Haghighi
Publisher: Nova Science Publishers
ISBN: 9781624176814
Category : Functions of several complex variables
Languages : en
Pages : 567

Book Description


Probability, Statistics, and Stochastic Processes for Engineers and Scientists

Probability, Statistics, and Stochastic Processes for Engineers and Scientists PDF Author: Aliakbar Montazer Haghighi
Publisher: CRC Press
ISBN: 1351238396
Category : Mathematics
Languages : en
Pages : 635

Book Description
2020 Taylor & Francis Award Winner for Outstanding New Textbook! Featuring recent advances in the field, this new textbook presents probability and statistics, and their applications in stochastic processes. This book presents key information for understanding the essential aspects of basic probability theory and concepts of reliability as an application. The purpose of this book is to provide an option in this field that combines these areas in one book, balances both theory and practical applications, and also keeps the practitioners in mind. Features Includes numerous examples using current technologies with applications in various fields of study Offers many practical applications of probability in queueing models, all of which are related to the appropriate stochastic processes (continuous time such as waiting time, and fuzzy and discrete time like the classic Gambler’s Ruin Problem) Presents different current topics like probability distributions used in real-world applications of statistics such as climate control and pollution Different types of computer software such as MATLAB®, Minitab, MS Excel, and R as options for illustration, programing and calculation purposes and data analysis Covers reliability and its application in network queues

Applied Probability and Stochastic Processes

Applied Probability and Stochastic Processes PDF Author: Richard Martin Feldman
Publisher: Brooks/Cole
ISBN:
Category : Mathematics
Languages : en
Pages : 328

Book Description
In this book, Feldman and Valdez-Flores present applied probability and stochastic processes in an elementary but mathematically precise manner, with numerous examples and exercises to illustrate the range of engineering and science applications for the concepts. The book is designed to give the reader an intuitive understanding of probabilistic reasoning, in addition to an understanding of mathematical concepts and principles. Unique features of the book include a self-contained chapter on simulation (Chapter 3) and early introduction of Markov chains.

Advanced Engineering Mathematics

Advanced Engineering Mathematics PDF Author: Dean G. Duffy
Publisher: CRC Press
ISBN: 100055130X
Category : Mathematics
Languages : en
Pages : 497

Book Description
Through four previous editions of Advanced Engineering Mathematics with MATLAB, the author presented a wide variety of topics needed by today's engineers. The fifth edition of that book, available now, has been broken into two parts: topics currently needed in mathematics courses and a new stand-alone volume presenting topics not often included in these courses and consequently unknown to engineering students and many professionals. The overall structure of this new book consists of two parts: transform methods and random processes. Built upon a foundation of applied complex variables, the first part covers advanced transform methods, as well as z-transforms and Hilbert transforms--transforms of particular interest to systems, communication, and electrical engineers. This portion concludes with Green's function, a powerful method of analyzing systems. The second portion presents random processes--processes that more accurately model physical and biological engineering. Of particular interest is the inclusion of stochastic calculus. The author continues to offer a wealth of examples and applications from the scientific and engineering literature, a highlight of his previous books. As before, theory is presented first, then examples, and then drill problems. Answers are given in the back of the book. This book is all about the future: The purpose of this book is not only to educate the present generation of engineers but also the next. "The main strength is the text is written from an engineering perspective. The majority of my students are engineers. The physical examples are related to problems of interest to the engineering students." --Lea Jenkins, Clemson University

Stochastic Processes

Stochastic Processes PDF Author: Robert G. Gallager
Publisher: Cambridge University Press
ISBN: 1107039754
Category : Business & Economics
Languages : en
Pages : 559

Book Description
The definitive textbook on stochastic processes, written by one of the world's leading information theorists, covering both theory and applications.

Introduction to Probability and Stochastic Processes with Applications

Introduction to Probability and Stochastic Processes with Applications PDF Author: Liliana Blanco Castañeda
Publisher: John Wiley & Sons
ISBN: 1118344960
Category : Mathematics
Languages : en
Pages : 613

Book Description
An easily accessible, real-world approach to probability and stochastic processes Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their careers. With an emphasis on applications in engineering, applied sciences, business and finance, statistics, mathematics, and operations research, the book features numerous real-world examples that illustrate how random phenomena occur in nature and how to use probabilistic techniques to accurately model these phenomena. The authors discuss a broad range of topics, from the basic concepts of probability to advanced topics for further study, including Itô integrals, martingales, and sigma algebras. Additional topical coverage includes: Distributions of discrete and continuous random variables frequently used in applications Random vectors, conditional probability, expectation, and multivariate normal distributions The laws of large numbers, limit theorems, and convergence of sequences of random variables Stochastic processes and related applications, particularly in queueing systems Financial mathematics, including pricing methods such as risk-neutral valuation and the Black-Scholes formula Extensive appendices containing a review of the requisite mathematics and tables of standard distributions for use in applications are provided, and plentiful exercises, problems, and solutions are found throughout. Also, a related website features additional exercises with solutions and supplementary material for classroom use. Introduction to Probability and Stochastic Processes with Applications is an ideal book for probability courses at the upper-undergraduate level. The book is also a valuable reference for researchers and practitioners in the fields of engineering, operations research, and computer science who conduct data analysis to make decisions in their everyday work.

Stochastic Tools in Mathematics and Science

Stochastic Tools in Mathematics and Science PDF Author: Alexandre J. Chorin
Publisher: Springer Science & Business Media
ISBN: 1441910026
Category : Mathematics
Languages : en
Pages : 169

Book Description
This introduction to probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Topics covered include conditional expectations, stochastic processes, Langevin equations, and Markov chain Monte Carlo algorithms. The applications include data assimilation, prediction from partial data, spectral analysis and turbulence. A special feature is the systematic analysis of memory effects.

Stochastic Calculus

Stochastic Calculus PDF Author: Mircea Grigoriu
Publisher: Springer Science & Business Media
ISBN: 0817682287
Category : Mathematics
Languages : en
Pages : 784

Book Description
Algebraic, differential, and integral equations are used in the applied sciences, en gineering, economics, and the social sciences to characterize the current state of a physical, economic, or social system and forecast its evolution in time. Generally, the coefficients of and/or the input to these equations are not precisely known be cause of insufficient information, limited understanding of some underlying phe nomena, and inherent randonmess. For example, the orientation of the atomic lattice in the grains of a polycrystal varies randomly from grain to grain, the spa tial distribution of a phase of a composite material is not known precisely for a particular specimen, bone properties needed to develop reliable artificial joints vary significantly with individual and age, forces acting on a plane from takeoff to landing depend in a complex manner on the environmental conditions and flight pattern, and stock prices and their evolution in time depend on a large number of factors that cannot be described by deterministic models. Problems that can be defined by algebraic, differential, and integral equations with random coefficients and/or input are referred to as stochastic problems. The main objective of this book is the solution of stochastic problems, that is, the determination of the probability law, moments, and/or other probabilistic properties of the state of a physical, economic, or social system. It is assumed that the operators and inputs defining a stochastic problem are specified.

Almost Periodic Stochastic Processes

Almost Periodic Stochastic Processes PDF Author: Paul H. Bezandry
Publisher: Springer Science & Business Media
ISBN: 1441994769
Category : Mathematics
Languages : en
Pages : 247

Book Description
This book lays the foundations for a theory on almost periodic stochastic processes and their applications to various stochastic differential equations, functional differential equations with delay, partial differential equations, and difference equations. It is in part a sequel of authors recent work on almost periodic stochastic difference and differential equations and has the particularity to be the first book that is entirely devoted to almost periodic random processes and their applications. The topics treated in it range from existence, uniqueness, and stability of solutions for abstract stochastic difference and differential equations.