Statistique mathématique et statistique des processus (Collection méthodes stochastiques appliquées) PDF Download

Author: BOSQ Denis
Publisher: Lavoisier
ISBN: 2746288087
Category :
Languages : en
Pages : 290

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Book Description
La plupart des manuels de statistique traitent seulement le cas des variables indépendantes et de même loi. Or, dans les applications, les variables observées sont très souvent corrélées. Les exemples sont nombreux en physique, chimie, biologie, économie, démographie ou finance. Pour combler cette lacune, cet ouvrage étudie la modélisation mathématique des phénomènes statistiques et s'intéresse plus particulièrement à la statistique des processus. Didactique et illustré de nombreux exercices, il comporte trois parties : la statistique mathématique, basée sur la théorie de la décision et le point de vue asymptotique, la statistique des processus à temps discret (processus ARMA) et à temps continu (processus de Poisson, processus de diffusion) et des compléments de probabilités. Statistique mathématique et statistique des processus s'adresse aux étudiants de master et aux élèves des grandes écoles. L'auteur Denis Bosq est professeur émérite à l'Université Pierre et Marie Curie. Il est l'auteur de nombreux articles et livres de recherche en statistique.

Author: SERICOLA Bruno
Publisher: Lavoisier
ISBN: 2746289164
Category : Birth and death processes (Stochastic processes)
Languages : en
Pages : 391

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Book Description
Les chaînes de Markov sont des modèles probabilistes utilisés dans des domaines variés comme la logistique, l'informatique, la fiabilité, les télécommunications, ou encore la biologie et la physique-chimie. On les retrouve également dans la finance, l’économie et les sciences sociales. Cet ouvrage présente une étude approfondie des chaînes de Markov à temps discret et à temps continu avec des applications détaillées aux processus de naissance et mort et aux files d'attente. Ces applications sont illustrées par des algorithmes généraux de calcul de probabilités d'état et de distribution de temps de passage. Le développement de ces algorithmes repose sur l'utilisation de la technique d'uniformisation des chaînes de Markov qui est présentée de manière théorique et intuitive. Ce livre s'adresse aux ingénieurs et chercheurs ayant besoin de modèles probabilistes pour évaluer et prédire le comportement des systèmes qu'ils étudient ou qu'ils développent. Il est aussi très bien adapté pour un cours de master.

Author: Faouzi Zarai
Publisher: Morgan Kaufmann
ISBN: 0128011580
Category : Computers
Languages : en
Pages : 965

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Book Description
Modeling and Simulation of Computer Networks and Systems: Methodologies and Applications introduces you to a broad array of modeling and simulation issues related to computer networks and systems. It focuses on the theories, tools, applications and uses of modeling and simulation in order to effectively optimize networks. It describes methodologies for modeling and simulation of new generations of wireless and mobiles networks and cloud and grid computing systems. Drawing upon years of practical experience and using numerous examples and illustrative applications recognized experts in both academia and industry, discuss: - Important and emerging topics in computer networks and systems including but not limited to; modeling, simulation, analysis and security of wireless and mobiles networks especially as they relate to next generation wireless networks - Methodologies, strategies and tools, and strategies needed to build computer networks and systems modeling and simulation from the bottom up - Different network performance metrics including, mobility, congestion, quality of service, security and more... Modeling and Simulation of Computer Networks and Systems is a must have resource for network architects, engineers and researchers who want to gain insight into optimizing network performance through the use of modeling and simulation. - Discusses important and emerging topics in computer networks and Systems including but not limited to; modeling, simulation, analysis and security of wireless and mobiles networks especially as they relate to next generation wireless networks - Provides the necessary methodologies, strategies and tools needed to build computer networks and systems modeling and simulation from the bottom up - Includes comprehensive review and evaluation of simulation tools and methodologies and different network performance metrics including mobility, congestion, quality of service, security and more

Author: Laurent Decreusefond
Publisher:
ISBN: 9782746224957
Category :
Languages : fr
Pages : 398

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Book Description

Author:
Publisher:
ISBN:
Category : Telecommunication
Languages : en
Pages : 1472

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Book Description

Author: Fernando P¿rez Font¿n
Publisher: John Wiley & Sons
ISBN: 0470751738
Category : Technology & Engineering
Languages : en
Pages : 268

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Book Description
A practical tool for propagation channel modeling with MATLAB® simulations. Many books on wireless propagation channel provide a highly theoretical coverage, which for some interested readers, may be difficult to follow. This book takes a very practical approach by introducing the theory in each chapter first, and then carrying out simulations showing how exactly put the theory into practice. The resulting plots are analyzed and commented for clarity, and conclusions are drawn and explained from the obtained results. Key features include: A unique approach to propagation channel modeling with accompanying MATLAB® simulations to demonstrate the theory in practice Contains step by step commentary and analysis of the obtained simulation results in order to provide a comprehensive and structured learning tool Covers a wide range of topics including shadowing effects, coverage and interference, Multipath Narrowband channel, Multipath Wideband channel, propagation in micro and pico-cells, the land mobile satellite (LMS) channel, the directional Multipath channel and MIMO and propagation effects in fixed radio links (terrestrial and satellite) The book comes with an accompanying website that contains the MATLAB® simulations and allows readers to try them out themselves Well suited for lab-use, as reference and as a self-learning tool both for advanced students and professionals Modeling the Wireless Propagation Channel: A simulation approach with MATLAB® will be best suited for postgraduate (Masters and PhD) students and practicing engineers in telecommunications and electrical engineering fields, who are seeking to familiarise themselves with the topic without too many formulas. The book will also be of interest to network engineers, system engineers and researchers

Author:
Publisher:
ISBN:
Category : Numerical analysis
Languages : en
Pages : 392

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Book Description
International journal devoted to pure and applied research on the use of scientific methods and information processing in business and industry. Articles may be in English or French.

Author: Laurent Decreusefond
Publisher: John Wiley & Sons
ISBN: 1118563018
Category : Technology & Engineering
Languages : en
Pages : 306

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Book Description
This book addresses the stochastic modeling of telecommunication networks, introducing the main mathematical tools for that purpose, such as Markov processes, real and spatial point processes and stochastic recursions, and presenting a wide list of results on stability, performances and comparison of systems. The authors propose a comprehensive mathematical construction of the foundations of stochastic network theory: Markov chains, continuous time Markov chains are extensively studied using an original martingale-based approach. A complete presentation of stochastic recursions from an ergodic theoretical perspective is also provided, as well as spatial point processes. Using these basic tools, stability criteria, performance measures and comparison principles are obtained for a wide class of models, from the canonical M/M/1 and G/G/1 queues to more sophisticated systems, including the current “hot topics” of spatial radio networking, OFDMA and real-time networks. Contents 1. Introduction. Part 1: Discrete-time Modeling 2. Stochastic Recursive Sequences. 3. Markov Chains. 4. Stationary Queues. 5. The M/GI/1 Queue. Part 2: Continuous-time Modeling 6. Poisson Process. 7. Markov Process. 8. Systems with Delay. 9. Loss Systems. Part 3: Spatial Modeling 10. Spatial Point Processes.

Author: Yury A. Kutoyants
Publisher: Springer Science & Business Media
ISBN: 144713866X
Category : Mathematics
Languages : en
Pages : 493

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Book Description
The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.

Author: Anastasios Tsiatis
Publisher: Springer Science & Business Media
ISBN: 0387373454
Category : Mathematics
Languages : en
Pages : 392

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Book Description
This book summarizes current knowledge regarding the theory of estimation for semiparametric models with missing data, in an organized and comprehensive manner. It starts with the study of semiparametric methods when there are no missing data. The description of the theory of estimation for semiparametric models is both rigorous and intuitive, relying on geometric ideas to reinforce the intuition and understanding of the theory. These methods are then applied to problems with missing, censored, and coarsened data with the goal of deriving estimators that are as robust and efficient as possible.