Analysis and Design of Markov Jump Systems with Complex Transition Probabilities, Zhang Lixian, Yang Ting, Shi Peng

Автор: Lixian Zhang; Ting Yang; Peng Shi; Yanzheng Zhu
Название: Analysis and Design of Markov Jump Systems with Complex Transition Probabilities
ISBN: 3319288466 ISBN-13(EAN): 9783319288468
Издательство: Springer
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Цена: 121890.00 T
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Описание: The book addresses the control issues such as stability analysis, control synthesis and filter design of Markov jump systems with the above three types of TPs, and thus is mainly divided into three parts.

Автор: On?simo Hern?ndez-Lerma; Jean B. Lasserre
Название: Markov Chains and Invariant Probabilities
ISBN: 3034894082 ISBN-13(EAN): 9783034894081
Издательство: Springer
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Цена: 46570.00 T
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Описание: = {~k` k = 0, 1, ... } with transition probability function (t.pJ.) P(x, B), i.e., P(x, B) := Prob (~k+1 E B I ~k = x) for each x E X, B E B, and k = 0,1, .... is said to be stable if there exists a probability measure (p.m.) /.l on B such that (*) VB EB. /.l(B) = Ix /.l(dx) P(x, B) If (*) holds then /.l is called an invariant p.m. for the Me ~.

Автор: Radu Zaharopol
Название: Invariant Probabilities of Transition Functions
ISBN: 3319057227 ISBN-13(EAN): 9783319057224
Издательство: Springer
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Цена: 102480.00 T
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Описание: The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition function are two topics of significant interest in the theory of transition functions, and are studied in this book.

Автор: Jerome Morio
Название: Estimation of Rare Event Probabilities In Complex Aerospace And O
ISBN: 008100091X ISBN-13(EAN): 9780081000915
Издательство: Elsevier Science
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Цена: 162820.00 T
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Описание:

Rare event probability (10^-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant number of methods have been proposed to reduce the computation burden for the estimation of rare events from advanced sampling approaches to extreme value theory. However, it is often difficult in practice to determine which algorithm is the most adapted to a given problem. Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach provides a broad up-to-date view of the current available techniques to estimate rare event probabilities described with a unified notation, a mathematical pseudocode to ease their potential implementation and finally a large spectrum of simulation results on academic and realistic use cases.

Автор: Robert C. Dalang, Marta Sanz-Sole
Название: Hitting Probabilities for Nonlinear Systems of Stochastic Waves
ISBN: 1470414236 ISBN-13(EAN): 9781470414238
Издательство: Mare Nostrum (Eurospan)
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Цена: 70230.00 T
Наличие на складе: Невозможна поставка.
Описание: Considers a $d$-dimensional random field $u = \{u(t,x)\}$ that solves a non-linear system of stochastic wave equations in spatial dimensions $k \in \{1,2,3\}$, driven by a spatially homogeneous Gaussian noise that is white in time. The authors primarily consider the case where the spatial covariance is given by a Riesz kernel with exponent $\beta$.

Автор: Dembski William A.
Название: The Design Inference: Eliminating Chance Through Small Probabilities
ISBN: 0521623871 ISBN-13(EAN): 9780521623872
Издательство: Cambridge Academ
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Цена: 95040.00 T
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Описание: This challenging and provocative 1998 book shows how incomplete undirected causes are for science and breathes new life into classical design arguments. It will be read with particular interest by philosophers of science and religion, by other philosophers concerned with epistemology and logic, probability and complexity theorists, and by statisticians.

Автор: D. Breysse
Название: Probabilities and Materials
ISBN: 9401045003 ISBN-13(EAN): 9789401045001
Издательство: Springer
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Цена: 46570.00 T
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Описание: Proceedings of the NATO Advanced Research Workshop on `PROBAMAT: Probabilities and Materials: Tests, Models and Applications`, Cachan, France, November 23--25, 1993

Автор: Asmussen Soren Et Al
Название: Ruin Probabilities (2Nd Edition)
ISBN: 9813203617 ISBN-13(EAN): 9789813203617
Издательство: World Scientific Publishing
Цена: 86590.00 T
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Описание:

The book gives a comprehensive treatment of the classical and modern ruin probability theory. Some of the topics are Lundberg's inequality, the CramEr-Lundberg approximation, exact solutions, other approximations (e.g., for heavy-tailed claim size distributions), finite horizon ruin probabilities, extensions of the classical compound Poisson model to allow for reserve-dependent premiums, Markov-modulation, periodicity, change of measure techniques, phase-type distributions as a computational vehicle and the connection to other applied probability areas, like queueing theory. In this substantially updated and extended second version, new topics include stochastic control, fluctuation theory for Levy processes, Gerber-Shiu functions and dependence.

Автор: Alan Genz; Frank Bretz
Название: Computation of Multivariate Normal and t Probabilities
ISBN: 364201688X ISBN-13(EAN): 9783642016882
Издательство: Springer
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Цена: 69870.00 T
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Описание: Multivariate normal and t probabilities are needed for statistical inference in many applications. This book describes the developed methods for accurate and efficient computation of the required probability values for problems with two or more variables. It discusses methods for specialized problems as well as methods for general problems.

Автор: Asmussen SA ren
Название: Ruin Probabilities
ISBN: 9814282529 ISBN-13(EAN): 9789814282529
Издательство: World Scientific Publishing
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Цена: 205920.00 T
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Описание: Offers a comprehensive treatment of the classical and modern ruin probability theory. This title includes topics such as: Lundberg`s inequality, the Cramer-Lundberg approximation, exact solutions, other approximations, finite horizon ruin probabilities, and extensions of the classical compound Poisson model to allow for reserve-dependent premiums.

Автор: Clemens Puppe
Название: Distorted Probabilities and Choice under Risk
ISBN: 3540542477 ISBN-13(EAN): 9783540542476
Издательство: Springer
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Цена: 55890.00 T
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Описание: The book develops a new model of individual choice under risk within the general framework of rank-dependent utility theory. The new approach captures simultaneously an optimistic attitude towards gambling and risk averse behavior. The model is then applied to some of the observed behavioral patterns contradicting the expected utility hypothesis.

Автор: Peter Olofsson
Название: Probabilities: The Little Numbers That Rule Our Lives
ISBN: 1118898907 ISBN-13(EAN): 9781118898901
Издательство: Wiley
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Цена: 43240.00 T
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Описание: Praise for the First Edition If there is anything you want to know, or remind yourself, about probabilities, then look no further than this comprehensive, yet wittily written and enjoyable, compendium of how to apply probability calculations in real-world situations.