Modern Dynamic Reliability Analysis for Multi-State Systems: Stochastic Processes and the Lz-Transform, Lisnianski Anatoly, Frenkel Ilia, Khvatskin Lev

Автор: Martin L. Puterman
Название: Markov Decision Processes: Discrete Stochastic Dynamic Programming
ISBN: 0471727822 ISBN-13(EAN): 9780471727828
Издательство: Wiley
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Цена: 137230.00 T
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Описание: This book is an up-to-date, unified and rigorous treatment of theoretical, computational and applied research on Markov decision process models. The concentration of the book is on infinite-horizon discrete-time models, and it also discusses arbitrary state spaces, finite-horizon and continuous-time discrete-state models.

Автор: Rahimi Tabar M. Reza
Название: Analysis and Data-Based Reconstruction of Complex Nonlinear Dynamical Systems: Using the Methods of Stochastic Processes
ISBN: 3030184749 ISBN-13(EAN): 9783030184742
Издательство: Springer
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Цена: 107130.00 T
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Описание:
​1 Introduction.- 2 Introduction to Stochastic Processes.- 3 Kramers-Moyal Expansion and Fokker-Planck Equation.- 4 Continuous Stochastic Process.- 5 The Langevin Equation and Wiener Process.- 6 Stochastic Integration, It o and Stratonovich Calculi.- 7 Equivalence of Langevin and Fokker-Planck Equations.- 8 Examples of Stochastic Calculus.-9 Langevin Dynamics in Higher Dimensions.- 10 Levy Noise Driven Langevin Equation and its Time Series-Based Reconstruction.- 11 Stochastic Processes with Jumps and Non-Vanishing Higher-Order Kramers-Moyal Coefficients.- 12 Jump-Diffusion Processes.- 13 Two-Dimensional (Bivariate) Jump-Diffusion Processes.- 14 Numerical Solution of Stochastic Differential Equations: Diffusion and Jump-Diffusion Processes.- 15 The Friedrich-Peinke Approach to Reconstruction of Dynamical Equation for Time Series: Complexity in View of Stochastic Processes.- 16 How To Set Up Stochastic Equations For Real-World Processes: Markov-Einstein Time Scale.- 17 Reconstruction of Stochastic Dynamical Equations: Exemplary Stationary Diffusion and Jump-Diffusion Processes.- 18 The Kramers-Moyal Coefficients of Non-Stationary Time series in The Presence of Microstructure (Measurement) Noise.- 19 Influence of Finite Time Step in Estimating of the Kramers-Moyal Coefficients.- 20 Distinguishing Diffusive and Jumpy Behaviors in Real-World Time Series.- 21 Reconstruction of Langevin and Jump-Diffusion Dynamics From Empirical Uni- and Bivariate Time Series.- 22 Applications and Outlook.- 23 Epileptic Brain Dynamics.

Автор: Thomas M. Liggett
Название: Stochastic Interacting Systems: Contact, Voter and Exclusion Processes
ISBN: 3642085296 ISBN-13(EAN): 9783642085291
Издательство: Springer
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Цена: 88500.00 T
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Описание: Interactive Particle Systems is a branch of Probability Theory with close connections to Mathematical Physics and Mathematical Biology. In 1985, the author wrote a book (T. Liggett, Interacting Particle System, ISBN 3-540-96069) that treated the subject as it was at that time. The present book takes three of the most important models in the area, and traces advances in our understanding of them since 1985. In so doing, many of the most useful techniques in the field are explained and developed, so that they can be applied to other models and in other contexts. Extensive Notes and References sections discuss other work on these and related models. Readers are expected to be familiar with analysis and probability at the graduate level, but it is not assumed that they have mastered the material in the 1985 book. This book is intended for graduate students and researchers in Probability Theory, and in related areas of Mathematics, Biology and Physics.

Автор: Ding, Derui (department Of Control Science And Eng
Название: Performance analysis and synthesis for discrete-time stochastic systems with network-enhanced complexities
ISBN: 1138610011 ISBN-13(EAN): 9781138610019
Издательство: Taylor&Francis
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Цена: 188850.00 T
Наличие на складе: Нет в наличии.
Описание: This book aims to provide a unified treatment on the analysis and synthesis for discrete-time stochastic systems with guarantee of certain performances against network-enhanced complexities with applications in sensor networks and mobile robotics.

Автор: Anatoly Lisnianski; Ilia Frenkel; Yi Ding
Название: Multi-state System Reliability Analysis and Optimization for Engineers and Industrial Managers
ISBN: 1447157044 ISBN-13(EAN): 9781447157045
Издательство: Springer
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Цена: 156720.00 T
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Описание: This practically oriented book presents a comprehensive, up-to-date description of multi-state system (MSS) reliability as a natural extension of classical binary-state reliability. It presents all essential theoretical achievements in the field.

Автор: Anatoly Lisnianski; Ilia Frenkel; Alex Karagrigori
Название: Recent Advances in Multi-state Systems Reliability
ISBN: 3319875523 ISBN-13(EAN): 9783319875521
Издательство: Springer
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Цена: 139750.00 T
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Описание: This book addresses a modern topic in reliability: multi-state and continuous-state system reliability, which has been intensively developed in recent years. It offers an up-to-date overview of the latest developments in reliability theory for multi-state systems, engineering applications to a variety of technical problems, and case studies that will be of interest to reliability engineers and industrial managers. It also covers corresponding theoretical issues, as well as case studies illustrating the applications of the corresponding theoretical advances. The book is divided into two parts: Modern Mathematical Methods for Multi-state System Reliability Analysis (Part 1), and Applications and Case Studies (Part 2), which examines real-world multi-state systems. It will greatly benefit scientists and researchers working in reliability, as well as practitioners and managers with an interest in reliability and performability analysis. It can also be used as a textbook or as a supporting text for postgraduate courses in Industrial Engineering, Electrical Engineering, Mechanical Engineering, Applied Mathematics, and Operations Research.

Автор: Ji Hwan Cha; Maxim Finkelstein
Название: Point Processes for Reliability Analysis
ISBN: 3319892509 ISBN-13(EAN): 9783319892504
Издательство: Springer
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Цена: 149060.00 T
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Описание: Focusing on the theory and applications of point processes, Point Processes for Reliability Analysis naturally combines classical results on the basic and advanced properties of point processes with recent theoretical findings of the authors. It also presents numerous examples that illustrate how general results and approaches are applied to stochastic description of repairable systems and systems operating in a random environment modelled by shock processes.  The real life objects are operating in a changing, random environment. One of the ways to model an impact of this environment is via the external shocks occurring in accordance with some stochastic point processes. The Poisson (homogeneous and nonhomogeneous) process, the renewal process and their generalizations are considered as models for external shocks affecting an operating system. At the same time these processes model the consecutive failure/repair times of repairable engineering systems. Perfect, minimal and intermediate (imperfect) repairs are discussed in this respect. 
Covering material previously available only in the journal literature, Point Processes for Reliability Analysis provides a survey of recent developments in this area which will be invaluable to researchers and advanced students in reliability engineering and applied mathematics.

Автор: Anatoly Lisnianski; Ilia Frenkel; Alex Karagrigori
Название: Recent Advances in Multi-state Systems Reliability
ISBN: 3319634224 ISBN-13(EAN): 9783319634227
Издательство: Springer
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Цена: 149060.00 T
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Описание: This book addresses a modern topic in reliability: multi-state and continuous-state system reliability, which has been intensively developed in recent years.

Автор: Cha
Название: Point Processes for Reliability Analysis
ISBN: 331973539X ISBN-13(EAN): 9783319735399
Издательство: Springer
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Цена: 149060.00 T
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Описание: Focusing on the theory and applications of point processes, Point Processes for Reliability Analysis naturally combines classical results on the basic and advanced properties of point processes with recent theoretical findings of the authors.

Автор: Rosenthal Jeffrey S
Название: First Look At Stochastic Processes, A
ISBN: 9811208972 ISBN-13(EAN): 9789811208973
Издательство: World Scientific Publishing
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Цена: 36960.00 T
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Описание:

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.

Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.

The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.

Автор: Rosenthal, Jeffrey S
Название: A First look at stochastic processes
ISBN: 9811207909 ISBN-13(EAN): 9789811207907
Издательство: World Scientific Publishing
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Цена: 73920.00 T
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Описание:

This textbook introduces the theory of stochastic processes, that is, randomness which proceeds in time. Using concrete examples like repeated gambling and jumping frogs, it presents fundamental mathematical results through simple, clear, logical theorems and examples. It covers in detail such essential material as Markov chain recurrence criteria, the Markov chain convergence theorem, and optional stopping theorems for martingales. The final chapter provides a brief introduction to Brownian motion, Markov processes in continuous time and space, Poisson processes, and renewal theory.

Interspersed throughout are applications to such topics as gambler's ruin probabilities, random walks on graphs, sequence waiting times, branching processes, stock option pricing, and Markov Chain Monte Carlo (MCMC) algorithms.

The focus is always on making the theory as well-motivated and accessible as possible, to allow students and readers to learn this fascinating subject as easily and painlessly as possible.

Автор: Pons Odile
Название: Probability And Stochastic Processes: Work Examples
ISBN: 9811213526 ISBN-13(EAN): 9789811213526
Издательство: World Scientific Publishing
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Цена: 84480.00 T
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Описание:

The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications.

The questions are solved using simple mathematical methods: Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables.

The book studies a large range of distribution functions for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes.