Random Processes Measurement Analysis and Simulation

Author: J. Cacko
Publisher: Elsevier
ISBN: 0444598030
Format: PDF, Docs
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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.

Introduction to Stochastic Processes

Author: Erhan Cinlar
Publisher: Courier Corporation
ISBN: 0486276325
Format: PDF, ePub
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Clear presentation employs methods that recognize computer-related aspects of theory. Topics include expectations and independence, Bernoulli processes and sums of independent random variables, Markov chains, renewal theory, more. 1975 edition.

Modeling and Simulation Fundamentals

Author: John A. Sokolowski
Publisher: John Wiley & Sons
ISBN: 9780470590614
Format: PDF, ePub, Docs
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An insightful presentation of the key concepts, paradigms, and applications of modeling and simulation Modeling and simulation has become an integral part of research and development across many fields of study, having evolved from a tool to a discipline in less than two decades. Modeling and Simulation Fundamentals offers a comprehensive and authoritative treatment of the topic and includes definitions, paradigms, and applications to equip readers with the skills needed to work successfully as developers and users of modeling and simulation. Featuring contributions written by leading experts in the field, the book's fluid presentation builds from topic to topic and provides the foundation and theoretical underpinnings of modeling and simulation. First, an introduction to the topic is presented, including related terminology, examples of model development, and various domains of modeling and simulation. Subsequent chapters develop the necessary mathematical background needed to understand modeling and simulation topics, model types, and the importance of visualization. In addition, Monte Carlo simulation, continuous simulation, and discrete event simulation are thoroughly discussed, all of which are significant to a complete understanding of modeling and simulation. The book also features chapters that outline sophisticated methodologies, verification and validation, and the importance of interoperability. A related FTP site features color representations of the book's numerous figures. Modeling and Simulation Fundamentals encompasses a comprehensive study of the discipline and is an excellent book for modeling and simulation courses at the upper-undergraduate and graduate levels. It is also a valuable reference for researchers and practitioners in the fields of computational statistics, engineering, and computer science who use statistical modeling techniques.

Theory and Applications of Stochastic Processes

Author: Zeev Schuss
Publisher: Springer Science & Business Media
ISBN: 1441916059
Format: PDF, ePub
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Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical. This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.