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Buku Teks :: Kembali

Random processes by example

Mikhail Lifshits (WSPC, 2014)

 Abstrak

This volume first introduces the mathematical tools necessary for understanding and working with a broad class of applied stochastic models. The toolbox includes Gaussian processes, independently scattered measures such as Gaussian white noise and Poisson random measures, stochastic integrals, compound Poisson, infinitely divisible and stable distributions and processes.
Next, it illustrates general concepts by handling a transparent but rich example of a "teletraffic model". A minor tuning of a few parameters of the model leads to different workload regimes, including Wiener process, fractional Brownian motion and stable Levy process. The simplicity of the dependence mechanism used in the model enables us to get a clear understanding of long and short range dependence phenomena. The model also shows how light or heavy distribution tails lead to continuous Gaussian processes or to processes with jumps in the limiting regime. Finally, in this volume, readers will find discussions on the multivariate extensions that admit a variety of completely different applied interpretations.

 Metadata

No. Panggil : 519.2 LIF r
Entri utama-Nama orang :
Subjek :
Penerbitan : New Jersey: WSPC, 2014
Sumber Pengatalogan: LibUI eng rda
ISBN: 9789814522281
Tipe Konten: text
Tipe Media: unmediated
Tipe Carrier: volume
Edisi:
Catatan Seri:
Catatan Umum:
Catatan Versi Asli:
Deskripsi Fisik: xi, 219 pages ; illustration ; 23 cm
Lembaga Pemilik: Universitas Indonesia
Lokasi: Perpustakaan, UI lantai 2
  • Ketersediaan
  • Ulasan
No. Panggil No. Barkod Ketersediaan
519.2 LIF r 01-15-07606 TERSEDIA
519.2 LIF r 01-17-02037 TERSEDIA
Ulasan:
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