Extremes and Related Properties of Random Sequences and Processes


Book Description

Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued.




Properties of Gases, Liquids, and Solutions


Book Description

Physical Acoustics: Principles and Methods, Volume ll—Part A: Properties of Gases, Liquids, and Solutions ponders on high frequency sound waves in gases, liquids, and solids that have been proven as effective tools in examining the molecular, domain wall, and other types of motions. The selection first offers information on the transmission of sound waves in gases at very low pressures and the phenomenological theory of the relaxation phenomena in gases. Topics include free molecule propagation, phenomenological thermodynamics of irreversible processes, and simultaneous multiple relaxation processes. The book then takes a look at relaxation processes in gases, as well as excitation relaxation, molecular theory of relaxation times, and relaxation of a dissociation equilibrium. The manuscript surveys thermal, structural, and shear relaxation in liquids. Discussions focus on the basic theory for a single chemical reaction, structural viscosity, and cooperative effects on mechanical and dielectric processes. The book also underscores the propagation of ultrasonic waves in electrolytic solutions, including ultrasonic velocity and relaxation processes in electrolytic solutions. The selection is highly recommended for readers interested in physical acoustics.







Stationary and Related Stochastic Processes


Book Description

This graduate-level text offers a comprehensive account of the general theory of stationary processes and develops the foundations of the general theory of stochastic processes, examines processes with a continuous-time parameter, more. 1967 edition.




The Vitreous State


Book Description

This book summarizes the experimental evidence and modern classical and theoretical approaches in understanding the vitreous state, from structural problems, over equilibrium and non-equilibrium thermodynamics, to statistical physics. Glasses, and especially silicate glasses, are only the best known representatives of this particular physical state of matter. Other typical representatives include organic polymer glasses, and many other easily vitrifying organic and inorganic substances, technically important materials, amidst them vitreous water and vitrified aqueous solutions, and also many metallic alloy systems. Some of these systems only form glasses under particular conditions, e.g. through ultra-rapid cooling. This book describes the properties and the formation of both every-day technical glasses and especially of such more exotic forms of vitreous matter. It is a unique source of knowledge and new ideas for materials scientists, engineers and researchers working on condensed matter. The new edition emphasizes latest experimental findings and modern theories, explaining the kinetics of glass formation, the relaxation and stabilization of glasses and their crystallization in terms of new models, derived from the framework of the thermodynamics of irreversible processes. It shows how the properties of common technical glasses, window glass, or the vitreous ice kernel of comets can be used to develop a new understanding of the existence of matter in various, unusual forms. The described theories can even find application for the description of lasers and interesting unusual processes in the universe.




Forecasting: principles and practice


Book Description

Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.




Random Processes for Engineers


Book Description

This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: • Calculus of random processes in linear systems • Kalman and Wiener filtering • Hidden Markov models for statistical inference • The estimation maximization (EM) algorithm • An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book).




Monthly Checklist of State Publications


Book Description

June and Dec. issues contain listings of periodicals.







A Financial Crisis Manual


Book Description

The recent financial crisis has generated many structural changes within the economy. Many issues are ongoing, and the question of how to recover from the crisis, and how to avoid another one, are continually addressed by scholars and practitioners everywhere. Where there is much discussion within academic and practitioner circles, there is not always adequate interaction between these schools of research. This book provides a thorough overview of the recent financial crisis from the perspective of both industry practitioners and academics specialising in the area. The first part provides practitioner insight on the crisis, and explores the causes and effects and of the recession, European public financing, ECB monetary policy and the Euro, the repression of financial markets, and financial stability. Part two focuses on the case of Greece, as a country still heavily impacted by the crisis, which has undergone various unorthodox policies imposed by the IMF, the ECB the EU. The third part provides insight from researchers and academics, covering an array of Economic theories and revealing new economics architectures available for the future. With informed views from both financial industry practitioners and academics, this book discusses current issues and implementable solutions for a faster post-crisis recovery.