Martingale Limit Theory and Its Application


Book Description

Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.




Limit Operators and Their Applications in Operator Theory


Book Description

This is the first monograph devoted to a fairly wide class of operators, namely band and band-dominated operators and their Fredholm theory. The main tool in studying this topic is limit operators. Applications are presented to several important classes of such operators: convolution type operators and pseudo-differential operators on bad domains and with bad coefficients.




Limit Analysis Theory of the Soil Mass and Its Application


Book Description

This book establishes the equations of limit analysis and provides a complete theoretical basis for foundation capacity, slope stability, and earth pressure. It is divided into three parts, the first of which discusses the failure mode and fundamental equation of soil mass. The second part addresses the solution methods for limit analysis, including the characteristic line method, stress field method, limit equilibrium method, virtual work equation-based generalized limit equilibrium method and generalized limit equilibrium method for the surface failure mode. Lastly, the third part examines the application of the limit analysis theory to soil mass.




Self-Normalized Processes


Book Description

Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908 by Gosset, whose portrait is on the front cover. Due to the highly non-linear nature of these processes, the theory experienced a long period of slow development. In recent years there have been a number of important advances in the theory and applications of self-normalized processes. Some of these developments are closely linked to the study of central limit theorems, which imply that self-normalized processes are approximate pivots for statistical inference. The present volume covers recent developments in the area, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales. This is the first book that systematically treats the theory and applications of self-normalization.




Time-Dependent Reliability Theory and Its Applications


Book Description

Time-Dependent Reliability Theory and Its Applications introduces the theory of time-dependent reliability and presents methods to determine the reliability of structures over the lifespan of their services. The book contains state-of-the-art solutions to first passage probability derived from the theory of stochastic processes with different types of probability distribution functions, including Gaussian and non-Gaussian distributions and stationary and non-stationary processes. In addition, it provides various methods to determine the probability of failure over time, considering different failure modes and a methodology to predict the service life of structures. Sections also cover the applications of time-dependent reliability to prediction of service life and development of risk cost-optimized maintenance strategy for existing structures. This new book is for those who wants to know how to predict the service life of a structure (buildings, bridges, aircraft structures, etc.) and how to develop a risk-cost, optimized maintenance strategy for these structures. - Presents the basic knowledge required to predict service life and develop a maintenance strategy for infrastructure - Explains how to predict the remaining safe life of the infrastructure during its lifespan of operation - Describes how to carry out maintenance for an infrastructure to ensure its safe and serviceable operation during the designed service life




Unified Strength Theory and Its Applications


Book Description

It has been ten years since I presented the paper entitled “A new model and theory on yield and failure of materials under the complex stress state” at the Sixth Conference on Mechanical Behaviour of Materials held at Kyoto, Japan in 1991. The proceedings edited by Jono and Inoue were published by Pergamon Press in 1991. At that conference Professor Murakami and I were invited to act as the chairperson and co-chairperson of a session, and I presented the paper at another session. Few days before the conference, I had given a seminar regarding the tw- shear strength theory and the unified strength theory at Nagoya Technological University. These were the first two presentations of the unified strength theory, although I had completed the research of the unified strength theory in 1990. The paper “Twin-shear strength theory and its generalization” was published in the English edition of Sciences in China, the top journal in China, in 1985. The th original generalized twin-shear strength theory was presented at the 16 International Theoretical and Applied Mechanics Congress held at Copenhagen in Denmark and MPA (MaterialPrüfungsAnstalt) at Stuttgart University, Germany in 1984. After this Congress I visited the MPA and School of Civil Engineering of Stuttgart University, and gave a seminar regarding the generalized twin-shear strength theory at MPA of Stuttgart University. Professor Otto Mohr (1835–1918) has had worked at the Stuttgart University. He was a very good professor, his lectures aroused great interest in his students.




Color Theory and Its Application in Art and Design


Book Description

This book directly addresses a long-felt, unsatisfied need of modern color science - an appreciative and technically sound presentation of the principles and main offerings of colorimetry to artists and designers, written by one of them. With his unique blend of training and experience in engineering, with his lifelong interest and, latterly, career in art and art education, Dr. Agoston is unusually well prepared to convey the message of color science to art and design. His book fulfills the hopes I had when I first heard about him and his book. I foresee important and long-lasting impacts of this book, analogous to those of the epoch-making writings by earlier artist-scientists, such as Leonardo, Chevreul, Munsell, and Pope. Nearly all persons who have contributed to color science, recently as well as formerly, were attracted to the study of color by color in art. Use of objective or scientific methods did not result from any cold, detached attitude, but from the inherent difficulties of the problems concerning color and its use, by which they were intrigued. Modern education and experience has taught many people how to tackle difficult problems by use of scientific methods. Therefore - color science.