Probability Theory and Stochastic Processes with Applications

@inproceedings{Knill2009ProbabilityTA,
  title={Probability Theory and Stochastic Processes with Applications},
  author={Oliver Knill},
  year={2009}
}
  • O. Knill
  • Published 12 August 2009
  • Mathematics

Figures from this paper

Weakly contractive iterated function systems and beyond: a manual
ABSTRACT We give a systematic account of iterated function systems (IFS) of weak contractions of different types (Browder, Rakotch, topological). We show that the existence of attractors and
Survival probability of precipitations and rain attenuation in tropical and equatorial regions
This contribution presents a stochastic model useful for the generation of a long-term tropospheric rain attenuation time series for Earth space or a terrestrial radio link in tropical and equatorial
On Graphs, Groups and Geometry
A metric space (X, d) is declared to be natural if (X, d) determines an up to isomorphism unique group structure (X,+) on the set X such that all the group translations and group inversion are
A Mathematical Model for Control of Drainage in an Irrigation System
Mathematical models describing the estimation of optimal amounts of water depend on various parameters such as the quality of soil that depends on many random factors. Investigation methods and
Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion
Abstract We prove an existence and uniqueness result of mild solution for a system of stochastic semilinear differential equations with fractional Brownian motions and Hurst parameter H < 1∕2. Our
Considering Random Factors in Modeling Complex Microeconomic Systems
Within the framework of a model describing real-functioning association of three enterprises, numerical calculations of economic dynamics parameters considering fluctuating market demand for the
On Leader-Following Consensus in Multi-Agent Systems with Discrete Updates at Random Times
TLDR
Some sufficient conditions are derived to design the control law that ensures the leader-following consensus is asymptotically reached (in the sense of the expected value of a stochastic process) in continuous-time multi-agent networks.
Motor Drive Dc Arc Detection Using Autocorrelation Algorithm
  • Lei Xing, Xin Wu, C. Lents
  • Engineering
    2019 10th International Conference on Power Electronics and ECCE Asia (ICPE 2019 - ECCE Asia)
  • 2019
The demand for electric power in aircrafts is increasing fast. As a result, an elevated voltage is needed for the rising power level, in order to optimize the whole system. This will make the system
Probabilistic analysis of a concrete column in an aggressive soil environment
TLDR
The proposed method to prevent unexpected structural failures during column service life can assist designers and can help to make decisions on existing foundations to ensure the safety of geotechnical construction.
Statistical delay QoS driven resource allocation and performance analysis for wireless communication networks
TLDR
A joint optimization problem of link-layer energy efficiency and EC in a single-user single-carrier communication system, and a total EC maximization problem subject to the individual linklayer EE requirement as well as the per-user average transmit power limit in a multi-user multi- carrier orthogonal frequency-division multiple access system.
...
...

References

SHOWING 1-10 OF 83 REFERENCES
Probability Theory: An Analytic View.
Continuous martingales and Brownian motion
0. Preliminaries.- I. Introduction.- II. Martingales.- III. Markov Processes.- IV. Stochastic Integration.- V. Representation of Martingales.- VI. Local Times.- VII. Generators and Time Reversal.-
Stochastic processes
Stochastic Processes in Physics and Chemistry
N G van Kampen 1981 Amsterdam: North-Holland xiv + 419 pp price Dfl 180 This is a book which, at a lower price, could be expected to become an essential part of the library of every physical
STOCHASTIC INTEGRAL EQUATIONS ( d = 1)
Schrödinger equations and diffusion theory
The Pleasures of Probability
1 Cars, Goats, and Sample Spaces.- 1.1 Getting your goat.- 1.2 Nutshell history and philosophy lesson.- 1.3 Let those dice roll. Sample spaces.- 1.4 Discrete sample spaces. Probability distributions
...
...