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Título : An Introduction to Echo Analysis : Scattering Theory and Wave Propagation Tipo de documento: documento electrónico Autores: Roach, G. F ; SpringerLink (Online service) Editorial: London : Springer London Fecha de publicación: 2008 Colección: Springer Monographs in Mathematics, ISSN 1439-7382 Número de páginas: X, 320 p Il.: online resource ISBN/ISSN/DL: 978-1-84628-852-4 Idioma : Inglés (eng) Palabras clave: Physics Functional analysis Operator theory Partial differential equations Optics Electrodynamics and Analysis Theory Differential Equations Clasificación: 51 Matemáticas Resumen: The use of various types of wave energy is an increasingly promising, non-destructive means of detecting objects and of diagnosing the properties of quite complicated materials. An analysis of this technique requires an understanding of how waves evolve in the medium of interest and how they are scattered by inhomogeneities in the medium. These scattering phenomena can be thought of as arising from some perturbation of a given, known system and they are analysed by developing a scattering theory. This monograph provides an introductory account of scattering phenomena and a guide to the technical requirements for investigating wave scattering problems. It gathers together the principal mathematical topics which are required when dealing with wave propagation and scattering problems, and indicates how to use the material to develop the required solutions. Both potential and target scattering phenomena are investigated and extensions of the theory to the electromagnetic and elastic fields are provided. Throughout, the emphasis is on concepts and results rather than on the fine detail of proof; a bibliography at the end of each chapter points the interested reader to more detailed proofs of the theorems and suggests directions for further reading. Aimed at graduate and postgraduate students and researchers in mathematics and the applied sciences, this book aims to provide the newcomer to the field with a unified, and reasonably self-contained, introduction to an exciting research area and, for the more experienced reader, a source of information and techniques Nota de contenido: and Outline of Contents -- Some One-Dimensional Examples -- Preliminary Mathematical Material -- Hilbert Spaces -- Two Important Techniques -- A Scattering Theory Strategy -- An Approach to Echo Analysis -- Scattering Processes in Stratified Media -- Scattering in Spatially Periodic Media -- Inverse Scattering Problems -- Scattering in Other Wave Systems -- Commentary En línea: http://dx.doi.org/10.1007/978-1-84628-852-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34298 An Introduction to Echo Analysis : Scattering Theory and Wave Propagation [documento electrónico] / Roach, G. F ; SpringerLink (Online service) . - London : Springer London, 2008 . - X, 320 p : online resource. - (Springer Monographs in Mathematics, ISSN 1439-7382) .
ISBN : 978-1-84628-852-4
Idioma : Inglés (eng)
Palabras clave: Physics Functional analysis Operator theory Partial differential equations Optics Electrodynamics and Analysis Theory Differential Equations Clasificación: 51 Matemáticas Resumen: The use of various types of wave energy is an increasingly promising, non-destructive means of detecting objects and of diagnosing the properties of quite complicated materials. An analysis of this technique requires an understanding of how waves evolve in the medium of interest and how they are scattered by inhomogeneities in the medium. These scattering phenomena can be thought of as arising from some perturbation of a given, known system and they are analysed by developing a scattering theory. This monograph provides an introductory account of scattering phenomena and a guide to the technical requirements for investigating wave scattering problems. It gathers together the principal mathematical topics which are required when dealing with wave propagation and scattering problems, and indicates how to use the material to develop the required solutions. Both potential and target scattering phenomena are investigated and extensions of the theory to the electromagnetic and elastic fields are provided. Throughout, the emphasis is on concepts and results rather than on the fine detail of proof; a bibliography at the end of each chapter points the interested reader to more detailed proofs of the theorems and suggests directions for further reading. Aimed at graduate and postgraduate students and researchers in mathematics and the applied sciences, this book aims to provide the newcomer to the field with a unified, and reasonably self-contained, introduction to an exciting research area and, for the more experienced reader, a source of information and techniques Nota de contenido: and Outline of Contents -- Some One-Dimensional Examples -- Preliminary Mathematical Material -- Hilbert Spaces -- Two Important Techniques -- A Scattering Theory Strategy -- An Approach to Echo Analysis -- Scattering Processes in Stratified Media -- Scattering in Spatially Periodic Media -- Inverse Scattering Problems -- Scattering in Other Wave Systems -- Commentary En línea: http://dx.doi.org/10.1007/978-1-84628-852-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34298 Ejemplares
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Título : Continuous-Time Markov Decision Processes : Theory and Applications Tipo de documento: documento electrónico Autores: Guo, Xianping ; SpringerLink (Online service) ; Hernández-Lerma, Onésimo Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2009 Colección: Stochastic Modelling and Applied Probability, ISSN 0172-4568 num. 62 Número de páginas: XVIII, 234 p Il.: online resource ISBN/ISSN/DL: 978-3-642-02547-1 Idioma : Inglés (eng) Palabras clave: Mathematics Mathematical optimization Operations research Management science Probabilities Optimization Probability Theory and Stochastic Processes Research, Science Clasificación: 51 Matemáticas Resumen: Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operations research (for instance, inventory, manufacturing, and queueing systems), computer science, communications engineering, control of populations (such as fisheries and epidemics), and management science, among many other fields. This volume provides a unified, systematic, self-contained presentation of recent developments on the theory and applications of continuous-time MDPs. The MDPs in this volume include most of the cases that arise in applications, because they allow unbounded transition and reward/cost rates. Much of the material appears for the first time in book form Nota de contenido: and Summary -- Continuous-Time Markov Decision Processes -- Average Optimality for Finite Models -- Discount Optimality for Nonnegative Costs -- Average Optimality for Nonnegative Costs -- Discount Optimality for Unbounded Rewards -- Average Optimality for Unbounded Rewards -- Average Optimality for Pathwise Rewards -- Advanced Optimality Criteria -- Variance Minimization -- Constrained Optimality for Discount Criteria -- Constrained Optimality for Average Criteria En línea: http://dx.doi.org/10.1007/978-3-642-02547-1 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34072 Continuous-Time Markov Decision Processes : Theory and Applications [documento electrónico] / Guo, Xianping ; SpringerLink (Online service) ; Hernández-Lerma, Onésimo . - Berlin, Heidelberg : Springer Berlin Heidelberg, 2009 . - XVIII, 234 p : online resource. - (Stochastic Modelling and Applied Probability, ISSN 0172-4568; 62) .
ISBN : 978-3-642-02547-1
Idioma : Inglés (eng)
Palabras clave: Mathematics Mathematical optimization Operations research Management science Probabilities Optimization Probability Theory and Stochastic Processes Research, Science Clasificación: 51 Matemáticas Resumen: Continuous-time Markov decision processes (MDPs), also known as controlled Markov chains, are used for modeling decision-making problems that arise in operations research (for instance, inventory, manufacturing, and queueing systems), computer science, communications engineering, control of populations (such as fisheries and epidemics), and management science, among many other fields. This volume provides a unified, systematic, self-contained presentation of recent developments on the theory and applications of continuous-time MDPs. The MDPs in this volume include most of the cases that arise in applications, because they allow unbounded transition and reward/cost rates. Much of the material appears for the first time in book form Nota de contenido: and Summary -- Continuous-Time Markov Decision Processes -- Average Optimality for Finite Models -- Discount Optimality for Nonnegative Costs -- Average Optimality for Nonnegative Costs -- Discount Optimality for Unbounded Rewards -- Average Optimality for Unbounded Rewards -- Average Optimality for Pathwise Rewards -- Advanced Optimality Criteria -- Variance Minimization -- Constrained Optimality for Discount Criteria -- Constrained Optimality for Average Criteria En línea: http://dx.doi.org/10.1007/978-3-642-02547-1 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34072 Ejemplares
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Título : Correlated Data Analysis: Modeling, Analytics, and Applications Tipo de documento: documento electrónico Autores: Song, Peter X.-K ; SpringerLink (Online service) Editorial: New York, NY : Springer New York Fecha de publicación: 2007 Colección: Springer Series in Statistics, ISSN 0172-7397 Número de páginas: XVI, 352 p Il.: online resource ISBN/ISSN/DL: 978-0-387-71393-9 Idioma : Inglés (eng) Palabras clave: Mathematics Probabilities Statistics Probability Theory and Stochastic Processes Statistical Methods Clasificación: 51 Matemáticas Resumen: This book presents some recent developments in correlated data analysis. It utilizes the class of dispersion models as marginal components in the formulation of joint models for correlated data. This enables the book to handle a broader range of data types than those analyzed by traditional generalized linear models. One example is correlated angular data. This book provides a systematic treatment for the topic of estimating functions. Under this framework, both generalized estimating equations (GEE) and quadratic inference functions (QIF) are studied as special cases. In addition to marginal models and mixed-effects models, this book covers topics on joint regression analysis based on Gaussian copulas and generalized state space models for longitudinal data from long time series. Various real-world data examples, numerical illustrations and software usage tips are presented throughout the book. This book has evolved from lecture notes on longitudinal data analysis, and may be considered suitable as a textbook for a graduate course on correlated data analysis. This book is inclined more towards technical details regarding the underlying theory and methodology used in software-based applications. Therefore, the book will serve as a useful reference for those who want theoretical explanations to puzzles arising from data analyses or deeper understanding of underlying theory related to analyses. Peter Song is Professor of Statistics in the Department of Statistics and Actuarial Science at the University of Waterloo. Professor Song has published various papers on the theory and modeling of correlated data analysis. He has held a visiting position at the University of Michigan School of Public Health (Ann Arbor, Michigan) Nota de contenido: and Examples -- Dispersion Models -- Inference Functions -- Modeling Correlated Data -- Marginal Generalized Linear Models -- Vector Generalized Linear Models -- Mixed-Effects Models: Likelihood-Based Inference -- Mixed-Effects Models: Bayesian Inference -- Linear Predictors -- Generalized State Space Models -- Generalized State Space Models for Longitudinal Binomial Data -- Generalized State Space Models for Longitudinal Count Data -- Missing Data in Longitudinal Studies En línea: http://dx.doi.org/10.1007/978-0-387-71393-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34525 Correlated Data Analysis: Modeling, Analytics, and Applications [documento electrónico] / Song, Peter X.-K ; SpringerLink (Online service) . - New York, NY : Springer New York, 2007 . - XVI, 352 p : online resource. - (Springer Series in Statistics, ISSN 0172-7397) .
ISBN : 978-0-387-71393-9
Idioma : Inglés (eng)
Palabras clave: Mathematics Probabilities Statistics Probability Theory and Stochastic Processes Statistical Methods Clasificación: 51 Matemáticas Resumen: This book presents some recent developments in correlated data analysis. It utilizes the class of dispersion models as marginal components in the formulation of joint models for correlated data. This enables the book to handle a broader range of data types than those analyzed by traditional generalized linear models. One example is correlated angular data. This book provides a systematic treatment for the topic of estimating functions. Under this framework, both generalized estimating equations (GEE) and quadratic inference functions (QIF) are studied as special cases. In addition to marginal models and mixed-effects models, this book covers topics on joint regression analysis based on Gaussian copulas and generalized state space models for longitudinal data from long time series. Various real-world data examples, numerical illustrations and software usage tips are presented throughout the book. This book has evolved from lecture notes on longitudinal data analysis, and may be considered suitable as a textbook for a graduate course on correlated data analysis. This book is inclined more towards technical details regarding the underlying theory and methodology used in software-based applications. Therefore, the book will serve as a useful reference for those who want theoretical explanations to puzzles arising from data analyses or deeper understanding of underlying theory related to analyses. Peter Song is Professor of Statistics in the Department of Statistics and Actuarial Science at the University of Waterloo. Professor Song has published various papers on the theory and modeling of correlated data analysis. He has held a visiting position at the University of Michigan School of Public Health (Ann Arbor, Michigan) Nota de contenido: and Examples -- Dispersion Models -- Inference Functions -- Modeling Correlated Data -- Marginal Generalized Linear Models -- Vector Generalized Linear Models -- Mixed-Effects Models: Likelihood-Based Inference -- Mixed-Effects Models: Bayesian Inference -- Linear Predictors -- Generalized State Space Models -- Generalized State Space Models for Longitudinal Binomial Data -- Generalized State Space Models for Longitudinal Count Data -- Missing Data in Longitudinal Studies En línea: http://dx.doi.org/10.1007/978-0-387-71393-9 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34525 Ejemplares
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Título : Hybrid Switching Diffusions : Properties and Applications Tipo de documento: documento electrónico Autores: Yin, G. George ; SpringerLink (Online service) ; Zhu, Chao Editorial: New York, NY : Springer New York Fecha de publicación: 2010 Colección: Stochastic Modelling and Applied Probability, ISSN 0172-4568 num. 63 Número de páginas: XVIII, 398 p Il.: online resource ISBN/ISSN/DL: 978-1-4419-1105-6 Idioma : Inglés (eng) Palabras clave: Mathematics Operations research Decision making Probabilities Control engineering Robotics Mechatronics Automation Probability Theory and Stochastic Processes Operation Research/Decision Control, Robotics, Clasificación: 51 Matemáticas Resumen: This book presents a comprehensive study of hybrid switching diffusion processes and their applications. The motivations for studying such processes originate from emerging and existing applications in wireless communications, signal processing, queueing networks, production planning, biological systems, ecosystems, financial engineering, and modeling, analysis, and control and optimization of large-scale systems, under the influence of random environment. One of the distinct features of the processes under consideration is the coexistence of continuous dynamics and discrete events. This book is written for applied mathematicians, applied probabilists, systems engineers, control scientists, operations researchers, and financial analysts. Selected materials from the book may also be used in a graduate level course on stochastic processes and applications or a course on hybrid systems. A large part of the book is concerned with the discrete event process depending on the continuous dynamics. In addition to the existence and uniqueness of solutions of switching diffusion equations, regularity, Feller and strong Feller properties, continuous and smooth dependence on initial data, recurrence, ergodicity, invariant measures, and stability are dealt with. Numerical methods for solutions of switching diffusions are developed; algorithms for approximation to invariant measures are investigated. Two-time-scale models are also examined. The results presented in the book are useful to researchers and practitioners who need to use stochastic models to deal with hybrid stochastic systems, and to treat real-world problems when continuous dynamics and discrete events are intertwined, in which the traditional approach using stochastic differential equations alone is no longer adequate Nota de contenido: and Motivation -- Basic Properties, Recurrence, Ergodicity -- Switching Diffusion -- Recurrence -- Ergodicity -- Numerical Solutions and Approximation -- Numerical Approximation -- Numerical Approximation to Invariant Measures -- Stability -- Stability -- Stability of Switching ODEs -- Invariance Principles -- Two-time-scale Modeling and Applications -- Positive Recurrence: Weakly Connected Ergodic Classes -- Stochastic Volatility Using Regime-Switching Diffusions -- Two-Time-Scale Switching Jump Diffusions En línea: http://dx.doi.org/10.1007/978-1-4419-1105-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33582 Hybrid Switching Diffusions : Properties and Applications [documento electrónico] / Yin, G. George ; SpringerLink (Online service) ; Zhu, Chao . - New York, NY : Springer New York, 2010 . - XVIII, 398 p : online resource. - (Stochastic Modelling and Applied Probability, ISSN 0172-4568; 63) .
ISBN : 978-1-4419-1105-6
Idioma : Inglés (eng)
Palabras clave: Mathematics Operations research Decision making Probabilities Control engineering Robotics Mechatronics Automation Probability Theory and Stochastic Processes Operation Research/Decision Control, Robotics, Clasificación: 51 Matemáticas Resumen: This book presents a comprehensive study of hybrid switching diffusion processes and their applications. The motivations for studying such processes originate from emerging and existing applications in wireless communications, signal processing, queueing networks, production planning, biological systems, ecosystems, financial engineering, and modeling, analysis, and control and optimization of large-scale systems, under the influence of random environment. One of the distinct features of the processes under consideration is the coexistence of continuous dynamics and discrete events. This book is written for applied mathematicians, applied probabilists, systems engineers, control scientists, operations researchers, and financial analysts. Selected materials from the book may also be used in a graduate level course on stochastic processes and applications or a course on hybrid systems. A large part of the book is concerned with the discrete event process depending on the continuous dynamics. In addition to the existence and uniqueness of solutions of switching diffusion equations, regularity, Feller and strong Feller properties, continuous and smooth dependence on initial data, recurrence, ergodicity, invariant measures, and stability are dealt with. Numerical methods for solutions of switching diffusions are developed; algorithms for approximation to invariant measures are investigated. Two-time-scale models are also examined. The results presented in the book are useful to researchers and practitioners who need to use stochastic models to deal with hybrid stochastic systems, and to treat real-world problems when continuous dynamics and discrete events are intertwined, in which the traditional approach using stochastic differential equations alone is no longer adequate Nota de contenido: and Motivation -- Basic Properties, Recurrence, Ergodicity -- Switching Diffusion -- Recurrence -- Ergodicity -- Numerical Solutions and Approximation -- Numerical Approximation -- Numerical Approximation to Invariant Measures -- Stability -- Stability -- Stability of Switching ODEs -- Invariance Principles -- Two-time-scale Modeling and Applications -- Positive Recurrence: Weakly Connected Ergodic Classes -- Stochastic Volatility Using Regime-Switching Diffusions -- Two-Time-Scale Switching Jump Diffusions En línea: http://dx.doi.org/10.1007/978-1-4419-1105-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33582 Ejemplares
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Título : Indefinite Linear Algebra and Applications Tipo de documento: documento electrónico Autores: Gohberg, Israel ; SpringerLink (Online service) ; Lancaster, Peter ; Rodman, Leiba Editorial: Basel : Birkhäuser Basel Fecha de publicación: 2005 Número de páginas: XII, 357 p Il.: online resource ISBN/ISSN/DL: 978-3-7643-7350-4 Idioma : Inglés (eng) Palabras clave: Mathematics Matrix theory Algebra Operator Differential equations Theory Linear and Multilinear Algebras, Ordinary Equations Clasificación: 51 Matemáticas Resumen: This book is dedicated to relatively recent results in linear algebra with indefinite inner product. It also includes applications to differential and difference equations with symmetries, matrix polynomials and Riccati equations. These applications have been developed in the last fifty years, and all of them are based on linear algebra in spaces with indefinite inner product. The latter forms a new more or less independent branch of linear algebra and we gave it the name of indefinite linear algebra. This new subject in linear algebra is presented following the lines and principles of a standard linear algebra course. This book has the structure of a graduate text in which chapters of advanced linear algebra form the core. This together with the many significant applications and accessible style will make it widely useful for engineers, scientists and mathematicians alike Nota de contenido: and Outline -- Indefinite Inner Products -- Orthogonalization and Orthogonal Polynomials -- Classes of Linear Transformations -- Canonical Forms -- Real H-Selfadjoint Matrices -- Functions of H-Selfadjoint Matrices -- H-Normal Matrices -- General Perturbations. Stability of Diagonalizable Matrices -- Definite Invariant Subspaces -- Differential Equations of First Order -- Matrix Polynomials -- Differential and Difference Equations of Higher Order -- Algebraic Riccati Equations En línea: http://dx.doi.org/10.1007/b137517 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35335 Indefinite Linear Algebra and Applications [documento electrónico] / Gohberg, Israel ; SpringerLink (Online service) ; Lancaster, Peter ; Rodman, Leiba . - Basel : Birkhäuser Basel, 2005 . - XII, 357 p : online resource.
ISBN : 978-3-7643-7350-4
Idioma : Inglés (eng)
Palabras clave: Mathematics Matrix theory Algebra Operator Differential equations Theory Linear and Multilinear Algebras, Ordinary Equations Clasificación: 51 Matemáticas Resumen: This book is dedicated to relatively recent results in linear algebra with indefinite inner product. It also includes applications to differential and difference equations with symmetries, matrix polynomials and Riccati equations. These applications have been developed in the last fifty years, and all of them are based on linear algebra in spaces with indefinite inner product. The latter forms a new more or less independent branch of linear algebra and we gave it the name of indefinite linear algebra. This new subject in linear algebra is presented following the lines and principles of a standard linear algebra course. This book has the structure of a graduate text in which chapters of advanced linear algebra form the core. This together with the many significant applications and accessible style will make it widely useful for engineers, scientists and mathematicians alike Nota de contenido: and Outline -- Indefinite Inner Products -- Orthogonalization and Orthogonal Polynomials -- Classes of Linear Transformations -- Canonical Forms -- Real H-Selfadjoint Matrices -- Functions of H-Selfadjoint Matrices -- H-Normal Matrices -- General Perturbations. Stability of Diagonalizable Matrices -- Definite Invariant Subspaces -- Differential Equations of First Order -- Matrix Polynomials -- Differential and Difference Equations of Higher Order -- Algebraic Riccati Equations En línea: http://dx.doi.org/10.1007/b137517 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35335 Ejemplares
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