Short-Memory Linear Processes and Econometric Applications

This well-written book provides a clear and accessible treatment of the theory of discrete and continuous-time Markov chains, with an emphasis towards applications. The mathematical treatment is precise and rigorous without superfluous details, and the results are immediately illustrated in illuminating examples. This book will be extremely useful to anybody teaching a course on Markov processes. Jean-Fran?ois Le Gall, Professor at Universit? de Paris-Orsay, France. Markov processes is the class of stochastic processes whose past and future are conditionally independent, given their present state. They constitute important models in many applied fields. After an introduction to the Monte Carlo method, this book describes discrete time Markov chains, the Poisson process and continuous time Markov chains. It also presents numerous applications including Markov Chain Monte Carlo, Simulated Annealing, Hidden Markov Models, Annotation and Alignment of Genomic sequences, Control and Filtering, Phylogenetic tree reconstruction and Queuing networks. The last chapter is an introduction to stochastic calculus and mathematical finance. Features include: The Monte Carlo method, discrete time Markov chains, the Poisson process and continuous time jump Markov processes. An introduction to diffusion processes, mathematical finance and stochastic calculus. Applications of Markov processes to various fields, ranging from mathematical biology, to financial engineering and computer science. Numerous exercises and problems with solutions to most of them

An introduction to micro and nano replication processes and applications Micro/Nano Replication: Processes and Applications provides an overview of the fundamentals, processes, and applications involved in micro and nano replication in the manufacturing of product parts. A major field of nanotechnology, the study of micro/nano replication is sure to become one of increasing importance as the construction of completely new devices based on innovative concepts and crafted at the molecular level increases. Designed to help the reader understand and learn to work with the growing number of tools for molding plastic components, the book covers the key topics related to replication, including patterning technology, the modification of mold surface properties, and much more. In addition, it addresses the strengths and weaknesses of different molding processes. With a strong focus not only on how micro/nano replication works, but also the broader implications for the industry, the book is packed with examples of real world applications. These are drawn from a variety of fields, including information storage devices, optoelectronic elements, optical communication, and biosensors, in order to provide a complete view of the importance of micro and nano processes. A valuable introduction to a new but fast-growing field, Micro/Nano Replication is an essential resource for anyone looking to get a head start on understanding this emerging discipline.

This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic processes, associated filtrations, processes with independent increments, Gaussian processes, martingales, Markov properties, continuity and related properties of trajectories with contemporary subjects: integration with respect to Gaussian processes, Itȏ integration, stochastic analysis, stochastic differential equations, fractional Brownian motion and parameter estimation in diffusion models.

This go-to text provides information and insight into physical inorganic chemistry essential to our understanding of chemical reactions on the molecular level. One of the only books in the field of inorganic physical chemistry with an emphasis on mechanisms, it features contributors at the forefront of research in their particular fields. This essential text discusses the latest developments in a number of topics currently among the most debated and researched in the world of chemistry, related to the future of solar energy, hydrogen energy, biorenewables, catalysis, environment, atmosphere, and human health.

C. R. Rao would be found in almost any statistician's list of five outstanding workers in the world of Mathematical Statistics today. His book represents a comprehensive account of the main body of results that comprise modern statistical theory. -W. G. Cochran «[C. R. Rao is] one of the pioneers who laid the foundations of statistics which grew from ad hoc origins into a firmly grounded mathematical science.» -B. Efrom Translated into six major languages of the world, C. R. Rao's Linear Statistical Inference and Its Applications is one of the foremost works in statistical inference in the literature. Incorporating the important developments in the subject that have taken place in the last three decades, this paperback reprint of his classic work on statistical inference remains highly applicable to statistical analysis. Presenting the theory and techniques of statistical inference in a logically integrated and practical form, it covers: * The algebra of vectors and matrices * Probability theory, tools, and techniques * Continuous probability models * The theory of least squares and the analysis of variance * Criteria and methods of estimation * Large sample theory and methods * The theory of statistical inference * Multivariate normal distribution Written for the student and professional with a basic knowledge of statistics, this practical paperback edition gives this industry standard new life as a key resource for practicing statisticians and statisticians-in-training.

Probability, Random Variables, and Random Processes is a comprehensive textbook on probability theory for engineers that provides a more rigorous mathematical framework than is usually encountered in undergraduate courses. It is intended for first-year graduate students who have some familiarity with probability and random variables, though not necessarily of random processes and systems that operate on random signals. It is also appropriate for advanced undergraduate students who have a strong mathematical background. The book has the following features: Several appendices include related material on integration, important inequalities and identities, frequency-domain transforms, and linear algebra. These topics have been included so that the book is relatively self-contained. One appendix contains an extensive summary of 33 random variables and their properties such as moments, characteristic functions, and entropy. Unlike most books on probability, numerous figures have been included to clarify and expand upon important points. Over 600 illustrations and MATLAB plots have been designed to reinforce the material and illustrate the various characterizations and properties of random quantities. Sufficient statistics are covered in detail, as is their connection to parameter estimation techniques. These include classical Bayesian estimation and several optimality criteria: mean-square error, mean-absolute error, maximum likelihood, method of moments, and least squares. The last four chapters provide an introduction to several topics usually studied in subsequent engineering courses: communication systems and information theory; optimal filtering (Wiener and Kalman); adaptive filtering (FIR and IIR); and antenna beamforming, channel equalization, and direction finding. This material is available electronically at the companion website. Probability, Random Variables, and Random Processes is the only textbook on probability for engineers that includes relevant background material, provides extensive summaries of key results, and extends various statistical techniques to a range of applications in signal processing.

Provides options for implementing IPv6 and IPv6 multicast in service provider networks New technologies, viewing paradigms, and content distribution approaches are taking the TV/video services industry by storm. Linear and Nonlinear Video and TV Applications: Using IPv6 and IPv6 Multicast identifies five emerging trends in next-generation delivery of entertainment-quality video. These trends are observable and can be capitalized upon by progressive service providers, telcos, cable operators, and ISPs. This comprehensive guide explores these evolving directions in the TV/video services industry, including worldwide deployment of IPv6, IPTV services, web-produced video content, and the plethora of different screens available, from TV to iPad. It offers practical suggestions as to how these technologies can be implemented in service provider networks to support cost-effective delivery of entertainment, and how new revenue-generating services can be brought to market. Important topics include: Evolving video consumption habits and possible network implications An overview of IPv6 address capabilities, protocols, quality of service (QoS), and more Process descriptions of IP multicast and IPv6 multicast approaches and challenges A detailed overview of IPTV systems and technologies, including architectural requirements, QoE and QoS, security and content protection, networks, and more Internet-based TV technologies: streaming, content distribution networks, P2P networks, and cloud computing Non-traditional video content sources and their implications Linear and Nonlinear Video and TV Applications: Using IPv6 and IPv6 Multicast is indispensable reading for planners, CTOs, and engineers at broadcast TV operations, Cable TV operations, satellite operations, Internet and IS providers, telcos, and wireless providers.

Plastics Materials and Processes: A Concise Encyclopedia is a resource for anyone with an interest in plastic materials and processes, from seasoned professionals to laypeople. Arranged in alphabetical order, it clearly explains all of the materials and processes as well as their major application areas and usages. Plastics Materials and Processes: A Concise Encyclopedia: Discusses and describes applications and practical uses of the materials and processes. Clear definitions and sufficient depth to satisfy the information seekers needs

A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. The book’s primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes. Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. The second part explores stochastic processes and related concepts including the Poisson process, renewal processes, Markov chains, semi-Markov processes, martingales, and Brownian motion. Featuring a logical combination of traditional and complex theories as well as practices, Probability and Stochastic Processes also includes: Multiple examples from disciplines such as business, mathematical finance, and engineering Chapter-by-chapter exercises and examples to allow readers to test their comprehension of the presented material A rigorous treatment of all probability and stochastic processes concepts An appropriate textbook for probability and stochastic processes courses at the upper-undergraduate and graduate level in mathematics, business, and electrical engineering, Probability and Stochastic Processes is also an ideal reference for researchers and practitioners in the fields of mathematics, engineering, and finance.

A wide-ranging treatment of fundamental rotordynamics in order to serve engineers with the necessary knowledge to eliminate various vibration problems. New to this edition are three chapters on highly significant topics: Vibration Suppression – The chapter presents various methods and is a helpful guidance for professional engineers. Magnetic Bearings – The chapter provides fundamental knowledge and enables the reader to realize simple magnetic bearings in the laboratory. Some Practical Rotor Systems – The chapter explains various vibration characteristics of steam turbines and wind turbines. The contents of other chapters on Balancing, Vibrations due to Mechanical Elements, and Cracked Rotors are added to and revised extensively. The authors provide a classification of rotating shaft systems and general coverage of key ideas common to all branches of rotordynamics. They offers a unique analysis of dynamical problems, such as nonlinear rotordynamics, self-excited vibration, nonstationary vibration, and flow-induced oscillations. Nonlinear resonances are discussed in detail, as well as methods for shaft stability and various theoretical derivations and computational methods for analyzing rotors to determine and correct vibrations. This edition also includes case studies and problems.