01921nam 2200493I 450 991070794330332120170207150321.0(CKB)5470000002469136(OCoLC)971550754(EXLCZ)99547000000246913620170207j201612 ua 0engurbn|||||||||txtrdacontentcrdamediacrrdacarrierA benefit analysis of infusing wireless into aircraft and fleet operations report to seedling project efficient reconfigurable cockpit design and fleet operations using software intensive, network enabled, wireless architecture (ECON) /Natalia Alexandrov, Bruce J. Holmes, Andrew S. HahnHampton, Virginia :National Aeronautics and Space Administration, Langley Research Center,December 2016.1 online resource (15 unnumbered pages)NASA/TM ;2016-219360"December 2016.""Performing organization: NASA Langley Research Center"--Report documentation page.Includes bibliographical references (page [15]).Benefit analysis of infusing wireless into aircraft and fleet operations AirspacenasatAugmentationnasatCockpitsnasatTechnology utilizationnasatWeight reductionnasatAirspace.Augmentation.Cockpits.Technology utilization.Weight reduction.Alexandrov Natalia M.1398870Holmes Bruce J.Hahn Andrew S.Langley Research Center,GPOGPOBOOK9910707943303321A benefit analysis of infusing wireless into aircraft and fleet operations3463087UNINA04980nam 22005295 450 991076549090332120251008131306.03-031-33296-210.1007/978-3-031-33296-8(MiAaPQ)EBC30949260(Au-PeEL)EBL30949260(DE-He213)978-3-031-33296-8(CKB)28861500500041(EXLCZ)992886150050004120231116d2023 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierContinuous Parameter Markov Processes and Stochastic Differential Equations /by Rabi Bhattacharya, Edward C. Waymire1st ed. 2023.Cham :Springer International Publishing :Imprint: Springer,2023.1 online resource (502 pages)Graduate Texts in Mathematics,2197-5612 ;299Print version: Bhattacharya, Rabi Continuous Parameter Markov Processes and Stochastic Differential Equations Cham : Springer International Publishing AG,c2023 9783031332944 1. A review of Martingaels, stopping times and the Markov property -- 2. Semigroup theory and Markov processes.-3. Regularity of Markov process sample paths -- 4. Continuous parameter jump Markov processes -- 5. Processes with independent increments -- 6. The stochastic integral -- 7. Construction of difficusions as solutions of stochastic differential equations -- 8. Itô's Lemma -- 9. Cameron-Martin-Girsanov theorem -- 10. Support of nonsingular diffusions -- 11. Transience and recurrence of multidimensional diffusions -- 12. Criteria for explosion -- 13. Absorption, reflection and other transformations of Markov processes -- 14. The speed of convergence to equilibrium of discrete parameter Markov processes and Diffusions -- 15. Probabilistic representation of solutions to certain PDEs -- 16. Probabilistic solution of the classical Dirichlet problem -- 17. The functional Central Limit Theorem for ergodic Markov processes -- 18. Asymptotic stability for singular diffusions -- 19. Stochastic integrals with L2-Martingales -- 20. Local time for Brownian motion -- 21. Construction of one dimensional diffusions by Semigroups -- 22. Eigenfunction expansions of transition probabilities for one-dimensional diffusions -- 23. Special Topic: The Martingale Problem -- 24. Special topic: multiphase homogenization for transport in periodic media -- 25. Special topic: skew random walk and skew Brownian motion -- 26. Special topic: piecewise deterministic Markov processes in population biology -- A. The Hille-Yosida theorem and closed graph theorem -- References -- Related textbooks and monographs.This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples. After a review of some background material, the reader is introduced to semigroup theory, including the Hille–Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller’s seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes, and processes with independent increments, or Lévy processes. The greater part of the book is devoted to Itô’s fascinating theory of stochastic differential equations, and to the study of asymptotic properties of diffusions in all dimensions, such as explosion, transience, recurrence, existence of steady states, and the speed of convergence to equilibrium. A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections between diffusions and linear second order elliptic and parabolic partial differential equations are laid out in two chapters, and are used for computational purposes. Among Special Topics chapters, two study anomalous diffusions: one on skew Brownian motion, and the other on an intriguing multi-phase homogenization of solute transport in porous media.Graduate Texts in Mathematics,2197-5612 ;299ProbabilitiesMathematicsProbability TheoryApplications of MathematicsProbabilities.Mathematics.Probability Theory.Applications of Mathematics.519.233Bhattacharya Rabi102761Waymire Edward C103517MiAaPQMiAaPQMiAaPQBOOK9910765490903321Continuous Parameter Markov Processes and Stochastic Differential Equations3644970UNINA