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Approximation and weak convergence methods for random processes, with applications to stochastic systems theory / Harold J. Kushner
Approximation and weak convergence methods for random processes, with applications to stochastic systems theory / Harold J. Kushner
Autore Kushner, Harold J.
Pubbl/distr/stampa Cambridge, Mass. : MIT Press, c1984
Descrizione fisica xvii, 269 p. ; 24 cm.
Disciplina 519.23
Collana The MIT Press series in signal processing, optimization, and control ; 6
Soggetto topico Approximation theory
Convergence
Stochastic processes
Stochastic systems
ISBN 0262110903
Classificazione AMS 60F05
QA274.K87
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991000693049707536
Kushner, Harold J.  
Cambridge, Mass. : MIT Press, c1984
Materiale a stampa
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Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu
Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu
Autore Simiu Emil
Pubbl/distr/stampa Princeton, New Jersey : , : Princeton University Press, , 2002
Descrizione fisica 1 online resource (244 p.)
Disciplina 515/.352
Collana Princeton Series in Applied Mathematics
Soggetto topico Differentiable dynamical systems
Chaotic behavior in systems
Stochastic systems
Soggetto genere / forma Electronic books.
ISBN 0-691-05094-5
1-4008-3250-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index
Record Nr. UNINA-9910465343003321
Simiu Emil  
Princeton, New Jersey : , : Princeton University Press, , 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu
Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu
Autore Simiu Emil
Pubbl/distr/stampa Princeton, New Jersey : , : Princeton University Press, , 2002
Descrizione fisica 1 online resource (244 p.)
Disciplina 515/.352
Collana Princeton Series in Applied Mathematics
Soggetto topico Differentiable dynamical systems
Chaotic behavior in systems
Stochastic systems
Soggetto non controllato Affine transformation
Amplitude
Arbitrarily large
Attractor
Autocovariance
Big O notation
Central limit theorem
Change of variables
Chaos theory
Coefficient of variation
Compound Probability
Computational problem
Control theory
Convolution
Coriolis force
Correlation coefficient
Covariance function
Cross-covariance
Cumulative distribution function
Cutoff frequency
Deformation (mechanics)
Derivative
Deterministic system
Diagram (category theory)
Diffeomorphism
Differential equation
Dirac delta function
Discriminant
Dissipation
Dissipative system
Dynamical system
Eigenvalues and eigenvectors
Equations of motion
Even and odd functions
Excitation (magnetic)
Exponential decay
Extreme value theory
Flow velocity
Fluid dynamics
Forcing (recursion theory)
Fourier series
Fourier transform
Fractal dimension
Frequency domain
Gaussian noise
Gaussian process
Harmonic analysis
Harmonic function
Heteroclinic orbit
Homeomorphism
Homoclinic orbit
Hyperbolic point
Inference
Initial condition
Instability
Integrable system
Invariant manifold
Iteration
Joint probability distribution
LTI system theory
Limit cycle
Linear differential equation
Logistic map
Marginal distribution
Moduli (physics)
Multiplicative noise
Noise (electronics)
Nonlinear control
Nonlinear system
Ornstein–Uhlenbeck process
Oscillation
Parameter space
Parameter
Partial differential equation
Perturbation function
Phase plane
Phase space
Poisson distribution
Probability density function
Probability distribution
Probability theory
Probability
Production–possibility frontier
Relative velocity
Scale factor
Shear stress
Spectral density
Spectral gap
Standard deviation
Stochastic process
Stochastic resonance
Stochastic
Stream function
Surface stress
Symbolic dynamics
The Signal and the Noise
Topological conjugacy
Transfer function
Variance
Vorticity
ISBN 0-691-05094-5
1-4008-3250-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index
Record Nr. UNINA-9910786748903321
Simiu Emil  
Princeton, New Jersey : , : Princeton University Press, , 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu
Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu
Autore Simiu Emil
Pubbl/distr/stampa Princeton, New Jersey : , : Princeton University Press, , 2002
Descrizione fisica 1 online resource (244 p.)
Disciplina 515/.352
Collana Princeton Series in Applied Mathematics
Soggetto topico Differentiable dynamical systems
Chaotic behavior in systems
Stochastic systems
Soggetto non controllato Affine transformation
Amplitude
Arbitrarily large
Attractor
Autocovariance
Big O notation
Central limit theorem
Change of variables
Chaos theory
Coefficient of variation
Compound Probability
Computational problem
Control theory
Convolution
Coriolis force
Correlation coefficient
Covariance function
Cross-covariance
Cumulative distribution function
Cutoff frequency
Deformation (mechanics)
Derivative
Deterministic system
Diagram (category theory)
Diffeomorphism
Differential equation
Dirac delta function
Discriminant
Dissipation
Dissipative system
Dynamical system
Eigenvalues and eigenvectors
Equations of motion
Even and odd functions
Excitation (magnetic)
Exponential decay
Extreme value theory
Flow velocity
Fluid dynamics
Forcing (recursion theory)
Fourier series
Fourier transform
Fractal dimension
Frequency domain
Gaussian noise
Gaussian process
Harmonic analysis
Harmonic function
Heteroclinic orbit
Homeomorphism
Homoclinic orbit
Hyperbolic point
Inference
Initial condition
Instability
Integrable system
Invariant manifold
Iteration
Joint probability distribution
LTI system theory
Limit cycle
Linear differential equation
Logistic map
Marginal distribution
Moduli (physics)
Multiplicative noise
Noise (electronics)
Nonlinear control
Nonlinear system
Ornstein–Uhlenbeck process
Oscillation
Parameter space
Parameter
Partial differential equation
Perturbation function
Phase plane
Phase space
Poisson distribution
Probability density function
Probability distribution
Probability theory
Probability
Production–possibility frontier
Relative velocity
Scale factor
Shear stress
Spectral density
Spectral gap
Standard deviation
Stochastic process
Stochastic resonance
Stochastic
Stream function
Surface stress
Symbolic dynamics
The Signal and the Noise
Topological conjugacy
Transfer function
Variance
Vorticity
ISBN 0-691-05094-5
1-4008-3250-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index
Record Nr. UNINA-9910827211303321
Simiu Emil  
Princeton, New Jersey : , : Princeton University Press, , 2002
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Comparison methods for stochastic models and risks / Alfred Müller, Dietrhich Stoyan
Comparison methods for stochastic models and risks / Alfred Müller, Dietrhich Stoyan
Autore Müller, Alfred
Pubbl/distr/stampa Chichester ; New York : Wiley, c2002
Descrizione fisica xii, 330 p. : ill. ; 23 cm
Disciplina 519.23
Altri autori (Persone) Stoyan, Dietrich
Collana Wiley series in probability and statistics
Soggetto topico Stochastic systems
ISBN 0471494461
Classificazione AMS 60E15
AMS 62E10
AMS 62P05
LC QA402.M835
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991000766729707536
Müller, Alfred  
Chichester ; New York : Wiley, c2002
Materiale a stampa
Lo trovi qui: Univ. del Salento
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Continuous-time Markov jump linear systems / / Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov
Continuous-time Markov jump linear systems / / Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov
Autore Costa Oswaldo L. V
Edizione [1st ed. 2013.]
Pubbl/distr/stampa New York, : Springer, 2013
Descrizione fisica 1 online resource (294 p.)
Disciplina 003.76
Altri autori (Persone) FragosoMarcelo D
TodorovMarcos G
Collana Probability and its applications
Soggetto topico Stochastic control theory
Stochastic systems
Linear systems
Control theory
Markov processes
ISBN 1-283-94496-0
3-642-34100-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1.Introduction -- 2.A Few Tools and Notations -- 3.Mean Square Stability -- 4.Quadratic Optimal Control with Complete Observations -- 5.H2 Optimal Control With Complete Observations -- 6.Quadratic and H2 Optimal Control with Partial Observations -- 7.Best Linear Filter with Unknown (x(t), θ(t)) -- 8.H_$infty$ Control -- 9.Design Techniques -- 10.Some Numerical Examples -- A. Coupled Differential and Algebraic Riccati Equations -- B. The Adjoint Operator and Some Auxiliary Results -- References. - Notation and Conventions -- Index.
Record Nr. UNINA-9910437866903321
Costa Oswaldo L. V  
New York, : Springer, 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Control and system theory of discrete-time stochastic systems / / Jan H. van Schuppen
Control and system theory of discrete-time stochastic systems / / Jan H. van Schuppen
Autore Schuppen J. H. van
Pubbl/distr/stampa Cham, Switzerland : , : Springer, , [2021]
Descrizione fisica 1 online resource (940 pages)
Disciplina 629.8312
Collana Communications and Control Engineering
Soggetto topico Stochastic control theory
Stochastic systems
Discrete-time systems
Teoria de control
Processos estocàstics
Sistemes estocàstics
Sistemes de temps discret
Soggetto genere / forma Llibres electrònics
ISBN 3-030-66952-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910495184703321
Schuppen J. H. van  
Cham, Switzerland : , : Springer, , [2021]
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Dependence with complete connections and its applications / Marius Iosifescu, Serban Grigorescu
Dependence with complete connections and its applications / Marius Iosifescu, Serban Grigorescu
Autore Iosifescu, Marius
Edizione [1st ed]
Pubbl/distr/stampa Cambridge [England] ; New York : Cambridge University Press, 1990
Descrizione fisica xiv, 304 p. ; 24 cm.
Disciplina 519.2
Altri autori (Persone) Grigorescu, Serbanauthor
Collana Cambridge tracts in mathematics ; 96
Soggetto topico Connections
Markov processes
Stochastic systems
ISBN 0521333318
Classificazione AMS 60G99
AMS 60J05
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991000808989707536
Iosifescu, Marius  
Cambridge [England] ; New York : Cambridge University Press, 1990
Materiale a stampa
Lo trovi qui: Univ. del Salento
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Feedback strategies for partially observable stochastic systems / Yaakov Yavin
Feedback strategies for partially observable stochastic systems / Yaakov Yavin
Autore Yavin, Yaakov
Pubbl/distr/stampa Berlin ; New York : Springer-Verlag, 1983
Descrizione fisica vi, 233 p. : ill. ; 25 cm.
Disciplina 519.2
Collana Lecture notes in control and information sciences ; 48
Soggetto topico Feedback control systems
Stochastic systems
ISBN 3540122087
Classificazione AMS 93E
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991000886839707536
Yavin, Yaakov  
Berlin ; New York : Springer-Verlag, 1983
Materiale a stampa
Lo trovi qui: Univ. del Salento
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Foundations and trends in stochastic systems
Foundations and trends in stochastic systems
Pubbl/distr/stampa Hanover, MA, : Now Publishers, Inc
Disciplina 003.76
Soggetto topico Stochastic systems
Soggetto genere / forma Periodicals.
ISSN 1551-3092
Formato Materiale a stampa
Livello bibliografico Periodico
Lingua di pubblicazione eng
Altri titoli varianti Stochastic systems
Record Nr. UNISA-996199211503316
Hanover, MA, : Now Publishers, Inc
Materiale a stampa
Lo trovi qui: Univ. di Salerno
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