Simulation of Stochastic Processes with Given Accuracy and Reliability

Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes. Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered. Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes Contains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topic Provides methods and tools in measuring accuracy and reliability in functional spaces

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  • Author : Yuriy V. Kozachenko
  • Publisher : Elsevier
  • Pages : 346 pages
  • ISBN : 0081020856
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKSimulation of Stochastic Processes with Given Accuracy and Reliability

Simulation of Stochastic Processes with Given Accuracy and Reliability

Simulation of Stochastic Processes with Given Accuracy and Reliability
  • Author : Yuriy V. Kozachenko,Oleksandr O. Pogorilyak,Iryna V. Rozora,Antonina M. Tegza
  • Publisher : Elsevier
  • Release : 22 November 2016
GET THIS BOOKSimulation of Stochastic Processes with Given Accuracy and Reliability

Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Numerical Solution of Stochastic Differential Equations with Jumps in Finance
  • Author : Eckhard Platen,Nicola Bruti-Liberati
  • Publisher : Springer Science & Business Media
  • Release : 23 July 2010
GET THIS BOOKNumerical Solution of Stochastic Differential Equations with Jumps in Finance

In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Wiener processes, described in Kloeden & Platen: Numerical Solution of Stochastic Differential Equations (1992). The present monograph builds on the above-mentioned work and provides an introduction to stochastic differential equations with jumps, in both theory and application, emphasizing the numerical

Simulation Methods for Reliability and Availability of Complex Systems

Simulation Methods for Reliability and Availability of Complex Systems
  • Author : Javier Faulin,Angel A. Juan,Sebastián Salvador Martorell Alsina,Jose Emmanuel Ramirez-Marquez
  • Publisher : Springer Science & Business Media
  • Release : 22 April 2010
GET THIS BOOKSimulation Methods for Reliability and Availability of Complex Systems

Simulation Methods for Reliability and Availability of Complex Systems discusses the use of computer simulation-based techniques and algorithms to determine reliability and availability (R and A) levels in complex systems. The book: shares theoretical or applied models and decision support systems that make use of simulation to estimate and to improve system R and A levels, forecasts emerging technologies and trends in the use of computer simulation for R and A and proposes hybrid approaches to the development of efficient

Random Processes: Measurement, Analysis and Simulation

Random Processes: Measurement, Analysis and Simulation
  • Author : J. Cacko,M. Bily,J. Bukoveczky
  • Publisher : Elsevier
  • Release : 02 December 2012
GET THIS BOOKRandom Processes: Measurement, Analysis and Simulation

This book covers the basic topics associated with the measurement, analysis and simulation of random environmental processes which are encountered in practice when dealing with the dynamics, fatigue and reliability of structures in real environmental conditions. The treatment is self-contained and the authors have brought together and integrated the most important information relevant to this topic in order that the newcomer can see and study it as a whole. This approach should also be of interest to experienced engineers from

Reliability Engineering

Reliability Engineering
  • Author : Mangey Ram
  • Publisher : CRC Press
  • Release : 14 October 2019
GET THIS BOOKReliability Engineering

Over the last 50 years, the theory and the methods of reliability analysis have developed significantly. Therefore, it is very important to the reliability specialist to be informed of each reliability measure. This book will provide historical developments, current advancements, applications, numerous examples, and many case studies to bring the reader up-to-date with the advancements in this area. It covers reliability engineering in different branches, includes applications to reliability engineering practice, provides numerous examples to illustrate the theoretical results, and offers

Analog IC Reliability in Nanometer CMOS

Analog IC Reliability in Nanometer CMOS
  • Author : Elie Maricau,Georges Gielen
  • Publisher : Springer Science & Business Media
  • Release : 11 January 2013
GET THIS BOOKAnalog IC Reliability in Nanometer CMOS

This book focuses on modeling, simulation and analysis of analog circuit aging. First, all important nanometer CMOS physical effects resulting in circuit unreliability are reviewed. Then, transistor aging compact models for circuit simulation are discussed and several methods for efficient circuit reliability simulation are explained and compared. Ultimately, the impact of transistor aging on analog circuits is studied. Aging-resilient and aging-immune circuits are identified and the impact of technology scaling is discussed. The models and simulation techniques described in the

Engineering Geology and the Environment

Engineering Geology and the Environment
  • Author : G.C. Koukis,P.G. Marinos,G.C. Stourna,G.C. Tsiambaos
  • Publisher : CRC Press
  • Release : 01 January 1997
GET THIS BOOKEngineering Geology and the Environment

Composed of the proceedings of a symposium on engineering geology and the environment, held in Athens in June, 1997, this work provides a survey of trends in engineering geology, and an interdisciplinary collaboration with hydrogeology, geochemistry, geomorphology, and soil and rock mechanics.

Handbooks in Operations Research and Management Science: Simulation

Handbooks in Operations Research and Management Science: Simulation
  • Author : Shane G. Henderson,Barry L. Nelson
  • Publisher : Elsevier
  • Release : 02 September 2006
GET THIS BOOKHandbooks in Operations Research and Management Science: Simulation

This Handbook is a collection of chapters on key issues in the design and analysis of computer simulation experiments on models of stochastic systems. The chapters are tightly focused and written by experts in each area. For the purpose of this volume “simulation refers to the analysis of stochastic processes through the generation of sample paths (realization) of the processes. Attention focuses on design and analysis issues and the goal of this volume is to survey the concepts, principles, tools