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Vanmarcke Erik — Random Fields : Analysis and Synthesis
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Название: Random Fields : Analysis and Synthesis
Автор: Vanmarcke Erik
Аннотация: Random variation over space and time is one of the few attributes that might safely be predicted as characterizing almost any given complex system. Random fields or "distributed disorder systems" confront astronomers, physicists, geologists, meteorologists, biologists, and other natural scientists. They appear in the artifacts developed by electrical, mechanical, civil, and other engineers. They even underlie the processes of social and economic change. The purpose of this book is to bring together existing and new methodologies of random field theory and indicate how they can be applied to these diverse areas where a "deterministic treatment is inefficient and conventional statistics insufficient." Many new results and methods are included.
After outlining the extent and characteristics of the random field approach, the book reviews the classical theory of multidimensional random processes and introduces basic probability concepts and methods in the random field context. It next gives a concise amount of the second-order analysis of homogeneous random fields, in both the space-time domain and the wave number-frequency domain. This is followed by a chapter on spectral moments and related measures of disorder and on level excursions and extremes of Gaussian and related random fields.
After developing a new framework of analysis based on local averages of one-, two-, and n-dimensional processes, the book concludes with a chapter discussing ramifications in the important areas of estimation, prediction, and control. The mathematical prerequisite has been held to basic college-level calculus.
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Рубрика: Математика /Вероятность /Стохастические процессы /
Статус предметного указателя: Готов указатель с номерами страниц
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Год издания: 1983
Количество страниц: 393
Добавлена в каталог: 15.06.2005
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Предметный указатель
Spectral moments, notation 11
Spectral moments, relationship to level excursion statistics 167—169
Spectral moments, relationship to partial derivative 148—149
Spectral moments, relationship to threshold crossings 156—157
Spectral moments, sensitivity to high frequency contributions 175
Spectral parameters see "Spectral bandwidth measures"
Spitzer, R. 70
Spreading function 83
Standard Gaussian distribution, approximation for high values 49 157
Standard Gaussian distribution, table 50
Standardized random fields 182
Stark, R. 141
State-space approach 5
Stationarity 5 10 182 see
Statistical mechanics 7
Steady-stale probabilities of Markov chains 70
Stochastic finite element analysis 17 347—349
Stochastic finite element analysis in one dimension 201—202 231—232
Stochastic finite element analysis in two dimensions, computational efficiency of 253 348
Stochastic finite element analysis of space-time random fields 280
Stratonovich, R.L. 4
Stumpf, H.J. 183
Sum of independent random fields 221—227 265 322—324
Sum of independent random variables 34
System representation, linear 105—110 see
Systematic errors see "Measurement errors"
Taylor series expansion 43 61
Taylor, G.I. 6 195
Tennekes, H. 195
Thermodynamics, similarity to laws of disorder 219 see
Three-parameter description of wide-band random processes 15 18 221—222 224 355 362
Threshold crossings by local averages 213—217 261—262 315—317
Threshold crossings, mean length of excursion 159—160 313—315
Threshold crossings, mean rate 155—163 170—172
Total probability theorem 27
Transfer function, definition 106 see
Transformation of random variables or fields 31—36 53—54 348—349
Transformation of sample spectra 343—344 347
Transformation, linear, of random fields 105—110 253—255 see "Invariant"
Transition probabilities, Markov process 70 72
Transport in porous media 70 353 359—360
Triangular correlation function 126 186 223 231 232 241—242 321
Tribus, M. 27
Tsuji, H. 105
Tuckey, J.W. 7
Turbulence, boundary layer, correlation structure of 82
Turbulence, revue on 6 7 195
Turbulence, vector field of velocities 84
Uhlenbeck, G.E. 4 72 73
Uncertainty density 15 218—219 221 263—264 321 see "Laws
Unidirectional random variation see "Direction-dependent"
Union of events 25
Upcrossings see "Threshold crossings"
Upper bounds see "Bounds"
Van Dyck, J.F. 150
VanMarcke, E.H. 140 159 162 183 348 362
Variance function for narrow-band processes 200—206
Variance function in stochastic finite element analysis 253 347—349
Variance function of impulse or point process 232—233
Variance function of random series 229—230
Variance function under local averaging, limiting forms 321
Variance function, analytical models 186—187 202—208 220 229—231
Variance function, conditional and marginal 245—247 249 291
Variance function, derivative of 200—201 205
Variance function, estimation procedures based on 327 336—339
Variance function, frequency-dependent, spatial 276—278 296—303
Variance function, multidimensional 285—287
Variance function, one-dimensional 185—190
Variance function, power law approximation 205—206 225 243
Variance function, regenerative property, rescaling of 219—220 322 333
Variance function, relation to correlation function 186 202 229 231 235 250 236 309
Variance function, relation to spectral density function 191 229—231 236—239 287 251—252
Variance function, sample, based on a record 337
Variance function, two-dimensional or bivariate 235—236 249
Variance of composite models 265 323
Variance of derivatives 111—112
Variance of fractional noise 225
Variance of isotropic fields 98 103—105 143
Variance of local averages 186 235 253—255 286 327—328 336
Variance of sample spectral density function 341—342
Variance of space-time processes 128—130
Variance, conditional under local averaging 228 324 348—350
Variance, definition 37
Variance, sample variance 327—328 332 336
Variance, undefined nature, for white noise 64 68—69 91—92 175—176 219—322
Veneziano, D. 105n
Vogel, H. 5
von Karman, T. 5
Voronoi cells 4 23
Watts, D.G. 7 341
Wave number spectrum, definition 128—129
Wave number spectrum, frequency-dependent 131—133 267 269
White noise 4 63—65 91—92 175—176
White noise, relation to invariant 64 68—69 221
White noise, scale of fluctuation and correlation measures 220—221 264—265
White noise, stationary random function of frequency 341—344
Whittle, P. 5 7 122 206
Wide-band processes, efficient characterization of 224 352
Wiener process 4 7 68 182 see
Wiener — Khinchine relations 5 10 85—88 93—95 100—102 132 238 340
Wiener, N. 4 5 6 7 56 68 182
Wigner — Seitz cell 23
Wind engineering, correlation models for velocity 82 136—137
Wind engineering, modeling of space-time correlation 348
X-crossings 161—162 see
Yaglom, A.M. 6 7 195 351 352
Yang, J.-N. 183
Zadeh, L. 5
Zero-crossings, mean rate for Gaussian processes 156—157
Zuckerkandl, E. 7
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