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Vanmarcke Erik — Random Fields : Analysis and Synthesis
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.


Язык: en

Рубрика: Математика/Вероятность/Стохастические процессы/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1983

Количество страниц: 393

Добавлена в каталог: 15.06.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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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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