George G. Yin's Books

Stochastic Approximation and Recursive Algorithms and Applications

By: Harold Kushner,G. George Yin

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Stochastic Approximation and Recursive Algorithms and Applications

By: Harold Kushner,G. George Yin

This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.

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Page Count

485

Publisher

Springer Science & Business Media

Published Date

ISBN 10

038721769X

ISBN 13

9780387217697

Continuous-Time Markov Chains and Applications

A Singular Perturbation Approach

By: George G. Yin,Qing Zhang

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Continuous-Time Markov Chains and Applications

A Singular Perturbation Approach

By: George G. Yin,Qing Zhang

Using a singular perturbation approach, this is a systematic treatment of those systems that naturally arise in queuing theory, control and optimisation, and manufacturing, gathering a number of ideas which were previously scattered throughout the literature. The book presents results on asymptotic expansions of the corresponding probability distributions, functional occupation measures, exponential upper bounds, and asymptotic normality. To bridge the gap between theory and applications, a large portion of the book is devoted to various applications, thus reducing the dimensionality for problems under Markovian disturbances and providing tools for dealing with large-scale and complex real-world situations. Much of this stems from the authors'recent research, presenting results which have not appeared elsewhere. An important reference for researchers in applied mathematics, probability and stochastic processes, operations research, control theory, and optimisation.

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Page Count

358

Publisher

Springer

Published Date

ISBN 10

1461206278

ISBN 13

9781461206279

System Identification Using Regular and Quantized Observations

Applications of Large Deviations Principles

By: Qi He,Le Yi Wang,George G. Yin

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System Identification Using Regular and Quantized Observations

Applications of Large Deviations Principles

By: Qi He,Le Yi Wang,George G. Yin

This brief presents characterizations of identification errors under a probabilistic framework when output sensors are binary, quantized, or regular. By considering both space complexity in terms of signal quantization and time complexity with respect to data window sizes, this study provides a new perspective to understand the fundamental relationship between probabilistic errors and resources, which may represent data sizes in computer usage, computational complexity in algorithms, sample sizes in statistical analysis and channel bandwidths in communications.

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Page Count

100

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1461462924

ISBN 13

9781461462927

Discrete-Time Markov Chains

Two-Time-Scale Methods and Applications

By: George Yin,Qing Zhang

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Discrete-Time Markov Chains

Two-Time-Scale Methods and Applications

By: George Yin,Qing Zhang

Focusing on discrete-time-scale Markov chains, the contents of this book are an outgrowth of some of the authors' recent research. The motivation stems from existing and emerging applications in optimization and control of complex hybrid Markovian systems in manufacturing, wireless communication, and financial engineering. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, and Markov decision processes, and financial engineering. This book will be an important reference for researchers in the areas of applied probability, control theory, operations research, as well as for practitioners who use optimization techniques. Part of the book can also be used in a graduate course of applied probability, stochastic processes, and applications.

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Page Count

372

Publisher

Springer Science & Business Media

Published Date

ISBN 10

038721948X

ISBN 13

9780387219486

Hydrocarbon Chemistry

By: George A. Olah,Arpad Molnar,G. K. Surya Prakash

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Hydrocarbon Chemistry

By: George A. Olah,Arpad Molnar,G. K. Surya Prakash

This book provides an unparalleled contemporary assessment of hydrocarbon chemistry – presenting basic concepts, current research, and future applications. • Comprehensive and updated review and discussion of the field of hydrocarbon chemistry • Includes literature coverage since the publication of the previous edition • Expands or adds coverage of: carboxylation, sustainable hydrocarbons, extraterrestrial hydrocarbons • Addresses a topic of special relevance in contemporary science, since hydrocarbons play a role as a possible replacement for coal, petroleum oil, and natural gas as well as their environmentally safe use • Reviews of prior edition: “...literature coverage is comprehensive and ideal for quickly reviewing specific topics...of most value to industrial chemists...” (Angewandte Chemie) and “...useful for chemical engineers as well as engineers in the chemical and petrochemical industries.” (Petroleum Science and Technology)

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Page Count

1198

Publisher

John Wiley & Sons

Published Date

ISBN 10

1119390524

ISBN 13

9781119390527

System Identification with Quantized Observations

By: Le Yi Wang,G. George Yin,Ji-Feng Zhang,Yanlong Zhao

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System Identification with Quantized Observations

By: Le Yi Wang,G. George Yin,Ji-Feng Zhang,Yanlong Zhao

This book presents recently developed methodologies that utilize quantized information in system identification and explores their potential in extending control capabilities for systems with limited sensor information or networked systems. The results of these methodologies can be applied to signal processing and control design of communication and computer networks, sensor networks, mobile agents, coordinated data fusion, remote sensing, telemedicine, and other fields in which noise-corrupted quantized data need to be processed. System Identification with Quantized Observations is an excellent resource for graduate students, systems theorists, control engineers, applied mathematicians, as well as practitioners who use identification algorithms in their work.

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317

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0817649565

ISBN 13

9780817649562

An Introduction to Redox Polymers for Energy-Storage Applications

By: Ulrich S. Schubert,Andreas Winter,George R. Newkome

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An Introduction to Redox Polymers for Energy-Storage Applications

By: Ulrich S. Schubert,Andreas Winter,George R. Newkome

Advanced textbook presenting a well-founded introduction to the field, including didactical features like summary boxes and a Q&A section An Introduction to Redox Polymers for Energy-Storage Applications discusses fundamental aspects related to polymer-based batteries, such as types of batteries, their historic development, design and synthesis criteria of the active material, and summarizes the various types of redox polymers and their applications. Each chapter contains learning objectives, summary boxes, and questions and answers to allow for efficient exam preparation. In An Introduction to Redox Polymers for Energy-Storage Applications, readers will find detailed information on: Fundamental aspects of redox-active polymers, along with their historical classification, taking the key applications of the materials into account Energy-storage devices, containing polymers as the electrode active materials, and specific material requirements for the desired applications Classification of redox-active polymers, e.g., according to the nature of the actual redox-active moieties, their backbone structure, or topology Electrical conductivity of conjugated polymers, covering their most prominent representatives (polyaniline, polypyrrole, polythiophene, and polyacetylene) An Introduction to Redox Polymers for Energy-Storage Applications not only provides a well-founded introduction on polymers and batteries, but also covers the synthesis and applications of these materials, making it an excellent textbook for graduates, PhD students, and professionals who are starting in this field.

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549

Publisher

John Wiley & Sons

Published Date

ISBN 10

352735090X

ISBN 13

9783527350902

Stochastic Analysis, Stochastic Systems, and Applications to Finance

By: Allanus Hak-Man Tsoi,David Nualart,George Yin

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Stochastic Analysis, Stochastic Systems, and Applications to Finance

By: Allanus Hak-Man Tsoi,David Nualart,George Yin

This book introduces some advanced topics in probability theories ? both pure and applied ? is divided into two parts. The first part deals with the analysis of stochastic dynamical systems, in terms of Gaussian processes, white noise theory, and diffusion processes. The second part of the book discusses some up-to-date applications of optimization theories, martingale measure theories, reliability theories, stochastic filtering theories and stochastic algorithms towards mathematical finance issues such as option pricing and hedging, bond market analysis, volatility studies and asset trading modeling.

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Page Count

274

Publisher

World Scientific

Published Date

ISBN 10

9814355704

ISBN 13

9789814355704

Hybrid Switching Diffusions

Properties and Applications

By: G. George Yin,Chao Zhu

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Hybrid Switching Diffusions

Properties and Applications

By: G. George Yin,Chao Zhu

This book encompasses the study of hybrid switching di usion processes and their applications. The word \hybrid" signi es the coexistence of c- tinuous dynamics and discrete events, which is one of the distinct features of the processes under consideration. Much of the book is concerned with the interactions of the continuous dynamics and the discrete events. Our motivations for studying such processes originate from emerging and - isting applications in wireless communications, signal processing, queueing networks, production planning, biological systems, ecosystems, nancial engineering, and modeling, analysis, and control and optimization of lar- scale systems, under the in uence of random environments. Displaying mixture distributions, switching di usions may be described by the associated operators or by systems of stochastic di erential eq- tions together with the probability transition laws of the switching actions. We either have Markov-modulated switching di usions or processes with continuous state-dependent switching. The latter turns out to be much more challenging to deal with. Viewing the hybrid di usions as a number of di usions joined together by the switching process, they may be se- ingly not much di erent from their di usion counterpart. Nevertheless, the underlying problems become more di cult to handle, especially when the switching processes depend on continuous states. The di culty is due to the interaction of the discrete and continuous processes and the tangled and hybrid information pattern.

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Page Count

398

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1441911057

ISBN 13

9781441911056

Mathematics of Finance

Proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah

By: George Yin,Qing Zhang

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Mathematics of Finance

Proceedings of an AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance, June 22-26, 2003, Snowbird, Utah

By: George Yin,Qing Zhang

Contains papers based on talks given at the first AMS-IMS-SIAM Joint Summer Research Conference on Mathematics of Finance held at Snowbird. This book includes such topics as modeling, estimation, optimization, control, and risk assessment and management. It is suitable for students interested in mathematical finance.

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Page Count

414

Publisher

American Mathematical Soc.

Published Date

ISBN 10

0821834126

ISBN 13

9780821834121

Book's by George G. Yin

Stochastic Approximation and Recursive Algorithms and Applications

Stochastic Approximation and Recursive Algorithms and Applications

Continuous-Time Markov Chains and Applications

Continuous-Time Markov Chains and Applications

System Identification Using Regular and Quantized Observations

System Identification Using Regular and Quantized Observations

Discrete-Time Markov Chains

Discrete-Time Markov Chains

Hydrocarbon Chemistry

Hydrocarbon Chemistry

System Identification with Quantized Observations

System Identification with Quantized Observations

An Introduction to Redox Polymers for Energy-Storage Applications

An Introduction to Redox Polymers for Energy-Storage Applications

Stochastic Analysis, Stochastic Systems, and Applications to Finance

Stochastic Analysis, Stochastic Systems, and Applications to Finance

Hybrid Switching Diffusions

Hybrid Switching Diffusions

Mathematics of Finance

Mathematics of Finance

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