This peerless reference/text unfurls a unified and systematic study of the two types of mathematical models of dynamic processes-stochastic and deterministic-as placed in the context of systems of stochastic differential equations. Using the tools of variational comparison, generalized variation of constants, and probability distribution as its met
Probability and Mathematical Statistics: A Series of Monographs and Textbooks: Random Polynomials focuses on a comprehensive treatment of random algebraic, orthogonal, and trigonometric polynomials. The publication first offers information on the basic definitions and properties of random algebraic polynomials and random matrices. Discussions focus on Newton's formula for random algebraic polynomials, random characteristic polynomials, measurability of the zeros of a random algebraic polynomial, and random power series and random algebraic polynomials. The text then elaborates on the number and expected number of real zeros of random algebraic polynomials; number and expected number of real zeros of other random polynomials; and variance of the number of real zeros of random algebraic polynomials. Topics include the expected number of real zeros of random orthogonal polynomials and the number and expected number of real zeros of trigonometric polynomials. The book takes a look at convergence and limit theorems for random polynomials and distribution of the zeros of random algebraic polynomials, including limit theorems for random algebraic polynomials and random companion matrices and distribution of the zeros of random algebraic polynomials. The publication is a dependable reference for probabilists, statisticians, physicists, engineers, and economists.
State continuous dynamic models can be reformulated into discrete state processes. This process generates numerical schemes that lead theoretical iterative schemes. This type of method of stochastic modelling generates three basic problems. First, the fundamental properties of solution, namely, existence, uniqueness, measurability, continuous dependence on system parameters depend mode of convergence. Second, the basic probabilistic and statistical properties mean, variance, moments of qualitative/quantitative behaviour of solutions are directly described as concept of solution process or via probability distribution or density functions either. Finally, deterministic versus stochastic modelling of dynamic processes is to what extent the stochastic mathematical model differs from the corresponding deterministic model in the absence of random disturbances or fluctuations and uncertainties.Most literature in this subject was developed in the 1950s, and focussed on the theory of systems of continuous and discrete-time deterministic; however, continuous-time and its approximation schemes of stochastic differential equations faced the problems outlined above and made slow progress in developing problems as a result. This monograph addresses these problems by presenting an account of stochastic versus deterministic issues in discrete state dynamic systems in a systematic and unified way.
This will help us customize your experience to showcase the most relevant content to your age group
Please select from below
Login
Not registered?
Sign up
Already registered?
Success – Your message will goes here
We'd love to hear from you!
Thank you for visiting our website. Would you like to provide feedback on how we could improve your experience?
This site does not use any third party cookies with one exception — it uses cookies from Google to deliver its services and to analyze traffic.Learn More.