STOCHAST PARTIAL DIFFERENT EQUATION ADDITIVE GAUSSIAN NOISE

類似書籍推薦給您

The stochastic partial differential equations (SPDEs) arise in many applications of the probability theory. This monograph will focus on two particular (and probably the most known) equations: the stochastic heat equation and the stochastic wave equation. The focus is on the relationship between the solutions to the SPDEs and the fractional Brownian motion (and related processes). An important point of the analysis is the study of the asymptotic behavior of the p-variations of the solutions to the heat or wave equations driven by space-time Gaussian noise or by a Gaussian noise with a non-trivial correlation in space. The book is addressed to public with a reasonable background in probability theory. The idea is to keep it self-contained and avoid using of complex techniques. We also chose to insist on the basic properties of the random noise and to detail the construction of the Wiener integration with respect to them. The intention is to present the proofs complete and detailed. Sample Chapter(s) Preface Chapter 1: Gaussian processes Contents: Gaussian Processes and Sheets: Gaussian Processes Fractional and Bifractional Brownian Motion Multiparameter Gaussian Processes Isonormal Processes and Wiener Integral Stochastic Heat and Wave Equations with Additive Gaussian Noise: The Stochastic Heat Equation with Space-Time White Noise The Stochastic Heat Equation with Correlated Noise in Space The Stochastic Wave Equation with Space-Time White Noise Power Variation and Statistical Inference for Solutions to SPDEs: Variations of the Solution to the Stochastic Heat Equation Parameter Estimation for the Stochastic Heat Equation via Power Variations Power Variations and Inference for Stochastic the Wave Equation Readership: Undergraduate, graduate students and researchers working in various areas of probability theory and mathematical statistics.

A Guide to Noise in Microwave Circuits: Devices, Circuits and Measurement

類似書籍推薦給您

A GUIDE TO NOISE IN MICROWAVE CIRCUITS A fulsome exploration of critical considerations in microwave circuit noise In A Guide to Noise in Microwave Circuits: Devices, Circuits, and Measurement, a team of distinguished researchers deliver a comprehensive introduction to noise in microwave circuits, with a strong focus on noise characterization of devices and circuits. The book describes fluctuations beginning with their physical origin and touches on the general description of noise in linear and non-linear circuits. Several chapters are devoted to the description of noise measurement ­techniques and the interpretation of measured data. A full chapter is dedicated to noise sources as well, including thermal, shot, plasma, and current. A Guide to Noise in Microwave Circuits offers examples of measurement problems―like low noise block (LNB) of satellite television – and explores equipment and measurement methods, like the Y, cold source, and 7-state method. This book also includes: A thorough introduction to foundational terms in microwave circuit noise, including average values, amplitude distribution, autocorrelation, cross-correlation, and noise spectra Comprehensive explorations of common noise sources, including thermal noise, the Nyquist formula and thermal radiation, shot noise, plasma noise, and more Practical discussions of noise and linear networks, including narrowband noise In-depth examinations of calculation methods for noise quantities, including noise voltages, currents, and spectra, the noise correlation matrix, and the noise of simple passive networks Perfect for graduate students specializing in microwave and wireless electronics, A Guide to Noise in Microwave Circuits: Devices, Circuits, and Measurement will also earn a place in the libraries of professional engineers working in microwave or wireless circuits and system design.