Modern Dynamic Reliability Analysis for Multi-State Systems: Stochastic Processes and the Lz-Transform, Lisnianski Anatoly, Frenkel Ilia, Khvatskin Lev
Описание: This practically oriented book presents a comprehensive, up-to-date description of multi-state system (MSS) reliability as a natural extension of classical binary-state reliability. It presents all essential theoretical achievements in the field.
Автор: Pons Odile Название: Probability And Stochastic Processes: Work Examples ISBN: 9811214468 ISBN-13(EAN): 9789811214462 Издательство: World Scientific Publishing Рейтинг: Цена: 7128.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
The book is intended to undergraduate students, it presents exercices and problems with rigorous solutions covering the mains subject of the course with both theory and applications.
The questions are solved using simple mathematical methods: Laplace and Fourier transforms provide direct proofs of the main convergence results for sequences of random variables.
The book studies a large range of distribution functions for random variables and processes: Bernoulli, multinomial, exponential, Gamma, Beta, Dirichlet, Poisson, Gaussian, Chi2, ordered variables, survival distributions and processes, Markov chains and processes, Brownian motion and bridge, diffusions, spatial processes.
Описание: General Concepts and Theoretical Background.- Industrial Multi-state Systems (MSS) and Dynamic Reliability Analysis.- Modern Stochastic Processes Methods for Dynamic MSS Reliability Assessment.- LZ-transform and Extended Universal Generating Function (UGF) Technique.-Applications and Real-world Case Studies.- Short-term Availability and Reliability Analysis for Power Systems.- The Lz-Transform and the Markov Reward Approaches for the Reliability Assessment of Ship's Traction Drives.- Availability Determination for MSS Cold Water Supply System.- Availability Analysis for Aging Air Conditioning Systems.- Sensitivity and Importance Analysis of Aging MSS Water Cooling System for Magnetic Resonance Inspection Plant.
Описание: This book is an up-to-date, unified and rigorous treatment of theoretical, computational and applied research on Markov decision process models. The concentration of the book is on infinite-horizon discrete-time models, and it also discusses arbitrary state spaces, finite-horizon and continuous-time discrete-state models.
Описание: 1 Introduction.- 2 Introduction to Stochastic Processes.- 3 Kramers-Moyal Expansion and Fokker-Planck Equation.- 4 Continuous Stochastic Process.- 5 The Langevin Equation and Wiener Process.- 6 Stochastic Integration, It o and Stratonovich Calculi.- 7 Equivalence of Langevin and Fokker-Planck Equations.- 8 Examples of Stochastic Calculus.-9 Langevin Dynamics in Higher Dimensions.- 10 Levy Noise Driven Langevin Equation and its Time Series-Based Reconstruction.- 11 Stochastic Processes with Jumps and Non-Vanishing Higher-Order Kramers-Moyal Coefficients.- 12 Jump-Diffusion Processes.- 13 Two-Dimensional (Bivariate) Jump-Diffusion Processes.- 14 Numerical Solution of Stochastic Differential Equations: Diffusion and Jump-Diffusion Processes.- 15 The Friedrich-Peinke Approach to Reconstruction of Dynamical Equation for Time Series: Complexity in View of Stochastic Processes.- 16 How To Set Up Stochastic Equations For Real-World Processes: Markov-Einstein Time Scale.- 17 Reconstruction of Stochastic Dynamical Equations: Exemplary Stationary Diffusion and Jump-Diffusion Processes.- 18 The Kramers-Moyal Coefficients of Non-Stationary Time series in The Presence of Microstructure (Measurement) Noise.- 19 Influence of Finite Time Step in Estimating of the Kramers-Moyal Coefficients.- 20 Distinguishing Diffusive and Jumpy Behaviors in Real-World Time Series.- 21 Reconstruction of Langevin and Jump-Diffusion Dynamics From Empirical Uni- and Bivariate Time Series.- 22 Applications and Outlook.- 23 Epileptic Brain Dynamics.
Описание: This book aims to provide a unified treatment on the analysis and synthesis for discrete-time stochastic systems with guarantee of certain performances against network-enhanced complexities with applications in sensor networks and mobile robotics.
Автор: Cha Название: Point Processes for Reliability Analysis ISBN: 331973539X ISBN-13(EAN): 9783319735399 Издательство: Springer Рейтинг: Цена: 22359.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Focusing on the theory and applications of point processes, Point Processes for Reliability Analysis naturally combines classical results on the basic and advanced properties of point processes with recent theoretical findings of the authors.
Автор: Anatoly Lisnianski; Ilia Frenkel; Alex Karagrigori Название: Recent Advances in Multi-state Systems Reliability ISBN: 3319634224 ISBN-13(EAN): 9783319634227 Издательство: Springer Рейтинг: Цена: 22359.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book addresses a modern topic in reliability: multi-state and continuous-state system reliability, which has been intensively developed in recent years.
Автор: Anatoly Lisnianski; Ilia Frenkel; Alex Karagrigori Название: Recent Advances in Multi-state Systems Reliability ISBN: 3319875523 ISBN-13(EAN): 9783319875521 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Поставка под заказ.
Описание: This book addresses a modern topic in reliability: multi-state and continuous-state system reliability, which has been intensively developed in recent years. It offers an up-to-date overview of the latest developments in reliability theory for multi-state systems, engineering applications to a variety of technical problems, and case studies that will be of interest to reliability engineers and industrial managers. It also covers corresponding theoretical issues, as well as case studies illustrating the applications of the corresponding theoretical advances. The book is divided into two parts: Modern Mathematical Methods for Multi-state System Reliability Analysis (Part 1), and Applications and Case Studies (Part 2), which examines real-world multi-state systems. It will greatly benefit scientists and researchers working in reliability, as well as practitioners and managers with an interest in reliability and performability analysis. It can also be used as a textbook or as a supporting text for postgraduate courses in Industrial Engineering, Electrical Engineering, Mechanical Engineering, Applied Mathematics, and Operations Research.
Автор: Krzysztof Ko?owrocki; Joanna Soszy?ska-Budny Название: Reliability and Safety of Complex Technical Systems and Processes ISBN: 1447127129 ISBN-13(EAN): 9781447127123 Издательство: Springer Рейтинг: Цена: 23508.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents integrated and analytical models for the reliability, availability and safety of complex non-repairable and repairable multistate technical systems, with reference to their operation processes and their practical applications.
Автор: Peccati Название: Stochastic Analysis for Poisson Point Processes ISBN: 3319052322 ISBN-13(EAN): 9783319052328 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic geometry is the branchof mathematics that studies geometric structures associated with randomconfigurations, such as random graphs, tilings and mosaics. Due to its closeties with stereology and spatial statistics, the results in this area arerelevant for a large number of important applications, e.g. to the mathematicalmodeling and statistical analysis of telecommunication networks, geostatisticsand image analysis. In recent years – due mainly to the impetus of the authorsand their collaborators – a powerful connection has been established betweenstochastic geometry and the Malliavin calculus of variations, which is acollection of probabilistic techniques based on the properties ofinfinite-dimensional differential operators. This has led in particular to thediscovery of a large number of new quantitative limit theorems forhigh-dimensional geometric objects. This unique book presents anorganic collection of authoritative surveys written by the principal actors in thisrapidly evolving field, offering a rigorous yet lively presentation of its manyfacets.
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