Introduction to Stochastic Level Crossing Techniques

The book provides an introduction to stochastic level crossing techniques, which involve deriving probability density functions and cumulative probability distribution functions of key random variables, and using these to specify operational characteristics of stochastic models. It covers distinct stochastic models and associated key random variables, with examples and analytic integral equations for the stationary pdf. The book is intended for students of mathematics, management science, engineering, natural sciences, and researchers, as well as technical workers in various professions.

Format: Hardback
Length: 263 pages
Publication date: 25 August 2023
Publisher: Taylor & Francis Ltd

Introduction to Stochastic Level Crossing Techniques

describes stochastic models and their analysis using the System Point Level Crossing method (abbreviated SPLC or LC). This involves deriving probability density functions (pdfs) or cumulative probability distribution functions (cdfs) of key random variables,applying simple level-crossing limit theorems developed by the author.

The pdfs and/or cdfs are used to specify operational characteristics about the stochastic model of interest.

The chapters describe distinct stochastic models and associated key random variables in the models.

For each model,a figure of a typical sample path (realization,i.e.,tracing over time) of the key random variable is displayed.

For each model,an analytic (Volterra) integral equation for the stationary pdf of the key random variable is created−by inspection of the sample path,using the simple LC limit theorems.

This LC method bypasses a great deal of algebra,usually required by other methods of analysis.

The integral equations will be solved directly,or computationally.

This book is meant for students of mathematics,management science,engineering,natural sciences,and researchers who use applied probability. It will also be useful to technical workers in a range of professions.

Weight: 453g
Dimension: 234 x 156 (mm)
ISBN-13: 9780367277352