الصفحة 1
الصفحة 1
Noise-Induced Phenomena in Slow-Fast Dynamical Systems : A Sample-Paths Approach
Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications. This book presents a new constructive approach to the quantitative description of solutions to systems of stochastic differential equations evolving on well-separated timescales. The method, which combines techniques from stochastic analysis and singular perturbation theory, allows the domains of concentration for typical sample paths to be determined, and provides precise estimates on the transition probabilities between these domains. In addition to the detailed presentation of the set-up and mathematical results, applications to problems in physics, biology, and climatology are discussed. The emphasis lies on noise-induced phenomena such as stochastic resonance, hysteresis, excitability, and the reduction of bifurcation delay.
Invariant Probabilities of Markov-Feller Operators and Their Supports
In this book invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes are discussed. These Feller processes appear in the study of iterated function systems with probabilities, convolution operators, certain time series, etc. Rather than dealing with the processes, the transition probabilities and the operators associated with these processes are studied.
Fuzzy Probability and Statistics
This book combines material from our previous books FP (Fuzzy Probabilities: New Approach and Applications,Physica-Verlag, 2003) and FS (Fuzzy Statistics, Springer, 2004), plus has about one third new results. From FP we have material on basic fuzzy probability, discrete (fuzzy Poisson,binomial) and continuous (uniform, normal, exponential) fuzzy random variables. From FS we included chapters on fuzzy estimation and fuzzy hypothesis testing related to means, variances, proportions, correlation and regression. New material includes fuzzy estimators for arrival and service rates, and the uniform distribution, with applications in fuzzy queuing theory. Also, new to this book, is three chapters on fuzzy maximum entropy (imprecise side conditions) estimators producing fuzzy distributions and crisp discrete/continuous distributions.
Fuzzy probabilities : New approach and applications
In probability and statistics we often have to estimate probabilities and parameters in probability distributions using a random sample. Instead of using a point estimate calculated from the data we propose using fuzzy numbers which are constructed from a set of confidence intervals. In probability calculations we apply constrained fuzzy arithmetic because probabilities must add to one. Fuzzy random variables have fuzzy distributions. A fuzzy normal random variable has the normal distribution with fuzzy number mean and variance. Applications are to queuing theory, Markov chains, inventory control, decision theory and reliability theory.
From Hyperbolic Systems to Kinetic Theory : A Personalized Quest
Equations of state are not always effective in continuum mechanics. Maxwell and Boltzmann created a kinetic theory of gases, using classical mechanics. How could they derive the irreversible Boltzmann equation from a reversible Hamiltonian framework? By using probabilities, which destroy physical reality! Forces at distance are non-physical as we know from Poincaré's theory of relativity. Yet Maxwell and Boltzmann only used trajectories like hyperbolas, reasonable for rarefied gases, but wrong without bound trajectories if the "mean free path between collisions" tends to 0. Tartar relies on his H-measures, a tool created for homogenization, to explain some of the weaknesses, e.g. from quantum mechanics: there are no "particles", so the Boltzmann equation and the second principle, can not apply. He examines modes used by energy, proves which equation governs each mode, and conjectures that the result will not look like the Boltzmann equation, and there will be more modes than those indexed by velocity!
Financial mathematics, derivatives and structured products
Introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses: Financial Mathematics (undergraduate level) Stochastic Modelling in Finance (postgraduate level) Financial Markets and Derivatives (undergraduate level) Structured Products and Solutions (undergraduate/postgraduate level)
Design of Reinforced Concrete Buildings for Seismic Performance : Practical Deterministic and Probabilistic Approaches
Presents an elegant, simple and theoretically coherent design framework. Required strength is determined on the basis of an estimated yield displacement and desired limits of system ductility and drift demands. A simple deterministic approach is presented along with its elaboration into a probabilistic treatment that allows for design to limit annual probabilities of failure. The design method allows the seismic force resisting system to be designed on the basis of elastic analysis results, while nonlinear analysis is used for performance verification. Detailing requirements of ACI 318 and Eurocode 8 are presented. Students will benefit from the coverage of seismology, structural dynamics, reinforced concrete, and capacity design approaches, which allows the book to be used as a foundation text in earthquake engineering.
Design and analysis of randomized algorithms : Introduction to design paradigms
Randomness is a powerful phenomenon that can be harnessed to solve various problems in all areas of computer science. Randomized algorithms are often more efficient, simpler and, surprisingly, also more reliable than their deterministic counterparts. Computing tasks exist that require billions of years of computer work when solved using the fastest known deterministic algorithms, but they can be solved using randomized algorithms in a few minutes with negligible error probabilities. Introducing the fascinating world of randomness, this book systematically teaches the main algorithm design paradigms – foiling an adversary, abundance of witnesses, fingerprinting, amplification, and random sampling, etc. – while also providing a deep insight into the nature of success in randomization. Taking sufficient time to present motivations and to develop the reader's intuition, while being rigorous throughout, this text is a very effective and efficient introduction to this exciting field.
Deepfake detection
The rise of large language models (LLMs) and the increasing sophistication of deepfake images have made detecting synthetic content a pressing challenge. Several approaches have been proposed to tackle this problem, including statistical analysis, and machine learning algorithms. In this project, A novel zero-shot approach is proposed that utilizes the power of LLMs to detect fake text. The pre-trained LLM is fine-tuned to enhance its ability to differentiate real and fake text. The approach uses the LLM to detect text by analyzing the log probabilities of the text. For detecting fake images, computer vision algorithms and neural networks are used to analyze facial features. The facial region is cropped and preprocessed and the neural network identifies patterns indicative of synthetic content.
Mathematical Formulas for Economists
This collection of formulas constitutes a compendium of mathematics for eco nomics and business. It contains the most important formulas, statements and algorithms in this significant subfield of modern mathematics and addresses primarily students of economics or business at universities, colleges and trade schools. But people dealing with practical or applied problems will also find this collection to be an efiicient and easy-to-use work of reference. First the book treats mathematical symbols and constants, sets and state ments, number systems and their arithmetic as well as fundamentals of com binatorics. The chapter on sequences and series is followed by mathematics of finance, the representation of functions of one and several independent vari ables, their differential and integral calculus and by differential and difference equations. In each case special emphasis is placed on applications and models in economics. The chapter on linear algebra deals with matrices, vectors, determinants and systems of linear equations. This is followed by the representation of struc tures and algorithms of linear programming. Finally, the reader finds formu las on descriptive statistics (data analysis, ratios, inventory and time series analysis), on probability theory (events, probabilities, random variables and distributions) and on inductive statistics (point and interval estimates, tests). Some important tables complete the work.
Brunet Saunier Architecture : Monospace and Simplexity
Discusses and analyzes this concept in detail, presenting trueto- scale floor plans, cross-sections, architectural views, and other information. The Monospace concept - which is based on a process of creative reduction down to essentials, i.e. "simplexity" - is adaptive rather than normative or prescriptive, and based on probabilities rather than determinism. It respects energy, even when it sometimes uses it. It takes the individual's experience into account, and starts from the position of the subject. It also permits changing perspectives. This design concept should attract attention far beyond the borders of France.
