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An Illustration of Computational Methods for the Determination of the Parameters of a Certain Random Process - Hardcover

Eugene Lukacs

 
9780365688549: An Illustration of Computational Methods for the Determination of the Parameters of a Certain Random Process

Synopsis

This book presents methods for evaluating the results of measurements and observations for data collected over time. It reviews prior research on statistical techniques for evaluating discontinuous data and extends those concepts to situations where measurements are taken continuously. The author defines a stochastic process and explains how to utilize a mathematical model called the Wiener process and the concept of a mean value function to represent and analyze data from continuous measurements. The methods presented in this book have applications in evaluating physical phenomena such as the motion of bodies and the wear and tear of materials over time. The author illustrates the concepts with an example of a Wiener process with a mean value function and provides numerical examples and tables to aid in the practical application of the techniques.

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