Train running safety is a major concern among railway engineers, since a derailment may
cause significant personal and material damages. This problem becomes more important if …

Gaussian (normal) distribution is a basic continuous probability distribution in statistics, it
plays a substantial role in scientific and engineering problems that related to stochastic …

Efficient methods are presented for digital simulation of a general homogeneous process
(multidimensional or multivariate or multivariate-multidimensional) as a series of cosine …

During the seven years that elapsed between the first and second editions of the present
book, considerable progress was achieved in the area of financial modelling and pricing of …

One of the first engineering books to cover wavelet analysis, this classic text describes and
illustrates basic theory, with a detailed explanation of the workings of discrete wavelet …

This is a book on bootstrap and related resampling methods for temporal and spatial data
exhibiting various forms of dependence. Like the resam pling methods for independent data …

This book addresses random vibration of mechanical and structural systems commonly
encountered in aerospace, mechanical, and civil engineering. Techniques are examined for …

The recent advent of high speed digital computers has made it not only possible but also
highly practical to apply the Monte Carlo techniques to a large variety of engineering …

This book is about modeling as a prinicipal component of scientific investigations. In general
terms, modeling is the funamental process of combining intellectual creativity with physical …

In financial and actuarial modeling and other areas of application, stochastic differential
equations with jumps have been employed to describe the dynamics of various state …