Discrete parameter stochastic process

Lecture Introduction to Stochastic Processes: Lesson 9 provide students with knowledge about discrete parameter Markov chain on a countable state space, simple random walk on integers, mathematical description, transition probabilities, define a stochastic process with initial distribution,...

12p bachnhuocdong 23-12-2021 10 0   Download

Lecture Introduction to Stochastic Processes: Lesson 10 provide students with knowledge about proof of (MC) ⇒ (MP), Markov chain, discrete parameter stochastic process, time-homogeneous Markov chain, the Markov property, a trivial example: an iid sequence, the deterministically monotone Markov chain,...

12p bachnhuocdong 23-12-2021 10 0   Download

In general, the fluctuation of the elastic modulus of materials is crucial in structural analysis. This paper develops a stochastic finite element method (SFEM) for analyzing a nonuniform column considering the random process in elastic modulus. This random process of elastic modulus is assumed as a one-dimensional Gaussian random field. The weighted integration method is used to discretize the random field and establish the stochastic finite element formulation to compute the first and second moments of displacement fields.

9p kequaidan6 11-07-2020 17 1   Download