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Targeted at graduate students, researchers and practitioners in the field of science and engineering, this book gives a self-contained introduction to a measure-theoretic framework in laying out the definitions and basic concepts of random variables and stochastic diffusion processes. It then continues to weave into a framework of several practical tools and applications involving stochastic dynamical systems. These include tools for the numerical integration of such dynamical systems, nonlinear stochastic filtering and generalized Bayesian update theories for solving inverse problems and a new stochastic search technique for treating a broad class of non-convex optimization problems. MATLAB® codes for all the applications are uploaded on the companion website. [Publisher]

Random variables --- Probabilities --- Stochastic processes --- Variables aléatoires. --- Probabilités. --- Processus stochastiques.

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Ultrasound-mediated imaging in scattering media has deeper roots than hitherto imagined, with roots in condensed matter physics. Professors Vasu and Roy discuss these in order to establish a firm connection between measurement and a host of parameters in the medium, mechanical and optical. These connections are verified through recovery of parameters using simulations and experiments. Explaining their research, inter alia the authors explore problems such as noise-assisted small-signal amplification, stochastic search schemes for optimization and anisotropic particle diffusion. For graduates and researchers in the field, this book will highlight key features of the developing science and will enable practitioners to adopt the simulation algorithms and experimental modalities presented. Part of IOP Series in Advances in Optics, Photonics and Optoelectronics

Soft condensed matter --- Ultrasonic imaging. --- Optical physics. --- SCIENCE / Physics / Optics & Light. --- Imaging.