A short course on measure and probability theories.

PDF Version Also Available for Download.

Description

This brief Introduction to Measure Theory, and its applications to Probabilities, corresponds to the lecture notes of a seminar series given at Sandia National Laboratories in Livermore, during the spring of 2003. The goal of these seminars was to provide a minimal background to Computational Combustion scientists interested in using more advanced stochastic concepts and methods, e.g., in the context of uncertainty quantification. Indeed, most mechanical engineering curricula do not provide students with formal training in the field of probability, and even in less in measure theory. However, stochastic methods have been used more and more extensively in the past ... continued below

Physical Description

86 p.

Creation Information

PÔebay, Philippe Pierre February 1, 2004.

Context

This report is part of the collection entitled: Office of Scientific & Technical Information Technical Reports and was provided by UNT Libraries Government Documents Department to Digital Library, a digital repository hosted by the UNT Libraries. More information about this report can be viewed below.

Who

People and organizations associated with either the creation of this report or its content.

Publisher

Provided By

UNT Libraries Government Documents Department

Serving as both a federal and a state depository library, the UNT Libraries Government Documents Department maintains millions of items in a variety of formats. The department is a member of the FDLP Content Partnerships Program and an Affiliated Archive of the National Archives.

Contact Us

What

Descriptive information to help identify this report. Follow the links below to find similar items on the Digital Library.

Description

This brief Introduction to Measure Theory, and its applications to Probabilities, corresponds to the lecture notes of a seminar series given at Sandia National Laboratories in Livermore, during the spring of 2003. The goal of these seminars was to provide a minimal background to Computational Combustion scientists interested in using more advanced stochastic concepts and methods, e.g., in the context of uncertainty quantification. Indeed, most mechanical engineering curricula do not provide students with formal training in the field of probability, and even in less in measure theory. However, stochastic methods have been used more and more extensively in the past decade, and have provided more successful computational tools. Scientists at the Combustion Research Facility of Sandia National Laboratories have been using computational stochastic methods for years. Addressing more and more complex applications, and facing difficult problems that arose in applications showed the need for a better understanding of theoretical foundations. This is why the seminar series was launched, and these notes summarize most of the concepts which have been discussed. The goal of the seminars was to bring a group of mechanical engineers and computational combustion scientists to a full understanding of N. WIENER'S polynomial chaos theory. Therefore, these lectures notes are built along those lines, and are not intended to be exhaustive. In particular, the author welcomes any comments or criticisms.

Physical Description

86 p.

Language

Item Type

Identifier

Unique identifying numbers for this report in the Digital Library or other systems.

  • Report No.: SAND2004-8095
  • Grant Number: AC04-94AL85000
  • DOI: 10.2172/882320 | External Link
  • Office of Scientific & Technical Information Report Number: 882320
  • Archival Resource Key: ark:/67531/metadc874310

Collections

This report is part of the following collection of related materials.

Office of Scientific & Technical Information Technical Reports

What responsibilities do I have when using this report?

When

Dates and time periods associated with this report.

Creation Date

  • February 1, 2004

Added to The UNT Digital Library

  • Sept. 21, 2016, 2:29 a.m.

Description Last Updated

  • Dec. 1, 2016, 7:57 p.m.

Usage Statistics

When was this report last used?

Yesterday: 0
Past 30 days: 0
Total Uses: 2

Interact With This Report

Here are some suggestions for what to do next.

Start Reading

PDF Version Also Available for Download.

Citations, Rights, Re-Use

PÔebay, Philippe Pierre. A short course on measure and probability theories., report, February 1, 2004; United States. (digital.library.unt.edu/ark:/67531/metadc874310/: accessed August 20, 2017), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.