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"This book gives an overview of affine diffusions, from Ornstein-Uhlenbeck processes to Wishart processes and it considers some related diffusions such as Wright-Fisher processes. It focuses on different simulation schemes for these processes, especially second-order schemes for…
This book provides a compact yet comprehensive treatment of advanced data-driven signal processing techniques for the analysis and characterization of both ambient power system data and transient oscillations resulting from major disturbances. Inspired by recent developments in …
