Α1.4 Stochastic Models in Water Resources

Simulation and its importance. Review of probability theory and statistics. Stochastic processes and time series. Spectral analysis. Stochastic differential equations. Stationary univariate stochastic models. Long term persistence and simple scaling processes. Cyclostationary models. Multi-variate stochastic models. Discretization methods. Series expansion methods. Stochastic analysis of simple structural systems.

1. Introduction.
2. Simulation.
3. Review of probability theory and statistics.
4. Stochastic processes and time series.
5. Spectral analysis.
6. Stochastic differential equations.
7. Univariate and stationary stochastic models.
8. Long term persistence and simple scaling processes.
9. Cyclostationary models.
10. Multivariate models.
11. Series expansion simulation methods.
12. Simulation of nonstationary processes.
13. Stochastic analysis of simple structures.