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Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5) - Liptser, Robert S. Shiryaev, Albert N.
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Liptser, Robert S. Shiryaev, Albert N.:

Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5) - Pasta blanda

2010, ISBN: 9783642083662

Translator: Aries, B. Springer, Paperback, Auflage: Softcover reprint of the original 2nd ed. 2001, 442 Seiten, Publiziert: 2010-12-09T00:00:01Z, Produktgruppe: Book, Hersteller-Nr.: biog… Más…

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Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5) - Liptser, Robert S. Shiryaev, Albert N.
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Liptser, Robert S. Shiryaev, Albert N.:

Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5) - Pasta blanda

2010, ISBN: 9783642083662

Translator: Aries, B. Springer, Paperback, Auflage: Softcover reprint of the original 2nd ed. 2001, 442 Seiten, Publiziert: 2010-12-09T00:00:01Z, Produktgruppe: Book, Hersteller-Nr.: biog… Más…

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Robert S. Liptser:
Statistics of Random Processes: I. General Theory - Pasta blanda

ISBN: 9783642083662

Paperback / softback. New. These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete d… Más…

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Statistics of Random Processes : I. General Theory - Liptser, Robert S.; Shiryaev, Albert N.; Aries, A. B. (TRN); Wilson, Stephen S. (EDT)
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Liptser, Robert S.; Shiryaev, Albert N.; Aries, A. B. (TRN); Wilson, Stephen S. (EDT):
Statistics of Random Processes : I. General Theory - Pasta blanda

2010, ISBN: 3642083668

[EAN: 9783642083662], Gebraucht, wie neu, [PU: Springer], Unread book in perfect condition., Books

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Liptser Robert Shiryaev Albert N. Aries B.:
Statistics of Random Processes - Pasta blanda

2010, ISBN: 3642083668

[EAN: 9783642083662], Neubuch, [PU: Springer], Print on Demand pp. 444 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam, Books

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Detalles del libro
Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5)
Autor:
Título:
ISBN:

9783642083662


These volumes cover non-linear filtering (prediction and smoothing) theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. Also presented is the theory of martingales, of interest to those who deal with problems in financial mathematics. These editions include new material, expanded chapters, and comments on recent progress in the field.

Detalles del libro - Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5)


EAN (ISBN-13): 9783642083662
ISBN (ISBN-10): 3642083668
Tapa dura
Tapa blanda
Año de publicación: 2010
Editorial: Springer
444 Páginas
Peso: 0,666 kg
Idioma: eng/Englisch

Libro en la base de datos desde 2010-08-10T16:34:05+02:00 (Madrid)
Página de detalles modificada por última vez el 2023-10-18T15:33:13+02:00 (Madrid)
ISBN/EAN: 9783642083662

ISBN - escritura alterna:
3-642-08366-8, 978-3-642-08366-2
Mode alterno de escritura y términos de búsqueda relacionados:
Autor del libro: liptser shiryaev, aries, albert, robert meyer
Título del libro: statistics random processes, probability and statistics, rand, probability theory and stochastic processes

Datos del la editorial

Autor: Robert S. Liptser
Título: Stochastic Modelling and Applied Probability; Statistics of Random Processes - I. General Theory
Editorial: Springer; Springer Berlin
427 Páginas
Año de publicación: 2010-12-09
Berlin; Heidelberg; DE
Impreso en
Idioma: Inglés
131,99 € (DE)

BC; Hardcover, Softcover / Mathematik/Analysis; Kybernetik und Systemtheorie; Verstehen; Conditionally Gaussian; Filtering; Incomplete Data Control; Martingale; Observable; Point Process; Probability theory; mathematical statistics; Dynamical Systems; Probability Theory; Statistical Theory and Methods; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; BC; BB; EA

In the second edition, the authors have made numerous corrections, updating every chapter, adding two new subsections devoted to the Kalman filter under wrong initial conditions, as well asa new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years.
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