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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) - Paperback

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… More...

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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) - Paperback

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… More...

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

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… More...

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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 - Paperback

2010, ISBN: 3642083668

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

NOT NEW BOOK. Shipping costs: EUR 17.28 GreatBookPricesUK, Castle Donington, DERBY, United Kingdom [72536976] [Rating: 5 (von 5)]
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Liptser Robert Shiryaev Albert N. Aries B.:
Statistics of Random Processes - Paperback

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

NEW BOOK. Shipping costs: EUR 10.20 Majestic Books, Hounslow, United Kingdom [51749587] [Rating: 4 (von 5)]
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Details of the book
Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5)
Author:
Title:
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.

Details of the book - Statistics of Random Processes: I. General Theory: 5 (Stochastic Modelling and Applied Probability, 5)


EAN (ISBN-13): 9783642083662
ISBN (ISBN-10): 3642083668
Hardcover
Paperback
Publishing year: 2010
Publisher: Springer
444 Pages
Weight: 0,666 kg
Language: eng/Englisch

Book in our database since 2010-08-10T15:34:05+01:00 (London)
Detail page last modified on 2023-10-18T14:33:13+01:00 (London)
ISBN/EAN: 9783642083662

ISBN - alternate spelling:
3-642-08366-8, 978-3-642-08366-2
Alternate spelling and related search-keywords:
Book author: liptser shiryaev, aries, albert, robert meyer
Book title: statistics random processes, probability and statistics, rand, probability theory and stochastic processes

Information from Publisher

Author: Robert S. Liptser
Title: Stochastic Modelling and Applied Probability; Statistics of Random Processes - I. General Theory
Publisher: Springer; Springer Berlin
427 Pages
Publishing year: 2010-12-09
Berlin; Heidelberg; DE
Printed / Made in
Language: English
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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