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Statistics of Random Processes - I. General Theory (Paperback, Softcover reprint of the original 2nd ed. 2001) Loot Price: R3,147
Discovery Miles 31 470
Repayment Terms: R295 pm x 12*
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Statistics of Random Processes - I. General Theory (Paperback, Softcover reprint of the original 2nd ed. 2001): Robert S....

Statistics of Random Processes - I. General Theory (Paperback, Softcover reprint of the original 2nd ed. 2001)

Robert S. Liptser; Translated by Baries; Albert N. Shiryaev

Series: Stochastic Modelling and Applied Probability, 5

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Loot Price R3,147 Discovery Miles 31 470 | Repayment Terms: R295 pm x 12*

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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.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Stochastic Modelling and Applied Probability, 5
Release date: December 2010
First published: 2001
Authors: Robert S. Liptser
Translators: Baries
Authors: Albert N. Shiryaev
Dimensions: 235 x 155 x 22mm (L x W x T)
Format: Paperback
Pages: 427
Edition: Softcover reprint of the original 2nd ed. 2001
ISBN-13: 978-3-642-08366-2
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Non-linear science
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LSN: 3-642-08366-8
Barcode: 9783642083662

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