Statistics of Random Processes I - 9783540639299
Un libro in lingua di Liptser Robert S. Shiriaev Albert Nikolaevich edito da Springer Verlag, 2000
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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.
Informazioni bibliografiche
- Titolo del Libro in lingua: Statistics of Random Processes I
- Sottotitolo: General Theory
- Lingua: English
- Autori : Liptser Robert S. Shiriaev Albert Nikolaevich
- Editore: Springer Verlag
- Collana: Springer Verlag (Hardcover)
- Data di Pubblicazione: 01 Dicembre '00
- Genere: MATHEMATICS
- Argomenti : Stochastic processes Mathematical statistics
- Dimensioni mm: 234 x 158 x 31
- EAN-13: 9783540639299