Description: Statistics of Random Processes I : General Theory, Hardcover by Liptser, Robert S.; Shiriaev, Albert Nikolaevich, ISBN 3540639292, ISBN-13 9783540639299, Brand New, Free shipping in the US 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.
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Book Title: Statistics of Random Processes I : General Theory
Number of Pages: Xv, 427 Pages
Publication Name: Statistics of Random Processes Vol. 1 : General Theory
Language: English
Publisher: Springer Berlin / Heidelberg
Publication Year: 2000
Item Height: 0.5 in
Subject: Probability & Statistics / Stochastic Processes, Probability & Statistics / General, System Theory, Mathematical Analysis
Item Weight: 62.8 Oz
Type: Textbook
Item Length: 9.2 in
Author: Robert Liptser
Subject Area: Mathematics, Science
Series: Stochastic Modelling and Applied Probability Ser.
Item Width: 6.1 in
Format: Hardcover
