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Statistics of Random Processes (General Theory) - Stochastic Modelling and Applied Probability Robert S. Liptser 2nd Rev. and Exp. Ed. 2001 edition
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Statistics of Random Processes (General Theory) - Stochastic Modelling and Applied Probability
Robert S. Liptser
Covering non-linear filtering theory and its applications to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis, these volumes present the theory of martingales.
442 pages, biography
| Medie | Bøger Hardcover bog (Bog med hård ryg og stift omslag) |
| Udgivet | 6. november 2000 |
| ISBN13 | 9783540639299 |
| Forlag | Springer-Verlag Berlin and Heidelberg Gm |
| Antal sider | 442 |
| Mål | 163 × 241 × 31 mm · 771 g |
| Sprog | Tysk |
| Oversætter | Aries, B. |
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