Items related to Statistics of Random Processes I: General Theory (Applicatio...
Synopsis
The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The book is not only addressed to mathematicians but should also serve the interests of other scientists who apply probabilistic and statistical methods in their work. The theory of martingales presented in the book has an independent interest in connection with problems from financial mathematics.
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 as a new chapter devoted to asymptotically optimal filtering under diffusion approximation. Moreover, in each chapter a comment is added about the progress of recent years.
"synopsis" may belong to another edition of this title.
Language Notes
Text: English (translation)
Original Language: Russian
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date1984
- ISBN 10 0387902260
- ISBN 13 9780387902265
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages394
Search results for Statistics of Random Processes I: General Theory (Applicatio...
Seller Image
Statistics of Random Processes I: General Theory
Seller: ccbooksellers, Front Royal, VA, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: good. 394 pp. cover shows minor shelf wear and is slightly stained. pen marking on first page but otherwise pages are clean and unmarked. I 2. Seller Inventory # SM0000023116
Quantity: 1 available
Stock Image
Statistics of Random Processes I : General Theory
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. 1st. Used book that is in clean, average condition without any missing pages. Seller Inventory # 14024300-6
Quantity: 1 available
Stock Image
STATISTICS OF RANDOM PROCESSES I: General Theory.
Published by
Springer-Verlag,, 1977
ISBN 10: 0387902260
ISBN 13: 9780387902265
Used
Hardcover
First Edition
Seller: Nelson & Nelson, Booksellers, Trenton, SC, U.S.A.
Seller rating 4 out of 5 stars
Hardcover. Condition: G+. Dust Jacket Condition: No Dust Jacket. Hardback first printing of the 1977 edition; revised and expanded translation of the authors' Statistika Sluchainyk Protsessov, published in 1974. VOLUME I ONLY. Light cover soil, cover wear; previous owner's name in ink on front endpaper. Contents clean, tight. No DJ. Translated into English by A. B. Aries. Not library discard. ; Seller Inventory # 46082
Quantity: 1 available
Stock Image
Statistics of Random Processes: Vol. I - General Theory; Vol. II - Applications
Seller: Munster & Company LLC, ABAA/ILAB, Corvallis, OR, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Springer-Verlag, 1977. Two-Volume Set; covers lightly rubbed/bumped/soiled, spines/front board of Vol. II sunned; edges very lightly sunned/soiled; faint pencil erasuers at ffeps; binding tight; cover, edges and interior intact and clean, except where noted. hardcover. Good. Seller Inventory # 603580
Quantity: 1 available
Stock Image
Statistics of Random Processes I: General Theory.
Published by
Springer-Verlag New York, Inc., 1977
ISBN 10: 0387902260
ISBN 13: 9780387902265
Used
Hardcover
Seller: Antiquariat Bernhardt, Kassel, Germany
Seller rating 5 out of 5 stars
gebundene Ausgabe. Condition: Sehr gut. Applications of Mathematics, Band 5. Zust: Gutes Exemplar. IX, 394 Seiten, Englisch 824g. Seller Inventory # 493793
Quantity: 1 available