Statistics of Random Processes: Applications
Author : Robert Shevilevich Lipt︠s︡er
Publisher : Springer Science & Business Media
Page : 360 pages
File Size : 46,68 MB
Release : 1977
Category : Mathematics
ISBN :
Author : Robert Shevilevich Lipt︠s︡er
Publisher : Springer Science & Business Media
Page : 360 pages
File Size : 46,68 MB
Release : 1977
Category : Mathematics
ISBN :
Author : Robert Liptser
Publisher : Springer
Page : 427 pages
File Size : 18,16 MB
Release : 2010-12-09
Category : Mathematics
ISBN : 9783642083662
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.
Author : Robert Shevilevich Lipt︠s︡er
Publisher : Springer Science & Business Media
Page : 428 pages
File Size : 28,42 MB
Release : 2001
Category : Mathematics
ISBN : 9783540639282
"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW
Author : R.S. Liptser
Publisher : Springer
Page : 341 pages
File Size : 29,3 MB
Release : 2013-03-08
Category : Mathematics
ISBN : 9781475742947
Author : R.S. Liptser
Publisher : Springer Science & Business Media
Page : 348 pages
File Size : 36,8 MB
Release : 2013-04-17
Category : Mathematics
ISBN : 1475742932
Author : Oliver Ibe
Publisher : Academic Press
Page : 457 pages
File Size : 32,89 MB
Release : 2014-06-13
Category : Mathematics
ISBN : 0128010355
The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book's clear writing style and homework problems make it ideal for the classroom or for self-study. Demonstrates concepts with more than 100 illustrations, including 2 dozen new drawings Expands readers’ understanding of disruptive statistics in a new chapter (chapter 8) Provides new chapter on Introduction to Random Processes with 14 new illustrations and tables explaining key concepts. Includes two chapters devoted to the two branches of statistics, namely descriptive statistics (chapter 8) and inferential (or inductive) statistics (chapter 9).
Author : Robert S. Liptser
Publisher : Springer Science & Business Media
Page : 409 pages
File Size : 18,55 MB
Release : 2013-03-14
Category : Mathematics
ISBN : 3662100282
"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW
Author : Peter Olofsson
Publisher : John Wiley & Sons
Page : 573 pages
File Size : 50,78 MB
Release : 2012-05-22
Category : Mathematics
ISBN : 0470889748
Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including: Consistency of point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test and Kolmogorov-Smirnov test Martingales, renewal processes, and Brownian motion One-way analysis of variance and the general linear model Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.
Author : A. Bruce Clarke
Publisher : John Wiley & Sons
Page : 342 pages
File Size : 26,28 MB
Release : 1991-01-16
Category : Technology & Engineering
ISBN : 0471085359
A comprehensive textbook for undergraduate courses in introductory probability. Offers a case study approach, with examples from engineering and the social and life sciences. Updated second edition includes advanced material on stochastic processes. Suitable for junior and senior level courses in industrial engineering, mathematics, business, biology, and social science departments.
Author : Robert S. Liptser
Publisher : Springer
Page : 402 pages
File Size : 37,40 MB
Release : 2013-01-12
Category : Mathematics
ISBN : 9783662100295
"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW