Mohlo by sa vám tiež páčiť

Viac informácií o knihe General Theory

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 299 bodov

Anotácia knihy

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 year.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics

• Celý názov: General Theory
• Autor: Robert Liptser, Albert N. Shiryaev
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 427
• EAN: 9783540639299
• ISBN: 3540639292
• ID: 01566544
• Nakladateľ: Springer, Berlin
• Hmotnosť: 780 g
• Rozmery: 241 × 163 × 31 mm
• Dátum vydania: 29. October 2001

Obľúbené z iného súdka

---

---

---