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Statistics of Random Processes: I. General Theory (Stochastic Modelling and Applied Probability)
Statistics of Random Processes I General Theory - Stochastic Modelling and Applied Probability
Author: Robert Liptser, Albert N. Shiryaev
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 edit...  more »
ISBN-13: 9783642083662
ISBN-10: 3642083668
Publication Date: 12/9/2010
Pages: 427
Edition: Softcover reprint of
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Publisher: Springer
Book Type: Paperback
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