Statistics of random processes: i: general theory
Auteur :
Liptser, Robert S.
Éditeur :
Liptser, Robert S.Shiryaev, Albert N.,
ISBN :
9783540639299
Date de publication :
6 nov. 2000
Dimensions :
23,4 x 15,6 x 2,5 cm
Poids :
807 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
Allemagne
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.