Statistics of Random Processes (General Theory) - Stochastic Modelling and Applied Probability - Robert S. Liptser - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540639299 - November 6, 2000
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Robert S. Liptser
Statistics of Random Processes (General Theory) - Stochastic Modelling and Applied Probability 2nd Rev. and Exp. Ed. 2001 edition

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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.

442 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released November 6, 2000
ISBN13 9783540639299
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 442
Dimensions 163 × 241 × 31 mm   ·   771 g
Language German  
Translator Aries, B.

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