Statistics of Random Processes II
Title | Statistics of Random Processes II PDF eBook |
Author | R.S. Liptser |
Publisher | Springer Science & Business Media |
Pages | 348 |
Release | 2013-04-17 |
Genre | Mathematics |
ISBN | 1475742932 |
Statistics of Random Processes II
Title | Statistics of Random Processes II PDF eBook |
Author | Robert S. Liptser |
Publisher | Springer Science & Business Media |
Pages | 409 |
Release | 2013-03-14 |
Genre | 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
Statistics of Random Processes II
Title | Statistics of Random Processes II PDF eBook |
Author | Robert Shevilevich Lipt︠s︡er |
Publisher | Springer Science & Business Media |
Pages | 428 |
Release | 2001 |
Genre | 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
Fundamentals of Applied Probability and Random Processes
Title | Fundamentals of Applied Probability and Random Processes PDF eBook |
Author | Oliver Ibe |
Publisher | Academic Press |
Pages | 457 |
Release | 2014-06-13 |
Genre | 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).
Statistics of Random Processes
Title | Statistics of Random Processes PDF eBook |
Author | Robert Shevilevich Liptser |
Publisher | |
Pages | 339 |
Release | 1978 |
Genre | Mathematical statistics |
ISBN | 9783540902362 |
Probability, Statistics, and Stochastic Processes
Title | Probability, Statistics, and Stochastic Processes PDF eBook |
Author | Peter Olofsson |
Publisher | John Wiley & Sons |
Pages | 573 |
Release | 2012-05-22 |
Genre | 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.
Statistics of random processes II : applications
Title | Statistics of random processes II : applications PDF eBook |
Author | Albert Nikolaevich Shiryayev |
Publisher | |
Pages | 339 |
Release | 1978 |
Genre | Matematicas |
ISBN |