Statistics of Random Processes : I. General Theory (9783540639299)



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 editions include new material, expanded chapters, and comments on recent progress in the field.


Product details

  • Hardback | 427 pages
  • 156 x 234 x 30.23mm | 1,780g
  • Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Berlin, Germany
  • English
  • Revised
  • 2nd rev. and exp. ed. 2001
  • XV, 427 p.
  • 3540639292
  • 9783540639299
  • 2,199,702


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