Statistics of Random Processes II: Applications

✍ Scribed by R. S. Liptser, A. N. Shiryayev (auth.)

Publisher: Springer New York
Year: 1978
Tongue: English
Leaves: 348
Series: Applications of Mathematics 6
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Front Matter....Pages i-x
Conditionally Gaussian processes....Pages 1-15
Optimal nonlinear filtering: interpolation and extrapolation of components of conditionally Gaussian processes....Pages 16-49
Conditionally Gaussian sequences: filtering and related problems....Pages 50-89
Application of filtering equations to problems of statistics of random sequences....Pages 90-127
Linear estimation of random processes....Pages 128-158
Application of optimal nonlinear filtering equations to some problems in control theory and information theory....Pages 159-195
Parameter estimation and testing of statistical hypotheses for diffusion type processes....Pages 196-235
Random point processes: Stieltjes stochastic integrals....Pages 236-281
The structure of local martingales, absolute continuity of measures for point processes, and filtering....Pages 282-325
Back Matter....Pages 327-341

✦ Subjects

Probability Theory and Stochastic Processes; Statistics, general

📜 SIMILAR VOLUMES

Statistics of Random Processes: II. Appl

📁 Statistics of Random Processes: II. Applications

✍ Robert S. Liptser, Albert N. Shiryaev (auth.) 📂 Library 📅 2001 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

<p>The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory, and sequential testing of hypothesis. The required mathematical background is presented in the fir

Statistics of Random Processes: II. Appl

📁 Statistics of Random Processes: II. Applications

✍ Robert S. Liptser, Albert N. Shiryaev (auth.) 📂 Library 📅 2001 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

Probability, Random Variables, Statistic

📁 Probability, Random Variables, Statistics, and Random Processes - Fundamentals & Applications

✍ Ali Grami 📂 Library 📅 2019 🏛 John Wiley & Sons, Inc. 🌐 English

Probability, Random Variables, Statistics, and Random Processes: Fundamentals & Applications is a comprehensive undergraduate-level textbook. With its excellent topical coverage, the focus of this book is on the basic principles and practical applications of the fundamental concepts that are extensi

Probability, random variables, statistic

📁 Probability, random variables, statistics, and random processes: fundamentals & applications

✍ Grami, Ali 📂 Library 📅 2020 🏛 Wiley 🌐 English

Basic concepts of probability theory -- Applications in probability -- Counting methods and applications -- One random variable : fundamentals -- Special probability distributions and applications -- Multiple random variables -- The Gaussian distribution -- Descriptive statistics -- Estimation -- Hy

Statistics of Random Processes I

📁 Statistics of Random Processes I

✍ Robert S. Liptser, Albert N. Shiryaev 📂 Library 📅 2000'', 🏛 Springer 🌐 English

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 wit

Statistics of Random Processes: I. Gener

📁 Statistics of Random Processes: I. General Theory

✍ Robert S. Liptser, Albert N. Shiryaev (auth.) 📂 Library 📅 2001 🏛 Springer-Verlag Berlin Heidelberg 🌐 English