Statistics of random processes

＜図書＞
Statistics of random processes

責任表示	Robert S. Liptser, Albert N. Shiryaev ; translated by A.B. Aries ; translation editor, Stephen S. Wilson
シリーズ	Applications of mathematics ; 5-6
データ種別	図書
版	2nd, rev. and expanded ed
出版情報	Berlin ; New York : Springer , c2001
本文言語	英語
大きさ	v. : ill. ; 24 cm
概要	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 ...esting 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. "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 続きを見る
目次	1. General theory 2. Applications.
電子版へのリンク	https://hdl.handle.net/2324/6882387 https://hdl.handle.net/2324/6882414

巻次	所蔵場所	請求記号	刷年	資料番号	予約・取寄	自動書庫
v. 1	理系図3F 数理独自	LIPT/10/1-1(E)a	2001	023212000007511	予約・取寄		予約・取寄
v. 2	理系図3F 数理独自	LIPT/10/1-2(E)a	2001	023212000007523	予約・取寄		予約・取寄
v. 2	理系図自動書庫	417.1/L 67	2000	054212000002342	予約・取寄	出庫可能	予約・取寄	出庫可能

別書名	原タイトル:Statistika sluchaĭnykh prot︠s︡essov
一般注記	1. General theory -- 2. Applications Includes bibliographical references and indexes
著者標目	*Lipt︠s︡er, R. Sh. (Robert Shevilevich) Shiri︠a︡ev, Alʹbert Nikolaevich
件　名	LCSH:Stochastic processes LCSH:Mathematical statistics
分　類	LCC:QA274 DC21:519.2/3 NDC9:417.1
書誌ID	1001403816
ISBN	3540639292
NCID	BA49486760
巻冊次	1 ; ISBN:3540639292 2 ; ISBN:3540639284
登録日	2009.11.02
更新日	2009.11.02