Statistics of Random Processes: General Theory (Record no. 37180)
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000 -LEADER | |
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fixed length control field | 00889nam a2200181 a 4500 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9783540639299 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 3540639292 |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2 |
Item number | LIP |
100 ## - MAIN ENTRY--AUTHOR NAME | |
Personal name | Liptser,Robert S. |
245 ## - TITLE STATEMENT | |
Title | Statistics of Random Processes: General Theory |
250 ## - EDITION STATEMENT | |
Edition statement | 2nd ed. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication | Berlin: |
Name of publisher | Springer-Verlag, |
Year of publication | 2001. |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | xv, 427 pages. |
500 ## - GENERAL NOTE | |
General note | Bibliography & index |
520 ## - SUMMARY, ETC. | |
Summary, etc | 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. |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Shiryaev, Albert N. |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | Reference Books |
Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
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Reference | Main Library | Main Library | Reference | 11/06/2001 | Purchased | 9346.00 | 519.2 LIP | 006541 | Reference Books |