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Topics in stochastic processes /
Topics in Stochastic Processes.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Burlington :
Academic Press/Elsevier Science,
[2014], ©1975.
|
| Colección: | Probability and mathematical statistics ;
v. 27. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 049 | |a UAMI | ||
| 100 | 1 | |a Ash, Robert B. | |
| 245 | 1 | 0 | |a Topics in stochastic processes / |c Robert B. Ash, Melvin F. Gardner. |
| 260 | |a Burlington : |b Academic Press/Elsevier Science, |c [2014], ©1975. | ||
| 300 | |a 1 online resource (332 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Probability and mathematical statistics series: a series of monographs and textbooks ; |v v. 27 | |
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Front Cover; Topics in Stochastic Processes; Copyright Page; Table of Contents; PREFACE; Chapter 1. L2 Stochastic Processes; 1.1 Introduction; 1.2 Covariance Functions; 1.3 Second Order Calculus; 1.4 Karhunen-Loève Expansion; 1.5 Estimation Problems; 1.6 Notes; Chapter 2. Spectral Theory and Prediction; 2.1 Introduction; L2 Stochastic Integrals; 2.2 Decomposition of Stationary Processes; 2.3 Examples of Discrete Parameter Processes; 2.4 Discrete Parameter Prediction: Special Cases; 2.5 Discrete Parameter Prediction: General Solution; 2.6 Examples of Continuous Parameter Processes. | |
| 505 | 8 | |a 2.7 Continuous Parameter Prediction in Special Cases Yaglom's Method; 2.8 Some Stochastic Differential Equations; 2.9 Continuous Parameter Prediction: Remarks on the General Solution; 2.10 Notes; Chapter 3. Ergodic Theory; 3.1 Introduction; 3.2 Ergodicity and Mixing; 3.3 The Pointwise Ergodic Theorem; 3.4 Applications to Real Analysis; 3.5 Applications to Markov Chains; 3.6 The Shannon-McMillan Theorem; 3.7 Notes; Chapter 4. Sample Function Analysis of Continuous Parameter Stochastic Processes; 4.1 Separability; 4.2 Measurability; 4.3 One-Dimensional Brownian Motion. | |
| 505 | 8 | |a 4.4 Law of the Iterated Logarithm4.5 Markov Processes; 4.6 Processes with Independent Increments; 4.7 Continuous Parameter Martingales; 4.8 The Strong Markov Property; 4.9 Notes; Chapter 5. The Itô Integral and Stochastic Differential Equations; 5.1 Definition of the Itô Integral; 5.2 Existence and Uniqueness Theorems for Stochastic Differential Equations; 5.3 Stochastic Differentials: A Chain Rule; 5.4 Notes; Appendix 1: Some Results from Complex Analysis; A1.1 Definitions and Comments; A1.2 Lemma; A1.3 Fatou's Radial Limit Theorem; A1.4 The Space H; A1.5 Theorem; A1.6 Theorem; A1.7 Theorem. | |
| 505 | 8 | |a Appendix 2: Fourier Transforms on the Real LineA2.1 Some Basic Properties; A2.2 Lemma; A2.3 Lemma; A2.4 Lemma; A2.5 Inversion Theorem; A2.6 Fourier-Plancherel Theorem; References; Solutions to Problems; Index. | |
| 520 | |a Topics in Stochastic Processes. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Stochastic processes. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 700 | 1 | |a Gardner, Melvin Frank, |d 1944- |1 https://id.oclc.org/worldcat/entity/E39PCjqCTRdVTfF9XQG9TVbgjy | |
| 700 | 1 | |a Birnbaum, Z. W. | |
| 700 | 1 | |a Lukacs, E. | |
| 758 | |i has work: |a Topics in stochastic processes (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGDqPTvPFXDbbBYwJdkPXq |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Ash, Robert B. |t Topics in Stochastic Processes : Probability and Mathematical Statistics: A Series of Monographs and Textbooks. |d Burlington : Elsevier Science, ©2014 |z 9780120652709 |
| 830 | 0 | |a Probability and mathematical statistics ; |v v. 27. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1901370 |z Texto completo |
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