Statistics of Random Processes II
| Author | : Robert S. Liptser |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 409 |
| Release | : 2013-03-14 |
| ISBN-10 | : 9783662100288 |
| ISBN-13 | : 3662100282 |
| Rating | : 4/5 (282 Downloads) |
Book Synopsis Statistics of Random Processes II by : Robert S. Liptser
Download or read book Statistics of Random Processes II written by Robert S. Liptser and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: "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
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