Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory

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Control and communications engineers, physicists, and probability theorists, among others, will find this book unique. It contains a detailed development of approximation and limit theorems and methods for random processes and applies them to numerous problems of practical importance. In particular, it develops usable and broad conditions and techniques for showing that a sequence of processes converges to a Markov diffusion or jump process. This is useful when the natural physical model is quite complex, in which case a simpler approximation (a diffusion process, for example) is usually made.The book simplifies and extends some important older methods and develops some powerful new ones applicable to a wide variety of limit and approximation problems. The theory of weak convergence of probability measures is introduced along with general and usable methods (for example, perturbed test function, martingale, and direct averaging) for proving tightness and weak convergence.Kushner's study begins with a systematic development of the method. It then treats dynamical system models that have state-dependent noise or nonsmooth dynamics. Perturbed Liapunov function methods are developed for stability studies of non-Markovian problems and for the study of asymptotic distributions of non-Markovian systems. Three chapters are devoted to applications in control and communication theory (for example, phase-locked loops and adoptive filters). Small-noise problems and an introduction to the theory of large deviations and applications conclude the book.This book is the sixth in The MIT Press Series in Signal Processing, Optimization, and Control, edited by Alan S. Willsky.

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مغایرت عنوان کتاب با توضیحات و تصویر جلد
عدم رعایت حقوق نشر طبق قوانین جمهوری اسلامی ایران
محتوای مستهجن
توهین به قومیتها و محتوای نژادپرستی
توهین به اقیلیتهای مذهبی
اهانت به مقامات سیاسی و مذهبی
اشاعه ی کودک آزاری
سایر موارد

بستن

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

1984

نویسنده

Harold J. Kushner

ناشر

MIT Press (MA)

شابک

9780262110907

20,000 تومان

خرید کتاب مطالعه نمونه درخواست ترجمه کتاب

خرید کتاب Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory

Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory

گزارش تخلف

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

1984

نویسنده

ناشر

شابک

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