عنوان

Stochastic processes :

(Number (ISBN

1903996554

(Number (ISBN

9781903996553

Number

b509437

Title Proper

Stochastic processes :

General Material Designation

[Book]

Other Title Information

estimation, optimization, & analysis /

First Statement of Responsibility

edited by Kaddour Najim, Enso Ikonen, & Ait-Kadi Daoud

Place of Publication, Distribution, etc.

Sterling, VA :

Name of Publisher, Distributor, etc.

Kogan Page Science,

Date of Publication, Distribution, etc.

[2004]

Date of Publication, Distribution, etc.

©2004

Specific Material Designation and Extent of Item

xi, 332 pages :

Other Physical Details

illustrations ;

Dimensions

24 cm

Text of Note

Includes bibliographical references and index

Text of Note

1. Stochastic processes -- Foundations of probability -- Finite Markov chains -- Renewal processes -- Martingale, supermartingale, submartingale -- 2. Estimation of probability densities -- Main probability distributions -- Skewness and Kurtosis measures -- Classification of probability distributions -- Transformation of random variables -- Estimation of probability density functions -- Numerical examples -- Model validation -- Stochastic approximation -- 3. Optimization techniques -- Stochastic approximation techniques -- Learning automata -- Simulated annealing -- Genetic algorithms -- 4. Analysis of recursive algorithms -- The analysis of recursive algorithms -- Use of some inequalities, lemmas and theorems -- Case 1 : single learning automaton -- Case 2 : team of binary learning automata -- Convergence rate -- App. A. Inequalities, lemmas and theorems -- App. B. Matlab program

0

Text of Note

"A 'stochastic' process is a 'random' or 'conjectural' process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance." "The aim of this publication is to present important current tools used in the stochastic processes - estimation, optimization and recursive logarithms - in a form accessible to engineers (and that can also be applied to Matlab programs), and to gather together, in a unified presentation, many of the results in probability and statistics."--Jacket

Estimation theory

Mathematical optimization

Recursive functions

Stochastic processes

Number

Edition

Class number

Book number

Najim, K

Daoud, Ait-Kadi

Ikonen, Enso,1965-

Date of Transaction

20160712073457.0

Electronic name

[Book]

Y