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Statistics And Control Of Random Processes

Statistics And Control Of Random Processes

          
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About the Book

This book contains papers by participants in two seminars, one on Martingales and Statistics of Stochastic Processes, and one on Sequential Analysis, both of which are held at the Steklov Institute of the Russian Academy of Sciences. The papers develop the concepts of martingales and seminmartingales and stochastic calculus for them, as well as their applications in statistics and control of stochastic processes. The class of semimartingales - that is, the class of all processes which can be represented as a sum of a martingale and a process with bounded variation - is rather large. It contains such important processes as Brownian motion, Poisson processes, solutions of stochastic differential equations, and others. The papers treat theoretical aspects of statistics of stochastic processes as well as specific models of stochastic processes from the standpoint of their statistics and control. The collection is intended for undergraduate and graduate students and researchers in probability theory and mathematical statistics.


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Product Details
  • ISBN-13: 9780821804117
  • Publisher: American Mathematical Society
  • Binding: Paperback
  • Height: 254 mm
  • No of Pages: 242
  • Weight: 454 gr
  • ISBN-10: 0821804111
  • Publisher Date: 30 May 1995
  • Edition: Proceedings of the Steklov Institute of Mathematic
  • Language: English
  • Returnable: Y
  • Width: 13 mm


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