Statistics of Random Processes II

Released on by Robert Shevilevich Lipt︠s︡er
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  • Statistics of Random Processes II Book Detail

  • Author : Robert Shevilevich Lipt︠s︡er
  • Release Date : 2001
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 428
  • ISBN 13 : 9783540639282
  • File Size : 5,5 MB
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Statistics of Random Processes II by Robert Shevilevich Lipt︠s︡er PDF Summary

Book Description: "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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