عنوان

Stochastic processes :

شابک

1903996554

شابک

9781903996553

شماره

b509437

عنوان اصلي

Stochastic processes :

نام عام مواد

[Book]

ساير اطلاعات عنواني

estimation, optimization, & analysis /

نام نخستين پديدآور

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

محل نشرو پخش و غیره

Sterling, VA :

نام ناشر، پخش کننده و غيره

Kogan Page Science,

تاریخ نشرو بخش و غیره

[2004]

تاریخ نشرو بخش و غیره

©2004

نام خاص و کميت اثر

xi, 332 pages :

ساير جزييات

illustrations ;

ابعاد

24 cm

متن يادداشت

Includes bibliographical references and index

متن يادداشت

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

بدون عنوان

0

متن يادداشت

"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

موضوع مستند نشده

Estimation theory

موضوع مستند نشده

Mathematical optimization

موضوع مستند نشده

Recursive functions

موضوع مستند نشده

Stochastic processes

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Najim, K

مستند نام اشخاص تاييد نشده

Daoud, Ait-Kadi

مستند نام اشخاص تاييد نشده

Ikonen, Enso,1965-

تاريخ عمليات

20160712073457.0

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y