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- DescriptionControl 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 la 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 ise or nsmooth dynamics. Perturbed Liapuv function methods are developed for stability studies of nMarkovian problems and for the study of asymptotic distributions of n-Markovian systems. Three chapters are devoted to applications in control and communication theory (for example, phase-locked loops and adoptive filters). Smallise problems and an introduction to the theory of large deviations and applications conclude the book.Harold J. Kushner is Professor of Applied Mathematics and Engineering at Brown University and is one of the leading researchers in the area of stochastic processes concerned with analysis and synthesis in control and communications theory. This book is the sixth in The MIT Press Series in Signal Processing, Optimization, and Control, edited by Alan S. Willsky.
- Author BiographyJohn Kenneth Knaus is an associate at the Fairbank Center for EastAsian Research at Harvard University.
- Author(s)Harold J. Kushner
- PublisherMIT Press Ltd
- Date of Publication03/05/1984
- SubjectComputer Communications & Networking
- Series TitleSignal Processing, Optimization, and Control
- Place of PublicationCambridge, Mass.
- Country of PublicationUnited States
- ImprintMIT Press
- Content Noteblack & white illustrations
- Weight544 g
- Width152 mm
- Height229 mm
- Spine22 mm
- Format DetailsTrade paperback (US)
- Interest AgeFrom 18
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