CURRENTLY SOLD OUT

Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory by Harold Kushner (Paperback, 2008)

About this product

Product Information

Control 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 noise or nonsmooth dynamics. Perturbed Liapunov function methods are developed for stability studies of nonMarkovian problems and for the study of asymptotic distributions of non-Markovian systems. Three chapters are devoted to applications in control and communication theory (for example, phase-locked loops and adoptive filters). Smallnoise problems and an introduction to the theory of large deviations and applications conclude the book. This book is the sixth in The MIT Press Series in Signal Processing, Optimization, and Control, edited by Alan S. Willsky.

Product Identifiers

Publisher
MIT Press Ltd
ISBN-13
9780262512183
eBay Product ID (ePID)
95840583

Product Key Features

Author
Harold Kushner
Publication Name
Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory
Format
Paperback
Language
English
Subject
Computer Science
Publication Year
2008
Type
Textbook
Number of Pages
287 Pages

Dimensions

Item Height
229mm
Item Width
152mm
Item Weight
544g

Additional Product Features

Title_Author
Harold Kushner
Country/Region of Manufacture
United States

Best Selling in Adult Learning & University

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Best Selling in Adult Learning & University

Polyvagal Exercises for Safety and Connection: 50 Client-Centered Practices by Deb Dana (Paperback, 2020)
No ratings or reviews yet.
AU $53.12 New
AU $45.00 Used

Save on Adult Learning & University

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Save on Adult Learning & University

Ford Falcon EF, EL/Fairlane NF, NL/LTD DF, DL 1994-1998 Haynes Workshop Manual
AU $57.95
Trending at AU $59.33
Netter Atlas of Human Anatomy: Classic Regional Approach
AU $113.94
Trending at AU $122.01
Michael Price Nick Vandome Windows 11 for Seniors in easy steps (Paperback)
AU $32.86
Trending at AU $36.05
BORN IN 1971?... 1951?BIRTHDAY...Australian Social History....Chrisi, Birthdays
AU $19.00
Trending at AU $21.79
It's Not You: How to Identify and Heal from NARCISSISTIC People by Ramani Durvas
AU $35.00
Trending at AU $36.94
Dr. Robert Melillo Disconnected Kids - Revised and Updated (Paperback)
AU $34.03
Trending at AU $41.39

Shop by category

Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory by Harold Kushner (Paperback, 2008)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

Best Selling in Adult Learning & University

Polyvagal Exercises for Safety and Connection: 50 Client-Centered Practices by Deb Dana (Paperback, 2020)

Save on Adult Learning & University

Ford Falcon EF, EL/Fairlane NF, NL/LTD DF, DL 1994-1998 Haynes Workshop Manual

Netter Atlas of Human Anatomy: Classic Regional Approach

Michael Price Nick Vandome Windows 11 for Seniors in easy steps (Paperback)

BORN IN 1971?... 1951?BIRTHDAY...Australian Social History....Chrisi, Birthdays

It's Not You: How to Identify and Heal from NARCISSISTIC People by Ramani Durvas

Dr. Robert Melillo Disconnected Kids - Revised and Updated (Paperback)

You may also like

Random House Paperback Fiction & Books

Non-Fiction Methodism Paperback Fiction & Books

Non-Fiction Image Processing Paperback Fiction & Books

Random House Fiction Paperback Fiction & Books

Random House Non-Fiction Paperback Fiction & Books

Fiction Random House Fiction & Books