Harajuku Lovers

Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filt...

Description: Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems, Paperback by Kushner, Harold S., ISBN 146128838X, ISBN-13 9781461288381, Like New Used, Free P&P in the UK Th deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. Th is a continuation of the author's long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g. , as in the nonlinear filtering problem).

Price: 66.39 GBP

Location: Castle Donington

End Time: 2024-10-28T19:02:23.000Z

Shipping Cost: 20.77 GBP

Product Images

Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filt...

Item Specifics

Return postage will be paid by: Buyer

Returns Accepted: Returns Accepted

After receiving the item, your buyer should cancel the purchase within: 30 days

Book Title: Weak Convergence Methods and Singularly Perturbed Stochastic Cont

Number of Pages: 234 Pages

Language: English

Publication Name: Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems

Publisher: Springer-Verlag New York Inc.

Publication Year: 2011

Subject: Computer Science, Mathematics

Item Height: 229 mm

Item Weight: 379 g

Type: Textbook

Author: Harold Kushner

Series: Systems & Control: Foundations & Applications

Item Width: 152 mm

Format: Paperback

Recommended

Analysis and Approximation of Rare Events: Representations and Weak Convergence
Analysis and Approximation of Rare Events: Representations and Weak Convergence

$126.98

View Details
Weak Convergence and Empirical Processes: With Applications to Statistics (Sprin
Weak Convergence and Empirical Processes: With Applications to Statistics (Sprin

$198.22

View Details
Weak Convergence and Empirical Processes: With Applications to Statistics
Weak Convergence and Empirical Processes: With Applications to Statistics

$198.21

View Details
Weak Convergence of Financial Markets by Jean-Luc Prigent (English) Hardcover Bo
Weak Convergence of Financial Markets by Jean-Luc Prigent (English) Hardcover Bo

$189.32

View Details
WEAK CONVERGENCE OF MEASURES: APPLICATIONS IN PROBABILITY By Patrick Billingsley
WEAK CONVERGENCE OF MEASURES: APPLICATIONS IN PROBABILITY By Patrick Billingsley

$45.95

View Details
Springer Series in Statistics Ser.: Weak Convergence and Empirical Processes...
Springer Series in Statistics Ser.: Weak Convergence and Empirical Processes...

$80.00

View Details
Kushner - Weak Convergence Methods and Singularly Perturbed Stochastic - S555z
Kushner - Weak Convergence Methods and Singularly Perturbed Stochastic - S555z

$81.46

View Details
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filteri
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filteri

$67.60

View Details
Weak Convergence of Stochastic Processes : With Applications to Statistical L...
Weak Convergence of Stochastic Processes : With Applications to Statistical L...

$76.35

View Details
van der Vaart - Weak Convergence and Empirical Processes   With Applic - N555z
van der Vaart - Weak Convergence and Empirical Processes With Applic - N555z

$344.23

View Details