Автор: Cinlar, Erhan Название: Introduction to Stochastic Processes ISBN: 0486497976 ISBN-13(EAN): 9780486497976 Издательство: Dover Рейтинг: Цена: 28950.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This clear presentation of the most fundamental models of random phenomena employs methods that recognize computer-related aspects of theory. The text emphasizes the modern viewpoint, in which the primary concern is the behavior of sample paths. By employing matrix algebra and recursive methods, rather than transform methods, it provides techniques readily adaptable to computing with machines. Topics include probability spaces and random variables, expectations and independence, Bernoulli processes and sums of independent random variables, Poisson processes, Markov chains and processes, and renewal theory. Assuming some background in calculus but none in measure theory, the complete, detailed, and well-written treatment is suitable for engineering students in applied mathematics and operations research courses as well as those in a wide variety of other scientific fields. Many numerical examples, worked out in detail, appear throughout the text, in addition to numerous end-of-chapter exercises and answers to selected exercises.
Автор: Astrom Karl Название: Introduction to Stochastic Control Theory ISBN: 0486445313 ISBN-13(EAN): 9780486445311 Издательство: Dover Рейтинг: Цена: 14850.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. 1970 edition.
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