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Statistics of Random Processes II : Applications (9783642083655)



"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW


Product details

  • Paperback | 402 pages
  • 155 x 235 x 21.84mm | 646g
  • Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Berlin, Germany
  • English
  • Revised
  • Softcover reprint of hardcover 2nd ed. 2001
  • XV, 402 p.
  • 364208365X
  • 9783642083655
  • 3,294,466


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