Stochastic processes: estimation, optimization, & analysis
A stochastic process is a random or conjectural process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance...
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
London Sterling, VA
Kogan Page Science
2004
|
| Schlagworte: | |
| Online-Zugang: | FLA01 Volltext |
| Zusammenfassung: | A stochastic process is a random or conjectural process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance. This book deals with the tools and techniques used in the stochastic process estimation, optimisation and recursive logarithms in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications. *An engineering approach to applied probabilities and statistics *Presents examples related to practical engineering applications, such as reliability, randomness and use of resources *Readers with varying interests and mathematical backgrounds will find this book accessible |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | 1 online resource (xi, 332 pages) |
| ISBN: | 1417532475 9781417532476 9781903996553 1903996554 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV046124487 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 190827s2004 |||| o||u| ||||||eng d | ||
| 020 | |a 1417532475 |9 1-4175-3247-5 | ||
| 020 | |a 9781417532476 |9 978-1-4175-3247-6 | ||
| 020 | |a 9781903996553 |9 978-1-903996-55-3 | ||
| 020 | |a 1903996554 |9 1-903996-55-4 | ||
| 035 | |a (ZDB-33-ESD)ocm56476667 | ||
| 035 | |a (OCoLC)56476667 | ||
| 035 | |a (DE-599)BVBBV046124487 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 082 | 0 | |a 519.2/3 |2 22 | |
| 245 | 1 | 0 | |a Stochastic processes |b estimation, optimization, & analysis |c edited by Kaddour Najim, Enso Ikonen, & Ait-Kadi Daoud |
| 264 | 1 | |a London |a Sterling, VA |b Kogan Page Science |c 2004 | |
| 300 | |a 1 online resource (xi, 332 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 520 | |a A stochastic process is a random or conjectural process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance. This book deals with the tools and techniques used in the stochastic process estimation, optimisation and recursive logarithms in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications. *An engineering approach to applied probabilities and statistics *Presents examples related to practical engineering applications, such as reliability, randomness and use of resources *Readers with varying interests and mathematical backgrounds will find this book accessible | ||
| 650 | 4 | |a Processus stochastiques | |
| 650 | 4 | |a Estimation, Théorie de l' | |
| 650 | 4 | |a Optimisation mathématique | |
| 650 | 4 | |a Fonctions récursives | |
| 650 | 7 | |a MATHEMATICS / Probability & Statistics / Stochastic Processes |2 bisacsh | |
| 650 | 7 | |a Estimation theory |2 cct | |
| 650 | 7 | |a Mathematical optimization |2 cct | |
| 650 | 7 | |a Recursive functions |2 cct | |
| 650 | 7 | |a Stochastic processes |2 cct | |
| 650 | 7 | |a Estimation theory |2 fast | |
| 650 | 7 | |a Mathematical optimization |2 fast | |
| 650 | 7 | |a Recursive functions |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 650 | 4 | |a Stochastic processes | |
| 650 | 4 | |a Estimation theory | |
| 650 | 4 | |a Mathematical optimization | |
| 650 | 4 | |a Recursive functions | |
| 700 | 1 | |a Najim, K. |e Sonstige |4 oth | |
| 700 | 1 | |a Ikonen, Enso |d 1965- |e Sonstige |4 oth | |
| 700 | 1 | |a Daoud, Ait-Kadi |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u http://www.sciencedirect.com/science/book/9781903996553 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-33-ESD | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-031504941 | ||
| 966 | e | |u http://www.sciencedirect.com/science/book/9781903996553 |l FLA01 |p ZDB-33-ESD |q FLA_PDA_ESD |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804180442570555392 |
|---|---|
| any_adam_object | |
| building | Verbundindex |
| bvnumber | BV046124487 |
| collection | ZDB-33-ESD |
| ctrlnum | (ZDB-33-ESD)ocm56476667 (OCoLC)56476667 (DE-599)BVBBV046124487 |
| dewey-full | 519.2/3 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/3 |
| dewey-search | 519.2/3 |
| dewey-sort | 3519.2 13 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03560nmm a2200589zc 4500</leader><controlfield tag="001">BV046124487</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">190827s2004 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1417532475</subfield><subfield code="9">1-4175-3247-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781417532476</subfield><subfield code="9">978-1-4175-3247-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781903996553</subfield><subfield code="9">978-1-903996-55-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1903996554</subfield><subfield code="9">1-903996-55-4</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-33-ESD)ocm56476667</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)56476667</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV046124487</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.2/3</subfield><subfield code="2">22</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic processes</subfield><subfield code="b">estimation, optimization, & analysis</subfield><subfield code="c">edited by Kaddour Najim, Enso Ikonen, & Ait-Kadi Daoud</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">London</subfield><subfield code="a">Sterling, VA</subfield><subfield code="b">Kogan Page Science</subfield><subfield code="c">2004</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xi, 332 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">A stochastic process is a random or conjectural process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance. This book deals with the tools and techniques used in the stochastic process estimation, optimisation and recursive logarithms in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications. *An engineering approach to applied probabilities and statistics *Presents examples related to practical engineering applications, such as reliability, randomness and use of resources *Readers with varying interests and mathematical backgrounds will find this book accessible</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Processus stochastiques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Estimation, Théorie de l'</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Optimisation mathématique</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fonctions récursives</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">MATHEMATICS / Probability & Statistics / Stochastic Processes</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Estimation theory</subfield><subfield code="2">cct</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Mathematical optimization</subfield><subfield code="2">cct</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Recursive functions</subfield><subfield code="2">cct</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Stochastic processes</subfield><subfield code="2">cct</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Estimation theory</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Mathematical optimization</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Recursive functions</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Stochastic processes</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Estimation theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical optimization</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Recursive functions</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Najim, K.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Ikonen, Enso</subfield><subfield code="d">1965-</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Daoud, Ait-Kadi</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://www.sciencedirect.com/science/book/9781903996553</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-33-ESD</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-031504941</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://www.sciencedirect.com/science/book/9781903996553</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-33-ESD</subfield><subfield code="q">FLA_PDA_ESD</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV046124487 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:35:50Z |
| institution | BVB |
| isbn | 1417532475 9781417532476 9781903996553 1903996554 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-031504941 |
| oclc_num | 56476667 |
| open_access_boolean | |
| physical | 1 online resource (xi, 332 pages) |
| psigel | ZDB-33-ESD ZDB-33-ESD FLA_PDA_ESD |
| publishDate | 2004 |
| publishDateSearch | 2004 |
| publishDateSort | 2004 |
| publisher | Kogan Page Science |
| record_format | marc |
| spelling | Stochastic processes estimation, optimization, & analysis edited by Kaddour Najim, Enso Ikonen, & Ait-Kadi Daoud London Sterling, VA Kogan Page Science 2004 1 online resource (xi, 332 pages) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index A stochastic process is a random or conjectural process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance. This book deals with the tools and techniques used in the stochastic process estimation, optimisation and recursive logarithms in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications. *An engineering approach to applied probabilities and statistics *Presents examples related to practical engineering applications, such as reliability, randomness and use of resources *Readers with varying interests and mathematical backgrounds will find this book accessible Processus stochastiques Estimation, Théorie de l' Optimisation mathématique Fonctions récursives MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Estimation theory cct Mathematical optimization cct Recursive functions cct Stochastic processes cct Estimation theory fast Mathematical optimization fast Recursive functions fast Stochastic processes fast Stochastic processes Estimation theory Mathematical optimization Recursive functions Najim, K. Sonstige oth Ikonen, Enso 1965- Sonstige oth Daoud, Ait-Kadi Sonstige oth http://www.sciencedirect.com/science/book/9781903996553 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Stochastic processes estimation, optimization, & analysis Processus stochastiques Estimation, Théorie de l' Optimisation mathématique Fonctions récursives MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Estimation theory cct Mathematical optimization cct Recursive functions cct Stochastic processes cct Estimation theory fast Mathematical optimization fast Recursive functions fast Stochastic processes fast Stochastic processes Estimation theory Mathematical optimization Recursive functions |
| title | Stochastic processes estimation, optimization, & analysis |
| title_auth | Stochastic processes estimation, optimization, & analysis |
| title_exact_search | Stochastic processes estimation, optimization, & analysis |
| title_full | Stochastic processes estimation, optimization, & analysis edited by Kaddour Najim, Enso Ikonen, & Ait-Kadi Daoud |
| title_fullStr | Stochastic processes estimation, optimization, & analysis edited by Kaddour Najim, Enso Ikonen, & Ait-Kadi Daoud |
| title_full_unstemmed | Stochastic processes estimation, optimization, & analysis edited by Kaddour Najim, Enso Ikonen, & Ait-Kadi Daoud |
| title_short | Stochastic processes |
| title_sort | stochastic processes estimation optimization analysis |
| title_sub | estimation, optimization, & analysis |
| topic | Processus stochastiques Estimation, Théorie de l' Optimisation mathématique Fonctions récursives MATHEMATICS / Probability & Statistics / Stochastic Processes bisacsh Estimation theory cct Mathematical optimization cct Recursive functions cct Stochastic processes cct Estimation theory fast Mathematical optimization fast Recursive functions fast Stochastic processes fast Stochastic processes Estimation theory Mathematical optimization Recursive functions |
| topic_facet | Processus stochastiques Estimation, Théorie de l' Optimisation mathématique Fonctions récursives MATHEMATICS / Probability & Statistics / Stochastic Processes Estimation theory Mathematical optimization Recursive functions Stochastic processes |
| url | http://www.sciencedirect.com/science/book/9781903996553 |
| work_keys_str_mv | AT najimk stochasticprocessesestimationoptimizationanalysis AT ikonenenso stochasticprocessesestimationoptimizationanalysis AT daoudaitkadi stochasticprocessesestimationoptimizationanalysis |