Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
An introduction to stochastic filtering theory [[electronic resource] /] / Jie Xiong
| An introduction to stochastic filtering theory [[electronic resource] /] / Jie Xiong |
| Autore | Xiong Jie |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2008 |
| Descrizione fisica | 1 online resource (285 p.) |
| Disciplina | 519.2/3 |
| Collana | Oxford graduate texts in mathematics |
| Soggetto topico |
Stochastic processes
Filters (Mathematics) Prediction theory |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-82550-6
9786611825508 0-19-155139-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; 1 Introduction; 2 Brownian motion and martingales; 3 Stochastic integrals and Itô's formula; 4 Stochastic differential equations; 5 Filtering model and Kallianpur-Striebel formula; 6 Uniqueness of the solution for Zakai's equation; 7 Uniqueness of the solution for the filtering equation; 8 Numerical methods; 9 Linear filtering; 10 Stability of non-linear filtering; 11 Singular filtering; Bibliography; List of Notations; Index |
| Record Nr. | UNINA-9910453281003321 |
Xiong Jie
|
||
| Oxford ; ; New York, : Oxford University Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to stochastic filtering theory [[electronic resource] /] / Jie Xiong
| An introduction to stochastic filtering theory [[electronic resource] /] / Jie Xiong |
| Autore | Xiong Jie |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2008 |
| Descrizione fisica | 1 online resource (285 p.) |
| Disciplina | 519.2/3 |
| Collana | Oxford graduate texts in mathematics |
| Soggetto topico |
Stochastic processes
Filters (Mathematics) Prediction theory |
| ISBN |
1-383-03593-8
1-281-82550-6 9786611825508 0-19-155139-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; 1 Introduction; 2 Brownian motion and martingales; 3 Stochastic integrals and Itô's formula; 4 Stochastic differential equations; 5 Filtering model and Kallianpur-Striebel formula; 6 Uniqueness of the solution for Zakai's equation; 7 Uniqueness of the solution for the filtering equation; 8 Numerical methods; 9 Linear filtering; 10 Stability of non-linear filtering; 11 Singular filtering; Bibliography; List of Notations; Index |
| Record Nr. | UNINA-9910782482803321 |
|
Xiong Jie
|
||
| Oxford ; ; New York, : Oxford University Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to stochastic filtering theory [[electronic resource] /] / Jie Xiong
| An introduction to stochastic filtering theory [[electronic resource] /] / Jie Xiong |
| Autore | Xiong Jie |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2008 |
| Descrizione fisica | 1 online resource (285 p.) |
| Disciplina | 519.2/3 |
| Collana | Oxford graduate texts in mathematics |
| Soggetto topico |
Stochastic processes
Filters (Mathematics) Prediction theory |
| ISBN |
1-383-03593-8
1-281-82550-6 9786611825508 0-19-155139-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; 1 Introduction; 2 Brownian motion and martingales; 3 Stochastic integrals and Itô's formula; 4 Stochastic differential equations; 5 Filtering model and Kallianpur-Striebel formula; 6 Uniqueness of the solution for Zakai's equation; 7 Uniqueness of the solution for the filtering equation; 8 Numerical methods; 9 Linear filtering; 10 Stability of non-linear filtering; 11 Singular filtering; Bibliography; List of Notations; Index |
| Record Nr. | UNINA-9910825354503321 |
|
Xiong Jie
|
||
| Oxford ; ; New York, : Oxford University Press, 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to stochastic models [[electronic resource] /] / Marius Iosifescu, Nikolaos Limnios, Gheorghe Oprişan ; series editor, Nikolaos Limnios
| Introduction to stochastic models [[electronic resource] /] / Marius Iosifescu, Nikolaos Limnios, Gheorghe Oprişan ; series editor, Nikolaos Limnios |
| Autore | Iosifescu Marius |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | London, : ISTE |
| Descrizione fisica | 1 online resource (385 p.) |
| Disciplina |
519.2/3
519.23 |
| Altri autori (Persone) |
LimniosN (Nikolaos)
OprişanGheorghe |
| Collana | Applied stochastic methods series |
| Soggetto topico |
Stochastic processes
Stochastic models |
| ISBN |
1-118-62352-5
1-118-62322-3 1-299-31565-8 0-470-39407-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Introduction to Stochastic Models; Title Page; Copyright Page; Table of Contents; Preface; Chapter 1. Introduction to Stochastic Processes; 1.1. Sequences of random variables; 1.2. The notion of stochastic process; 1.3. Martingales; 1.3.1. Stopping time; 1.3.2. Discrete-time martingales; 1.3.3. Martingale convergence; 1.3.4. Square integrable martingales; 1.4. Markov chains; 1.4.1. Markov property; 1.4.2. Transition function; 1.4.3. Strong Markov property; 1.5. State classification; 1.5.1. Stationary probability; 1.6. Continuous-time Markov processes; 1.6.1. Transition function
1.6.2. Kolmogorov equations1.7. Semi-Markov processes; 1.7.1. Markov renewal processes; 1.7.2. Semi-Markov processes; Chapter 2. Simple Stochastic Models; 2.1. Urn models; 2.2. Random walks; 2.3. Brownian motion; 2.3.1. Introduction; 2.3.2. Basic properties; 2.4. Poisson processes; 2.5. Birth and death processes; Chapter 3. Elements of Markov Modeling; 3.1. Markov models: ideas, history, applications; 3.2. The discrete-time Ehrenfest model; 3.2.1. The microscopic chain; 3.2.2. The macroscopic chain; 3.2.3. Some characteristics of the Ehrenfest model 3.2.4. The discrete-time Ehrenfest model: history, generalizations, similar models3.3. Markov models in genetics; 3.3.1. Laws of heredity and mathematics; 3.3.2. Haploid models; 3.3.3. Models with two genotypes and without mutations; 3.3.4. Models with several genotypes and without mutations; 3.3.5. Models with two genotypes and mutations; 3.3.6. Models with several genotypes and mutations; 3.3.7. Models with partitioned population; 3.3.8. Genealogy models for large size populations; 3.4. Markov storage models; 3.4.1. Discrete-time models; 3.4.2. Continuous-time models 3.4.3. A generalized storage model3.5. Reliability of Markov models; 3.5.1. Introduction to reliability; 3.5.2. Some classes of survival distributions; 3.5.3. Discrete-time models; 3.5.4. Continuous-time models; Chapter 4. Renewal Models; 4.1. Fundamental concepts and examples; 4.2. Waiting times; 4.3. Modified renewal processes; 4.4. Replacement models; 4.5. Renewal reward processes; 4.6. The risk problem of an insurance company; 4.7. Counter models; 4.7.1. Type I counters; 4.7.2. Type II counters; 4.8. Alternating renewal processes; 4.9. Superposition of renewal processes 4.10. Regenerative processesChapter 5. Semi-Markov Models; 5.1. Introduction; 5.2. Markov renewal processes; 5.2.1. Definitions; 5.2.2. Markov renewal theory; 5.3. First-passage times and state classification; 5.3.1. Stationary distribution and asymptotic results; 5.4. Reliability; 5.5. Reservoir models; 5.5.1. Model I; 5.5.2. Model II; 5.6. Queues; 5.6.1. The G/M/1 queue; 5.6.2. The M/G/1 queue; 5.7. Digital communication channels; Chapter 6. Branching Models; 6.1. The Bienaymé-Galton-Watson model; 6.1.1. Historical considerations; 6.1.2. Some elementary results; 6.1.3. A fundamental example 6.1.4. Extinction probability: critical theorem |
| Record Nr. | UNINA-9910139240403321 |
|
Iosifescu Marius
|
||
| London, : ISTE | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to stochastic processes with applications to biology / / by Linda J. S. Allen
| An introduction to stochastic processes with applications to biology / / by Linda J. S. Allen |
| Autore | Allen Linda J. S. |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2010 |
| Descrizione fisica | 1 online resource (486 p.) |
| Disciplina | 519.2/3 |
| Soggetto topico |
Stochastic processes
Biomathematics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-429-18460-3
1-4398-9468-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Dedication; Preface to the First Edition; Preface to the Second Edition; Contents; List of Tables; List of Figures; Chapter 1: Review of Probability Theory and an Introduction to Stochastic Processes; Chapter 2: Discrete-Time Markov Chains; Chapter 3: Biological Applications of Discrete-Time Markov Chains; Chapter 4: Discrete-Time Branching Processes; Chapter 5: Continuous-Time Markov Chains; Chapter 6: Continuous-Time Birth and Death Chains; Chapter 7: Biological Applications of Continuous-Time Markov Chains; Chapter 8: Diffusion Processes and Stochastic Differential Equations
Chapter 9: Biological Applications of Stochastic Differential EquationsAppendix A: Hints and Solutions to Selected Exercises; Back Cover |
| Record Nr. | UNINA-9910467030803321 |
|
Allen Linda J. S.
|
||
| Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to stochastic processes with applications to biology / / by Linda J. S. Allen
| An introduction to stochastic processes with applications to biology / / by Linda J. S. Allen |
| Autore | Allen Linda J. S. |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2010 |
| Descrizione fisica | 1 online resource (486 p.) |
| Disciplina | 519.2/3 |
| Soggetto topico |
Stochastic processes
Biomathematics |
| ISBN |
0-429-18460-3
1-4398-9468-X |
| Classificazione | MAT003000MAT029010 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Dedication; Preface to the First Edition; Preface to the Second Edition; Contents; List of Tables; List of Figures; Chapter 1: Review of Probability Theory and an Introduction to Stochastic Processes; Chapter 2: Discrete-Time Markov Chains; Chapter 3: Biological Applications of Discrete-Time Markov Chains; Chapter 4: Discrete-Time Branching Processes; Chapter 5: Continuous-Time Markov Chains; Chapter 6: Continuous-Time Birth and Death Chains; Chapter 7: Biological Applications of Continuous-Time Markov Chains; Chapter 8: Diffusion Processes and Stochastic Differential Equations
Chapter 9: Biological Applications of Stochastic Differential EquationsAppendix A: Hints and Solutions to Selected Exercises; Back Cover |
| Record Nr. | UNINA-9910796028403321 |
|
Allen Linda J. S.
|
||
| Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to stochastic processes with applications to biology / / by Linda J. S. Allen
| An introduction to stochastic processes with applications to biology / / by Linda J. S. Allen |
| Autore | Allen Linda J. S. |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2010 |
| Descrizione fisica | 1 online resource (486 p.) |
| Disciplina | 519.2/3 |
| Soggetto topico |
Stochastic processes
Biomathematics |
| ISBN |
0-429-18460-3
1-4398-9468-X |
| Classificazione | MAT003000MAT029010 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Dedication; Preface to the First Edition; Preface to the Second Edition; Contents; List of Tables; List of Figures; Chapter 1: Review of Probability Theory and an Introduction to Stochastic Processes; Chapter 2: Discrete-Time Markov Chains; Chapter 3: Biological Applications of Discrete-Time Markov Chains; Chapter 4: Discrete-Time Branching Processes; Chapter 5: Continuous-Time Markov Chains; Chapter 6: Continuous-Time Birth and Death Chains; Chapter 7: Biological Applications of Continuous-Time Markov Chains; Chapter 8: Diffusion Processes and Stochastic Differential Equations
Chapter 9: Biological Applications of Stochastic Differential EquationsAppendix A: Hints and Solutions to Selected Exercises; Back Cover |
| Record Nr. | UNINA-9910823294903321 |
|
Allen Linda J. S.
|
||
| Boca Raton, FL : , : Chapman and Hall/CRC, an imprint of Taylor and Francis, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A Kalman filter primer / / R.L. Eubank
| A Kalman filter primer / / R.L. Eubank |
| Autore | Eubank R. L (Randy L.) |
| Pubbl/distr/stampa | Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2006 |
| Descrizione fisica | 1 online resource (199 p.) |
| Disciplina | 519.2/3 |
| Collana | Statistics, textbooks and monographs |
| Soggetto topico | Kalman filtering |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-429-11759-0
1-281-32617-8 9786611326173 1-4200-2867-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | chapter 1 Signal-Plus-Noise Models -- chapter 2 The Fundamental Covariance Structure -- chapter 3 Recursions for L and L−1 -- chapter 4 Forward Recursions -- chapter 5 Smoothing -- chapter 6 Initialization -- chapter 7 Normal Priors -- chapter 8 A General State-Space Model. |
| Record Nr. | UNINA-9910452059803321 |
|
Eubank R. L (Randy L.)
|
||
| Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A Kalman filter primer / / R.L. Eubank
| A Kalman filter primer / / R.L. Eubank |
| Autore | Eubank R. L (Randy L.) |
| Pubbl/distr/stampa | Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2006 |
| Descrizione fisica | 1 online resource (199 p.) |
| Disciplina | 519.2/3 |
| Collana | Statistics, textbooks and monographs |
| Soggetto topico | Kalman filtering |
| ISBN |
0-429-11759-0
1-281-32617-8 9786611326173 1-4200-2867-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | chapter 1 Signal-Plus-Noise Models -- chapter 2 The Fundamental Covariance Structure -- chapter 3 Recursions for L and L−1 -- chapter 4 Forward Recursions -- chapter 5 Smoothing -- chapter 6 Initialization -- chapter 7 Normal Priors -- chapter 8 A General State-Space Model. |
| Record Nr. | UNINA-9910784395103321 |
|
Eubank R. L (Randy L.)
|
||
| Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A Kalman filter primer / / R.L. Eubank
| A Kalman filter primer / / R.L. Eubank |
| Autore | Eubank R. L (Randy L.) |
| Pubbl/distr/stampa | Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2006 |
| Descrizione fisica | 1 online resource (199 p.) |
| Disciplina | 519.2/3 |
| Collana | Statistics, textbooks and monographs |
| Soggetto topico | Kalman filtering |
| ISBN |
0-429-11759-0
1-281-32617-8 9786611326173 1-4200-2867-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | chapter 1 Signal-Plus-Noise Models -- chapter 2 The Fundamental Covariance Structure -- chapter 3 Recursions for L and L−1 -- chapter 4 Forward Recursions -- chapter 5 Smoothing -- chapter 6 Initialization -- chapter 7 Normal Priors -- chapter 8 A General State-Space Model. |
| Record Nr. | UNINA-9910799980603321 |
|
Eubank R. L (Randy L.)
|
||
| Boca Raton, Fla. : , : Chapman & Hall/CRC, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||