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Paperback Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory Book
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ISBN: 0262512181

ISBN13: 9780262512183

Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory

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Book Overview

Control and communications engineers, physicists, and probability theorists, among others, will find this book unique. It contains a detailed development of approximation and limit theorems and methods for random processes and applies them to numerous problems of practical importance. In particular, it develops usable and broad conditions and techniques for showing that a sequence of processes converges to a Markov diffusion or jump process. This...

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Computers Computers & Technology Math Mathematics Science & Math

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