Stochastic processes : estimation, optimization, & analysis /: estimation, optimization, & analysis. (2004)

• Record Type: Book
• Other Titles: Stochastic processes
• Further Information: Note: Edited by Kaddour Najim, Enso Ikonen, & Ait-Kadi Daoud.
• Other Names: Najim, K; Ikonen, Enso, 1965-; Daoud, Ait-Kadi
• Contents: 1. Stochastic processes -- Foundations of probability -- Finite Markov chains -- Renewal processes -- Martingale, supermartingale, submartingale -- 2. Estimation of probability densities -- Main probability distributions -- Skewness and Kurtosis measures -- Classification of probability distributions -- Transformation of random variables -- Estimation of probability density functions -- Numerical examples -- Model validation -- Stochastic approximation -- 3. Optimization techniques -- Stochastic approximation techniques -- Learning automata -- Simulated annealing -- Genetic algorithms -- 4. Analysis of recursive algorithms -- The analysis of recursive algorithms -- Use of some inequalities, lemmas and theorems -- Case 1 : single learning automaton -- Case 2 : team of binary learning automata -- Convergence rate -- App. A. Inequalities, lemmas and theorems -- App. B. Matlab program.
• Publisher Details: Place of publication not identified : Butterworth-Heinemann
• Publication Date: 2004
• Extent: 1 online resource (305 pages)
• Subjects: 519.2/3; Stochastic processes; Estimation theory; Mathematical optimization; Recursive functions; Processus stochastiques; Estimation, Théorie de l'; Optimisation mathématique; Fonctions récursives; Estimation theory; Mathematical optimization; Recursive functions; Stochastic processes
• Languages: English
• ISBNs: 9780080517797
• Related ISBNs: 008051779X
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.