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The Theory of Stochastic Processes I
From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." --D.W. Stroock, Bulletin of the American Mathematical Society, 1980
Random Perturbation Methods with Applications in Science and Engineering
This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications. Appeals to researchers and graduate students who require tools to investigate stochastic systems.
Introduction to the Theory of Random Processes
Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.
Theory of Stochastic Processes
Providing the necessary materials within a theoretical framework, this volume presents stochastic principles and processes, and related areas. Over 1000 exercises illustrate the concepts discussed, including modern approaches to sample paths and optimal stopping.
Spectrum Estimation and System Identification
Spectrum estimation refers to analyzing the distribution of power or en ergy with frequency of the given signal, and system identification refers to ways of characterizing the mechanism or system behind the observed sig nal/data. Such an identification allows one to predict the system outputs, and as a result this has considerable impact in several areas such as speech processing, pattern recognition, target identification, seismology, and signal processing. A new outlook to spectrum estimation and system identification is pre sented here by making use of the powerful concepts of positive functions and bounded functions. An indispensable tool in classical network analysis and synthesis probl...
Limit Theorems for Stochastic Processes
This volume by two international leaders in the field proposes a systematic exposition of convergence in law for stochastic processes from the point of view of semimartingale theory. It emphasizes results that are useful for mathematical theory and mathematical statistics. Coverage develops in detail useful parts of the general theory of stochastic processes, such as martingale problems and absolute continuity or contiguity results.
Structural Properties of Porous Materials and Powders Used in Different Fields of Science and Technology
This book provides a comprehensive and concise description of most important aspects of experimental and theoretical investigations of porous materials and powders, with the use and application of these materials in different fields of science, technology, national economy and environment. It allows the reader to understand the basic regularities of heat and mass transfer and adsorption occurring in qualitatively different porous materials and products, and allows the reader to optimize the functional properties of porous and powdered products and materials. Written in an straightforward and transparent manner, this book is accessible to both experts and those without specialist knowledge, a...
