Random Dynamical Systems: Theory and Applications
Autor Rabi Bhattacharya, Mukul Majumdaren Limba Engleză Paperback – 7 ian 2007
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Specificații
ISBN-13: 9780521532723
ISBN-10: 0521532728
Pagini: 480
Dimensiuni: 154 x 229 x 24 mm
Greutate: 0.63 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:New York, United States
ISBN-10: 0521532728
Pagini: 480
Dimensiuni: 154 x 229 x 24 mm
Greutate: 0.63 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:New York, United States
Cuprins
1. Dynamical systems; 2. Markov processes; 3. Random dynamical systems; 4. Random dynamical systems: special structures; 5. Invariant distributions: estimations and computation; 6. Discounted dynamic programming under uncertainty; 7. Appendix.
Recenzii
'This reviewer has all the arguments to recommend the book strongly not only to institutional libraries but also to anybody who is studying, teaching or using stochastic models. With its contents and style of presentation this attractive book will be very useful to postgraduate students in several areas, among them mathematics, statistics or probability, economics, biology or engineering.' Journal of the Royal Statistical Society
Notă biografică
Descriere
Surveys topics in the theory and applications of dynamical systems subject to random shocks.