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This exposition of queueing theory, by two leading researchers in the field, answers the need for a mathematically sound reference work on the subject and has become the standard …
Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive …
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to …
At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions …
From the reviews: "This book nicely complements the existing literature on information and coding theory by concentrating on arbitrary nonstationary and/or nonergodic sources and …
At the end of 1960s and the beginning of 1970s, when the Russian version of this book was written, the 'general theory of random processes' did not operate widely with such notions …
In financial and actuarial modeling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state …
The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, …
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners’ aim to …
Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in …