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portada Stochastic Processes: Inference Theory
Type
Physical Book
Author
Publisher
Year
2010
Language
English
Pages
645
Format
Paperback
Dimensions
24.6 x 16.3 x 4.1 cm
Weight
1.09 kg.
ISBN
1441948325
ISBN13
9781441948328
Categories

Stochastic Processes: Inference Theory

Malempati M. Rao (Author) · Springer · Paperback

Stochastic Processes: Inference Theory - Rao, Malempati M.

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Synopsis "Stochastic Processes: Inference Theory"

The material accumulated and presented in this volume can be ex- plained easily. At the start of my graduate studies in the early 1950s, I Grenander's (1950) thesis, and was much attracted to the came across entire subject considered there. I then began preparing for the neces- sary mathematics to appreciate and possibly make some contributions to the area. Thus after a decade of learning and some publications on the way, I wanted to write a modest monograph complementing Grenander's fundamental memoir. So I took a sabbatical leave from my teaching position at the Carnegie-Mellon University, encouraged by an Air Force Grant for the purpose, and followed by a couple of years more learning opportunity at the Institute for Advanced Study to complete the project. As I progressed, the plan grew larger needing a substantial background material which was made into an independent initial volume in (1979). In its preface I said: "My intension was to present the following material as the first part of a book treating the In- ference Theory of stochastic processes, but the latter account has now receded to a distant future," namely for two more decades! Meanwhile, a much enlarged second edition of that early work has appeared (1995), and now I am able to present the main part of the original plan.

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