Discrete-Time Markov Jump Linear Systems by Olv Costa
This will be the most up-to-date book in the area (the closest competition was published in 1990) This book takes a new slant and is in discrete rather than continuous time-
Probability Models for DNA Sequence Evolution
-
An Introduction to Stochastic Integration
-
Invariant Probabilities of Transition Functions
-
Associated Sequences, Demimartingales and Nonparametric Inference
-
Continuous-Time Markov Jump Linear Systems
-
Quasi-Stationary Distributions
-
Normal Approximation by Stein's Method
-
Stochastic Partial Differential Equations
-
Self-Normalized Processes
-
Laws of Chaos
-
Stochastic Differential Equations in Infinite Dimensions
-
Invariant Random Fields on Spaces with a Group Action
-
Noise-Induced Phenomena in Slow-Fast Dynamical Systems
-
Schrodinger Diffusion Processes
-
Probability Measures on Semigroups
-
Stochastic Control in Insurance
-
Measure-Valued Branching Markov Processes
-
Stochastic Processes
-
The Doctrine of Chances
-
An Introduction to the Theory of Point Processes
-
Eigenvalues, Inequalities, and Ergodic Theory
-
Theory of Random Sets
-
Feynman-Kac Formulae
-
Mass Transportation Problems
-
Stochastic Calculus for Fractional Brownian Motion and Applications
-
Renewal Theory for Perturbed Random Walks and Similar Processes
-
Basics of Applied Stochastic Processes
-
Limit Theorems for Randomly Stopped Stochastic Processes
-
Point Process Theory and Applications
-
Excursions of Markov Processes
-
Decoupling
-
The Malliavin Calculus and Related Topics
-
Discrete-Time Semi-Markov Random Evolutions and Their Applications
-
Stochastic Neutron Transport
-
Diffusions and Elliptic Operators
From the reviews:
"This text is very well written..it may prove valuable to those who work in the area, are at home with its mathematics, and are interested in stability of linear systems, optimal control, and filtering." Journal of the American Statistical Association, December 2005
"The book is concerned with the control of discrete-time stochastic linear systems whose dynamics can abruptly change. … It gives a comprehensive theory for the control of these systems within the operator theoretic framework … . The book is highly recommended to anybody with an interest in control problems associated with Markov Jump Linear Systems." (G. C. Goodwin, Short Book Reviews, Vol. 25 (2), 2005)
| SKU | Unavailable |
| ISBN 13 | 9781849969086 |
| ISBN 10 | 1849969086 |
| Title | Discrete-Time Markov Jump Linear Systems |
| Author | Olv Costa |
| Series | Probability And Its Applications |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer London Ltd |
| Year published | 2010-10-21 |
| Number of pages | 286 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |