Dynamics of Statistical Experiments - Couverture rigide

Koroliouk, Dmitri

 
9781786305985: Dynamics of Statistical Experiments
Couverture rigide
ISBN 10 : 1786305984 ISBN 13 : 9781786305985
Editeur : ISTE Ltd and John Wiley & Sons Inc, 2020

Synopsis

This book is devoted to the system analysis of statistical experiments, determined by the averaged sums of sampling random variables. The dynamics of statistical experiments are given by difference stochastic equations with a speci?ed regression function of increments - linear or nonlinear. The statistical experiments are studied by the sample volume increasing (N ), as well as in discrete-continuous time by the number of stages increasing (k ) for different conditions imposed on the regression function of increments. The proofs of limit theorems employ modern methods for the operator and martingale characterization of Markov processes, including singular perturbation methods. Furthermore, they justify the representation of a stationary Gaussian statistical experiment with the Markov property, as a stochastic difference equation solution, applying the theorem of normal correlation. The statistical hypotheses verification problem is formulated in the classification of evolutionary processes, which determine the dynamics of the predictable component. The method of stochastic approximation is used for classifying statistical experiments.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

Dmitri Koroliouk is a Doctor of Sciences (Hab.), leading researcher at the Institute of Telecommunications and Global Information Space of the National Academy of Sciences of Ukraine, and Professor at the National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute". He is the author of 80 scientific publications and also holds 10 European patents for industrial invention.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
ISTE Ltd and John Wiley & Sons Inc
Date d'édition
2020
Langue
anglais
ISBN 10 
1786305984
ISBN 13 
9781786305985
Reliure
Relié
Nombre de pages
224
Coordonnées du fabricant
non disponible
Personne responsable
non disponible