Rootzen (39 résultats)

Etat : Good. 173 pp., illustrated with photos, minor ownership markings; stiff paper wrappers, covers worn at extremities. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.…

Stockholm; Wahlström & Widstrand, 1945. 27,5x22 cm. 175, (1, 2 blanka) s. Illustrerad. Häftad med tryckt omslag. Rygg och omslagskanter något nötta. Några små fläckar på främre snittet. Inlagan med ett fåtal spridda riss och hörnveck. Dedikation: "Till ministerparet Westrup med hjärtliga julhälsningar 1945 från tillg. Kajsa Rootzén". Mottagare var den svenske ministern i Bern Zenon Przybyszewski Westrup och hans fru Anna De Geer.…

Etat : very good. couverture cartonnée, moyen format , bon état. étiquete sur la couverture et sur le dos Dos légèrement frotté Coins légèrement enfoncés Coins légèrement frottés. 4116305 - Extreme Values in Finance, Telecommunications, and the Environment, Finkenstadt, Barbel, Chapman & Hall/Crc, 2003. …

Etat : As New. Unread book in perfect condition.

Hardcover. Etat : New.

Etat : New.

Etat : New.

Etat : New. pp. 330.

Etat : As New. Unread book in perfect condition.

Etat : New.

Etat : New. In English.

Etat : Gut. Zustand: Gut | Seiten: 330 | Sprache: Englisch | Produktart: Bücher | Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer. To enable hands-on practice, MATLAB® code is available online.…

Etat : New. In English.

Hardback. Etat : New. 1st. Stochastic processes are indispensable tools for development and research in signal and image processing, automatic control, oceanography, structural reliability, environmetrics, climatology, econometrics, and many other areas of science and engineering. Suitable for a one-semester course, Stationary Stochastic Processes for Scientists and Engineers teaches students how to use these processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer.The text first introduces numerous examples from signal processing, economics, and general natural sciences and technology. It then covers the estimation of mean value and covariance functions, properties of stationary Poisson processes, Fourier analysis of the covariance function (spectral analysis), and the Gaussian distribution. The book also focuses on input-output relations in linear filters, describes discrete-time auto-regressive and moving average processes, and explains how to solve linear stochastic differential equations. It concludes with frequency analysis and estimation of spectral densities.With a focus on model building and interpreting the statistical concepts, this classroom-tested book conveys a broad understanding of the mechanisms that generate stationary stochastic processes. By combining theory and applications, the text gives students a well-rounded introduction to these processes. To enable hands-on practice, MATLAB® code is available online.…

Couverture rigide. Etat : bon. RO60117229: 1948. In-8. Relié. Etat d'usage, Couv. légèrement passée, Dos satisfaisant, Mouillures. 229 pages. Photo-gravure en noir et blanc en frontispice (portrait). Texte en suédois. Jaquette manquante. Tampon et annotations de bibliothèque début d'ouvrage. Fichettes de bibliothèque au dos du 2e plat. . . . Classification Dewey : 490-Autres langues. …

Paperback. Etat : New. Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued. Softcover reprint of the original 1st ed. 1983.…

Hardcover. Etat : Brand New. 1st edition. 330 pages. 9.25x6.50x0.75 inches. In Stock.

Etat : New.

Etat : New. pp. 352.

Etat : New.

Etat : As New. Unread book in perfect condition.

Etat : New.

Hardback. Etat : New. 1st. Stochastic processes are indispensable tools for development and research in signal and image processing, automatic control, oceanography, structural reliability, environmetrics, climatology, econometrics, and many other areas of science and engineering. Suitable for a one-semester course, Stationary Stochastic Processes for Scientists and Engineers teaches students how to use these processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer.The text first introduces numerous examples from signal processing, economics, and general natural sciences and technology. It then covers the estimation of mean value and covariance functions, properties of stationary Poisson processes, Fourier analysis of the covariance function (spectral analysis), and the Gaussian distribution. The book also focuses on input-output relations in linear filters, describes discrete-time auto-regressive and moving average processes, and explains how to solve linear stochastic differential equations. It concludes with frequency analysis and estimation of spectral densities.With a focus on model building and interpreting the statistical concepts, this classroom-tested book conveys a broad understanding of the mechanisms that generate stationary stochastic processes. By combining theory and applications, the text gives students a well-rounded introduction to these processes. To enable hands-on practice, MATLAB® code is available online.…

Etat : Like New. hardcover. Page block firm and clean, binding unblemished, boards straight, without markings of any kind. Supporting Bay Area Friends of the Library since 2010. Well packaged and promptly shipped.

Etat : As New. Unread book in perfect condition.

Paperback. Etat : New. Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued. Softcover reprint of the original 1st ed. 1983.…

Etat : New. pp. xix + 405.

Etat : New. pp. xix + 405.

Paperback. Etat : Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Från Stiernhielm till Brita Appelgren. Wahlström & Widstrand 1945. 177 s. Illustrerad. Trådhäftad, nött omslag. 27 x 22 cm.[#\31350].