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Probabilities. Mathematical statistics
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Sequential Statisticsby Zakkula Govindarajulu
World Scientific 2004; US$ 76.70This book contains topics that can be covered in a single-semester course. Only elementary proofs are provided, and thus the mathematics and statistics are maintained at a basic level. Only a course in each of three areas advanced calculus, probability and statistical inference is assumed of the student. more...
Optimal Stopping and Free-Boundary Problemsby Goran Peskir; Albert Shiryaev
Springer 2006; US$ 69.95Covers a connection between optimal stopping and free-boundary problems. This book uses minimal tools and focuses on key examples. It exposes the general theory of optimal stopping, at its basic principles in both discrete and continuous time. It is useful for graduate and postgraduate students, researchers, and practitioners. more...
Sequential Stochastic Optimizationby R. Cairoli; Robert C. Dalang
John Wiley & Sons 2011; US$ 198.00Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-parameter martingales. Major topics covered in Sequential Stochastic Optimization include: * Fundamental notions, such as essential supremum, stopping points,... more...
Sequential Estimationby Malay Ghosh; Nitis Mukhopadhyay; Pranab Kumar Sen
John Wiley & Sons 2011; US$ 194.00The only comprehensive guide to the theory and practice of one of today's most important probabilistic techniques The past 15 years have witnessed many significant advances in sequential estimation, especially in the areas of three-stage and nonparametric methodology. Yet, until now, there were no references devoted exclusively to this rapidly growing statistical field. Sequential Estimation is the first, single-source guide to the theory and practice of both classical and modern sequential estimation techniques--including parametric and nonparametric methods. Researchers in sequential analysis will appreciate the unified, logically integrated treatment of the subject, as well as coverage of important contemporary procedures not covered in... more...
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