ผู้เขียน: Pierre Priouret

A thorough grounding in Markov chains and martingales is essential in dealing with many problems in applied probability, and is a gateway to the more complex situations encountered in the study of st …

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken …

Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern …

Nouvelle édition entièrement revue et augmentée. Cet ouvrage a pour origine le cours de processus aléatoires de la maîtrise de mathématiques de l”Université Pierre-et-Marie-Curie (Paris VI) que les …