Stochastic Approximation

von M. T. Wasan

216 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

Stochastic approximation is a relatively new technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. The subject can be treated either largely as a branch of pure mathematics, or else from an empirical and practical angle. In this book, Dr Wasan gives a rigorous mathematical treatment of the subject, drawing together the scattered results of a number of authors. He discusses the conditions under which the method gives a valid approximation to the required solution; methods for optimal choice of parameters to hasten convergence; the comparison of the method with other techniques. The discussion and proofs of theorems are given in enough detail to make them easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.

• Themen: Mathematik und Naturwissenschaften Mathematik Wahrscheinlichkeitsrechnung und Statistik
• ISBN: 9780521604857
• Sprache: Englisch
• Erscheinungsdatum: 17.04.2004
• Größe: 216 x 140 mm
• Verlag: Cambridge University Press
• Herausgegeben von: W. Fulton, Bela Bollobas