Title:
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STOCHASTIC APPROXIMATION
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By: |
M.T. Wasan, B. Bollobas, W. Fulton |
Format: |
Paperback |

List price:
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£37.99 |
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ISBN 10: |
0521604850 |
ISBN 13: |
9780521604857 |
Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
Pub. date: |
17 April, 2004 |
Series: |
Cambridge Tracts in Mathematics No. 58 |
Pages: |
216 |
Description: |
A rigorous mathematical treatment of the technique for studying the properties of an experimental situation. |
Synopsis: |
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. |
Publication: |
UK |
Imprint: |
Cambridge University Press |
Returns: |
Returnable |