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

List price: £37.99
Our price: £33.24
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ISBN 10: 0521604850
ISBN 13: 9780521604857
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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
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