Springer copernicus aug 1978 (2 risultati)
Lingua: Inglese
Editore: Springer, Copernicus Aug 1978, 1978
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 53,45
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book is intended as a textbook for a first course in the theory of functions of one complex variable for students who are mathematically mature enough to understand and execute E - 8 arguments. The actual pre requisites for reading this…book are quite minimal; not much more than a stiff course in basic calculus and a few facts about partial derivatives. The topics from advanced calculus that are used (e.g., Leibniz's rule for differ entiating under the integral sign) are proved in detail. Complex Variables is a subject which has something for all mathematicians. In addition to having applications to other parts of analysis, it can rightly claim to be an ancestor of many areas of mathematics (e.g., homotopy theory, manifolds). This view of Complex Analysis as 'An Introduction to Mathe matics' has influenced the writing and selection of subject matter for this book. The other guiding principle followed is that all definitions, theorems, etc.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 340 pp. Englisch.
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 53,49
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The book deals with a powerful and convenient approach to a great variety of types of problems of the recursive monte-carlo or stochastic approximation type. Such recu- sive algorithms occur frequently in stochastic and adaptive contro…l and optimization theory and in statistical esti- tion theory. Typically, a sequence {X } of estimates of a n parameter is obtained by means of some recursive statistical th st procedure. The n estimate is some function of the n_l estimate and of some new observational data, and the aim is to study the convergence, rate of convergence, and the pa- metric dependence and other qualitative properties of the - gorithms. In this sense, the theory is a statistical version of recursive numerical analysis. The approach taken involves the use of relatively simple compactness methods. Most standard results for Kiefer-Wolfowitz and Robbins-Monro like methods are extended considerably. Constrained and unconstrained problems are treated, as is the rate of convergence problem. While the basic method is rather simple, it can be elaborated to allow a broad and deep coverage of stochastic approximation like problems. The approach, relating algorithm behavior to qualitative properties of deterministic or stochastic differ ential equations, has advantages in algorithm conceptualiza tion and design. It is often possible to obtain an intuitive understanding of algorithm behavior or qualitative dependence upon parameters, etc., without getting involved in a great deal of deta~l.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 276 pp. Englisch.
