Stochastic Approximation
by
M. T. Wasan
Book Details
Format
Paperback / Softback
Book Series
Cambridge Tracts in Mathematics
ISBN-10
0521604850
ISBN-13
9780521604857
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jun 3rd, 2004
Print length
216 Pages
Weight
290 grams
Dimensions
21.60 x 14.00 x 1.60 cms
Product Classification:
Stochastics
Ksh 7,550.00
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Stochastic approximation is a technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. Dr Wasan gives a rigorous mathematical treatment of the subject. The discussion and proofs of theorems are easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.
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.
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