Malempati M. Rao's Books

Probability Theory with Applications

By: Malempati M. Rao,Randall J. Swift

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Probability Theory with Applications

By: Malempati M. Rao,Randall J. Swift

This is a revised and expanded edition of a successful graduate and reference text. The book is designed for a standard graduate course on probability theory, including some important applications. The new edition offers a detailed treatment of the core area of probability, and both structural and limit results are presented in detail. Compared to the first edition, the material and presentation are better highlighted; each chapter is improved and updated.

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Page Count

537

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0387277307

ISBN 13

9780387277301

Stochastic Processes: General Theory

By: Malempati M. Rao

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Stochastic Processes: General Theory

By: Malempati M. Rao

Stochastic Processes: General Theory starts with the fundamental existence theorem of Kolmogorov, together with several of its extensions to stochastic processes. It treats the function theoretical aspects of processes and includes an extended account of martingales and their generalizations. Various compositions of (quasi- or semi-)martingales and their integrals are given. Here the Bochner boundedness principle plays a unifying role: a unique feature of the book. Applications to higher order stochastic differential equations and their special features are presented in detail. Stochastic processes in a manifold and multiparameter stochastic analysis are also discussed. Each of the seven chapters includes complements, exercises and extensive references: many avenues of research are suggested. The book is a completely revised and enlarged version of the author's Stochastic Processes and Integration (Noordhoff, 1979). The new title reflects the content and generality of the extensive amount of new material. Audience: Suitable as a text/reference for second year graduate classes and seminars. A knowledge of real analysis, including Lebesgue integration, is a prerequisite.

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629

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1475765983

ISBN 13

9781475765984

Stochastic Processes - Inference Theory

By: Malempati M. Rao

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Stochastic Processes - Inference Theory

By: Malempati M. Rao

This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.

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685

Publisher

Springer

Published Date

ISBN 10

3319121723

ISBN 13

9783319121727

Stochastic Processes

Inference Theory

By: Malempati M. Rao

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Stochastic Processes

Inference Theory

By: Malempati M. Rao

The material accumulated and presented in this volume can be ex plained easily. At the start of my graduate studies in the early 1950s, I Grenander's (1950) thesis, and was much attracted to the came across entire subject considered there. I then began preparing for the neces sary mathematics to appreciate and possibly make some contributions to the area. Thus after a decade of learning and some publications on the way, I wanted to write a modest monograph complementing Grenander's fundamental memoir. So I took a sabbatical leave from my teaching position at the Carnegie-Mellon University, encouraged by an Air Force Grant for the purpose, and followed by a couple of years more learning opportunity at the Institute for Advanced Study to complete the project. As I progressed, the plan grew larger needing a substantial background material which was made into an independent initial volume in (1979). In its preface I said: "My intension was to present the following material as the first part of a book treating the In ference Theory of stochastic processes, but the latter account has now receded to a distant future," namely for two more decades! Meanwhile, a much enlarged second edition of that early work has appeared (1995), and now I am able to present the main part of the original plan.

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Page Count

656

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1475765967

ISBN 13

9781475765960

Book's by Malempati M. Rao

Probability Theory with Applications

Probability Theory with Applications

Stochastic Processes: General Theory

Stochastic Processes: General Theory

Stochastic Processes - Inference Theory

Stochastic Processes - Inference Theory

Stochastic Processes

Stochastic Processes

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