Overview
This volume deals with nonparametric methods of change point (disorder) detection in random processes and fields. A systematic account is given of up-to-date developments in this rapidly evolving branch of statistics. It also provides a new approach to change point detection which is characterized by the reduction of change point problems to the more basic problem of mean value change points, and also the implementation of nonparametric statistics which require no a priori information concerning distributions. The book has seven chapters: Chapter 1 presents an account of preliminary considerations. Chapter 2 reviews the current state-of-the-art. Chapters 3 and 4 -- the major chapters of the book -- consider a posteriori change point problems and sequential change point detection problems, respectively. Chapter 5 discusses disorder detection of random fields, and Chapter 6 deals with applications in such diverse areas as geophysics, control systems and the analysis of historical texts. The volume concludes with a chapter devoted to new results, proofs and some technical details including an overview of a computer program package which has been developed for a posteriori change point detection. For researchers in the statistics and probability of random processes, this volume will also be of interest to specialists in control theory, engineering, systems analysis and cybernetics.
Full Product Details
Author: E. Brodsky ,
B.S. Darkhovsky
Publisher: Springer
Imprint: Springer
Edition: 1st ed. Softcover of orig. ed. 1993
Volume: 243
Dimensions:
Width: 16.00cm
, Height: 1.20cm
, Length: 24.00cm
Weight: 0.454kg
ISBN: 9789048142408
ISBN 10: 9048142407
Pages: 210
Publication Date: 06 December 2010
Audience:
Professional and scholarly
,
Professional & Vocational
Format: Paperback
Publisher's Status: Active
Availability: Out of stock
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Reviews
'... excellent monograph ... highly recommended ... as a graduate-level textbook on the subject, as well as an outstanding source of information for everyone doing research in these and related areas of random processes and mathematical statistics.' Mathematical Reviews, 95d
`... excellent monograph ... highly recommended ... as a graduate-level textbook on the subject, as well as an outstanding source of information for everyone doing research in these and related areas of random processes and mathematical statistics.' Mathematical Reviews, 95d
'... excellent monograph ... highly recommended ... as a graduate-level textbook on the subject, as well as an outstanding source of information for everyone doing research in these and related areas of random processes and mathematical statistics.' Mathematical Reviews, 95d
