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Processus stochastiques appliqués
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ISBN10: 2705665617
ISBN13: 9782705665616
Publisher: Hermann
Published: Feb 14 2006
Pages: 448
Weight: 1.56
Height: 0.91 Width: 6.69 Depth: 9.61
Language: French
ISBN13: 9782705665616
Publisher: Hermann
Published: Feb 14 2006
Pages: 448
Weight: 1.56
Height: 0.91 Width: 6.69 Depth: 9.61
Language: French
Ce livre vise à familiariser le lecteur aux processus aléatoires se déroulant dans le temps, appelés couramment processus stochastiques. La théorie stochastique est fondée sur le calcul des probabilités et sur les statistiques. Ses domaines d'application sont très nombreux: de certaines questions en télécommunications, à la modélisation et la gestion du trafic dans les réseaux à accès multiples, la commande adaptative, le traitement du signal et le filtrage, l'étude de fiabilité ou d'ingénierie financière. La variété des applications explique l'intérêt croissant pour ces méthodes dont l'utilisation est encore récente. L'objectif de ce livre est, tout à la fois, d'introduire les méthodes à la base de la théorie des processus stochastiques, de créer une certaine intuition de ces notions par des études techniquement simples et d'aborder, de façon non exhaustive, certains des nombreux domaines d'application. Le contenu du livre peut être d'usage courant en troisième et en quatrième années de L.M.D. d'autres disciplines: mécanique, gestion, télétraitement, performances des systèmes d'exploitation et finance.
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