Control and communications engineers, physicists, and probability theorists, among others, will find this book unique. It contains a detailed development of app

The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and

This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstra

Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of la

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under g