Background
Sinitsyn, Igor Nikolaevich was born on August 14, 1940 in Moscow. Son of Nikolay Vasilievich and Alexandra Gavrilovna (Baryshnikova).
(A presentation of the general theory and basic methods of...)
A presentation of the general theory and basic methods of linear and nonlinear stochastic systems (StS) - in other words, dynamical systems described by stochastic finite - and infinite-dimensional differential, integral, integrodifferential and difference equations. The general StS theory is based on the equations for characteristic functions and functionals. The text outlines StS structural theory, including direct numerical methods, methods of normalization, equivalent linearization and parametrization of one- and multi-dimensional distributions, based on moments, quasimoments, semi-invariants and orthogonal expansions. Special attention is paid to methods based on canonical expansions and integral canonical representations. About 500 exercises and problems are provided. The authors also consider applications in mathematics and mechanics, physics and biology, control and information processing, operations research and finance.
http://www.amazon.com/gp/product/9810247427/?tag=2022091-20
(This book is intended for those having only a moderate ba...)
This book is intended for those having only a moderate background in mathematics, who need to increase their mathematical knowledge for development in their areas of work and to read the related mathematical literature. The material covered, which includes practically all the information on functional analysis that may be necessary for those working in various areas of applications of mathematics, as well as the simplicity of presentation, differentiates this book from others. About 300 examples and more than 500 problems are provided to help readers understand and master the theories presented. The list of references enables readers to explore those topics in which they are interested, and gather further information about applications used as examples in the book.Applications: Probability Theory and Statistics, Signal and Image Processing, Systems Analysis and Design.
http://www.amazon.com/gp/product/9810237235/?tag=2022091-20
(Gives applied methods for studying stochastic differentia...)
Gives applied methods for studying stochastic differential systems--in particular, the methods for finding the finite-dimensional distributions of the state vector and of the output of such systems, and also the estimation methods of the state and of the parameters of differential systems based on observations (filtering and extrapolation theory). Also studied are stochastic differential equations of general type with arbitrary processes and independent increments. The equations with Wiener processes are considered as a special case. The construction of stochastic differential systems in the book is based on Pugachev's equations for finite-dimensional characteristic functions of the processes determined by stochastic differential equations. Includes end-of-chapter problems.
http://www.amazon.com/gp/product/0471912433/?tag=2022091-20
educator information scientist
Sinitsyn, Igor Nikolaevich was born on August 14, 1940 in Moscow. Son of Nikolay Vasilievich and Alexandra Gavrilovna (Baryshnikova).
Graduate, Moscow State University, 1963. Doctor of Philosophy, Moscow State University, 1966. Doctor of Science, Institute Applied Mechanics, Moscow, 1983.
Professor Air Force Engineering Academy Zhukovsky, Moscow, 1966-1975. Head laboratory Kuznetsov Institute Applied Mechanics, 1975-1984. Head department Institute for Informatics Problems, Russian Academy of Sciences, since 1984.
Professor Moscow State Technology Aviation University, since 1987.
(Gives applied methods for studying stochastic differentia...)
(A presentation of the general theory and basic methods of...)
(This book is intended for those having only a moderate ba...)
Son of; married Irina Vladimirovna Pugacheva, October 18, 1963. 1 child, Vladimir Igorevich.