Stochastic Processes

Theory for Applications

Nonfiction, Science & Nature, Technology, Engineering, Mathematics
Cover of the book Stochastic Processes by Robert G. Gallager, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Robert G. Gallager ISBN: 9781107425101
Publisher: Cambridge University Press Publication: December 12, 2013
Imprint: Cambridge University Press Language: English
Author: Robert G. Gallager
ISBN: 9781107425101
Publisher: Cambridge University Press
Publication: December 12, 2013
Imprint: Cambridge University Press
Language: English

This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and detailed coverage of Poisson, Gaussian and Markov processes with richly varied queuing applications. The theory and applications of inference, hypothesis testing, estimation, random walks, large deviations, martingales and investments are developed. Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of stochastic processes.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and detailed coverage of Poisson, Gaussian and Markov processes with richly varied queuing applications. The theory and applications of inference, hypothesis testing, estimation, random walks, large deviations, martingales and investments are developed. Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of stochastic processes.

More books from Cambridge University Press

Cover of the book The Cambridge Companion to Religion and Terrorism by Robert G. Gallager
Cover of the book Learning to Teach in the Secondary School by Robert G. Gallager
Cover of the book What Justices Want by Robert G. Gallager
Cover of the book An Introduction to Partial Differential Equations by Robert G. Gallager
Cover of the book Adaptation, Specialization, and the Theory of the Firm by Robert G. Gallager
Cover of the book Yoruba Art and Language by Robert G. Gallager
Cover of the book Law of Evidence by Robert G. Gallager
Cover of the book Sport, Democracy and War in Classical Athens by Robert G. Gallager
Cover of the book On Space and Time by Robert G. Gallager
Cover of the book The Cambridge Companion to Shakespeare on Stage by Robert G. Gallager
Cover of the book Organized Violence after Civil War by Robert G. Gallager
Cover of the book Quantum Computation and Quantum Information by Robert G. Gallager
Cover of the book The Invisible Constitution in Comparative Perspective by Robert G. Gallager
Cover of the book A History of Women's Political Thought in Europe, 1400–1700 by Robert G. Gallager
Cover of the book Wetland Ecology by Robert G. Gallager
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy