Stochastic Processes (inbunden)
Inbunden (Hardback)
Antal sidor
Cambridge University Press
125 b, w illus 305 exercises
125 b/w illus. 305 exercises
252 x 178 x 32 mm
1229 g
Antal komponenter
69:B&W 6.69 x 9.61 in or 244 x 170 mm (Pinched Crown) Case Laminate on White w/Gloss Lam
Stochastic Processes (inbunden)

Stochastic Processes

Theory for Applications

(1 röst)  |  Läs 1 recension
Inbunden Engelska, 2013-12-12
Skickas inom 10-15 vardagar.
Fri frakt inom Sverige för privatpersoner.
Beställ senast imorgon kl 17:30 för leverans innan jul!
Finns även som
Visa alla 2 format & utgåvor
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.
Visa hela texten

Passar bra ihop

  1. Stochastic Processes
  2. +
  3. Principles of Digital Communication

De som köpt den här boken har ofta också köpt Principles of Digital Communication av Robert G Gallager (inbunden).

Köp båda 2 för 1248 kr


Det finns 1 recension av Stochastic Processes. Har du också läst boken? Sätt ditt betyg »
  1. very accessible introduction to stochastic process
    Sinchan Biswas, 6 april 2015

    A very effective book, in terms of application in the field of wireless communication. As a graduate student, this book is as detailed in its analysis as it is rich in accessibility.

Visa alla 1 recensioner

Fler böcker av Robert G Gallager

Övrig information

Robert G. Gallager is a Professor Emeritus at the Massachusetts Institute of Technology and one of the world's leading information theorists. He is a Fellow of the US National Academy of Engineering, the US National Academy of Sciences, and his numerous awards and honours include the IEEE Medal of Honour (1990) and the Marconi Prize (2003). He was awarded the MIT Graduate Student Teaching Award in 1993, and this book is based on his 20 years of experience of teaching this subject to students.


1. Introduction and review of probability; 2. Poisson processes; 3. Gaussian random vectors and processes; 4. Finite-state Markov chains; 5. Renewal processes; 6. Countable-state Markov chains; 7. Markov processes with countable state spaces; 8. Detection, decisions, and hypothesis testing; 9. Random walks, large deviations, and martingales; 10. Estimation.