Stochastic Processes
eBook - PDF

Stochastic Processes

Theory for Applications

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Stochastic Processes

Theory for Applications

About this book

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.

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Yes, you can access Stochastic Processes by Robert G. Gallager in PDF and/or ePUB format, as well as other popular books in Technology & Engineering & Signals & Signal Processing. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Cover
  2. Stochastic Processes
  3. Reviews
  4. Title page
  5. Copyright page
  6. Dedication
  7. Contents
  8. Preface
  9. Suggestions for instructors and self study
  10. Acknowledgements
  11. 1 Introduction and review of probability
  12. 2 Poisson processes
  13. 3 Gaussian random vectors and processes
  14. 4 Finite-state Markov chains
  15. 5 Renewal processes
  16. 6 Countable-state Markov chains
  17. 7 Markov processes with countable-state spaces
  18. 8 Detection, decisions, and hypothesis testing
  19. 9 Random walks, large deviations, and martingales
  20. 10 Estimation
  21. References
  22. Index