Stochastic Processes - Theory for Applications (Hardcover, New)

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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Release date:	December 2013
First published:	December 2013
Authors:	Robert G. Gallager
Dimensions:	253 x 181 x 31mm (L x W x T)
Format:	Hardcover
Pages:	553
Edition:	New
ISBN-13:	978-1-107-03975-9
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Econometrics > Economic statistics Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	1-107-03975-4
Barcode:	9781107039759

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!