000 02697cam a2200313 i 4500
001 17673327
003 OSt
005 20240510113644.0
008 130326s2013 enka 000 0 eng
010 _a 2013005146
020 _a9781107039759 (hardback)
020 _a1107039754 (hardback)
040 _aDLC
_beng
_cIISERB
_erda
_dDLC
042 _apcc
050 0 0 _aQA274
_b.G344 2013
082 0 0 _a519.23 G135S
_223
100 1 _aGallager, Robert G.
_930141
245 1 0 _aStochastic processes :
_btheory for applications
_cRobert G. Gallager, MIT.
260 _aCambridge:
_bCambridge University Press,
_c2013.
300 _axx, 536 pages :
_billustrations ;
_c26 cm
504 _aIncludes bibliographical references (pages 528-529) and index.
505 8 _aMachine generated contents note: 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.
520 _a"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 20 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"--
520 _a"Basic underlying principles and axioms are made clear from the start, and new topics are developed as needed, encouraging and enabling students to develop an instinctive grasp of the fundamentals. Mathematical proofs are made easy for students to understand and remember, helping them quickly learn how to choose and apply the best possible models to real-world situations"--
650 0 _aStochastic processes
_vTextbooks.
_930142
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
942 _2ddc
_cBK
999 _c10286
_d10286