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Stochastic Processes

Name: Stochastic Processes
Brand: Cambridge University Press
SKU: 01338477
Price: 98.92 EUR
Availability: InStock
Author: Robert G Gallager
ISBN: 9781107039759

Robert G Gallager

Jazyk

Angličtina

Kniha Pevná

Libristo kód: 01338477

Nakladateľstvo Cambridge University Press, december 2013

This definitive textbook provides a solid introduction to discrete and continuous stochastic process... Celý popis

Libristo kód: 01338477

239 b

98.92 €

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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.