Stochastic Processes

Name: Stochastic Processes
Brand: Cambridge University Press
SKU: 9781107039759
Price: 96.07 EUR
Availability: InStock

Autor: Robert G Gallager

Jazyk:

Väzba: Pevná

Vydavateľ: Cambridge University Press

Dostupnosť: Skladom u dodávateľa

Odosielame za 10-18 dní

96.07 €

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

Informácie o knihe

Autor

Robert G Gallager

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2013

Stránok

553

EAN

9781107039759

ISBN

1107039754

Enbook ID

01338477

Vydavateľ

Cambridge University Press

Hmotnosť

1136

Rozmery

251 x 173 x 30

Kompletný popis

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.

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