Stochastic Processes

Name: Stochastic Processes
Brand: Cambridge University Press
SKU: 9781107039759
Price: 386.4 PLN
Availability: InStock

Autor: Robert G Gallager

Język:

Oprawa: Twarda

Wydawca: Cambridge University Press

Dostępność: Dostępna u dostawcy

Wysyłamy za 10-18 dni

386.40 zł

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

Informacje o książce

Autor

Robert G Gallager

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

2013

strony

553

EAN

9781107039759

ISBN

1107039754

Enbook ID

01338477

Wydawca

Cambridge University Press

Waga

1136

Wymiary

251 x 173 x 30

Pełny opis

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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