Stochastic Processes (BOK)

Robert G Gallager

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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 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.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2013 Forfatter Robert G Gallager
Forlag
CAMBRIDGE UNIVERSITY PRESS
ISBN 9781107039759
Antall sider 553 Dimensjoner 18,1cm x 25cm x 2,8cm
Vekt 1218 gram Leverandør Bertram Trading Ltd