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  3. Stochastic Processes
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    • This textbook will transition to Cambridge Core on 6 July 2026. Please take a moment to export any annotations you may have created on the eTextbook before the move.
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    • Publisher:
      Cambridge University Press
      Publication date:
      28 May 2018
      12 December 2013
      ISBN:
      9781139626514
      9781107039759
      DOI:
      https://doi.org/10.1017/CBO9781139626514
      Dimensions:
      (247 x 174 mm)
      Weight & Pages:
      1.2kg, 553 Pages
      Dimensions:
      Weight & Pages:
      • Subjects:
      Communications and Signal Processing, Engineering, Statistics for Physical Sciences and Engineering, Statistics and Probability

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    Subjects:
    Communications and Signal Processing, Engineering, Statistics for Physical Sciences and Engineering, Statistics and Probability
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    Book description

    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.

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