Skip to content
Cart 
Register Sign in
Register Sign in Wishlist
Academic

Unlocking potential with the best learning and research solutions
Look Inside Stochastic Processes

Stochastic Processes
Theory for Applications

$108.00 USD

  • Date Published: No date available
  • availability: This ISBN is for an eBook version which is distributed on our behalf by a third party.
  • format: Adobe eBook Reader
  • isbn: 9781107440418

    • Find out more about Cambridge eBooks

$ 108.00 USD
Adobe eBook Reader

You will be taken to ebooks.com for this purchase
Buy eBook Add to wishlist

Other available formats:
Hardback

Looking for an inspection copy?

This title is not currently available on inspection

Description
Product filter button
Description
Contents
Resources
Courses
About the Authors

  • 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.

    • Requires a minimum of mathematical prerequisites beyond probability theory, and introduces new topics as needed
    • Strongly geared towards the real-world application of the theory, without sacrificing either mathematical understanding or everyday practicality
    • Relevant to a broad range of applications within engineering, operations research, physics, economics, biology and finance
    Read more

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity

    ×

    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?

    ×

    Product details

    • format: Adobe eBook Reader
    • isbn: 9781107440418
    • contains: 125 b/w illus. 305 exercises
    • availability: This ISBN is for an eBook version which is distributed on our behalf by a third party.

  • Table of Contents

    1. Introduction and review of probability
    2. Poisson processes
    3. Gaussian random vectors and processes
    4. Finite-state Markov chains
    5. Renewal processes
    6. Countable-state Markov chains
    7. Markov processes with countable state spaces
    8. Detection, decisions, and hypothesis testing
    9. Random walks, large deviations, and martingales
    10. Estimation.

    Look Inside

  • Author

    Robert G. Gallager, Massachusetts Institute of Technology
    Robert G. Gallager is a Professor Emeritus at the Massachusetts Institute of Technology and one of the world's leading information theorists. He is a Fellow of the US National Academy of Engineering, the US National Academy of Sciences, and his numerous awards and honours include the IEEE Medal of Honour (1990) and the Marconi Prize (2003). He was awarded the MIT Graduate Student Teaching Award in 1993, and this book is based on his 20 years of experience of teaching this subject to students.

This title is available for institutional purchase via Cambridge Core

Related Books

  • Random Processes for Engineers

    Random Processes for Engineers
  • The Theory of Probability

    The Theory of Probability

    Explorations and Applications
  • Probability, Random Processes, and Statistical Analysis

    Probability, Random Processes, and Statistical Analysis

    Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance
  • An Introduction to Statistical Signal Processing

    An Introduction to Statistical Signal Processing

related journals

also by this author

  • Principles of Digital Communication

    Principles of Digital Communication

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×
warning icon

Turn stock notifications on?

You must be signed in to your Cambridge account to turn product stock notifications on or off.

Sign in Create a Cambridge account arrow icon
×

Save 20% off on your next online purchase with Cambridge Alerts

Receive email alerts on new books, offers and news...

Subscribe

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.

Cancel

Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

×
Please fill in the required fields in your feedback submission.
×