Description

Book Synopsis
This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.

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.

Stochastic Processes

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    A Hardback by Robert G. Gallager

    15 in stock


      View other formats and editions of Stochastic Processes by Robert G. Gallager

      Publisher: Cambridge University Press
      Publication Date: 12/12/2013 12:00:00 AM
      ISBN13: 9781107039759, 978-1107039759
      ISBN10: 1107039754
      Also in:
      Econometrics and economic statistics Probability and statistics

      Description

      Book Synopsis
      This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.

      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.

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