Stochastic Processes Theory for Applications

ISBN-10: 1107039754

ISBN-13: 9781107039759

Edition: 2013

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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 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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Book details

List price: $59.99
Copyright year: 2013
Publisher: Cambridge University Press
Publication date: 12/12/2013
Binding: Hardcover
Pages: 553
Size: 6.75" wide x 9.75" long x 1.05" tall
Weight: 1.650
Language: English

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