Stochastic Processes

Name: Stochastic Processes
Brand: Cambridge University Press
SKU: 9781107039759
Price: 2206 CZK
Availability: InStock

Autor: Robert G Gallager

Jazyk:

Vazba: Pevná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

Odesíláme za 10-18 dnů

2 206 Kč

This definitive textbook provides a solid introduction to discrete and continuous stochastic process...

Informace o knize

Autor

Robert G Gallager

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2013

Stránek

553

EAN

9781107039759

ISBN

1107039754

Enbook ID

01338477

Vydavatel

Cambridge University Press

Hmotnost

1136

Rozměry

251 x 173 x 30

Kompletní popis

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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