Stochastic processes : theory for applications

By:

Gallager, Robert G

Material type: Text

9781316609033

Subject(s):

Stochastic processes -- Textbooks

DDC classification:

519.23 GAL-S

Summary: "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"--Summary: "Basic underlying principles and axioms are made clear from the start, and new topics are developed as needed, encouraging and enabling students to develop an instinctive grasp of the fundamentals. Mathematical proofs are made easy for students to understand and remember, helping them quickly learn how to choose and apply the best possible models to real-world situations"--

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds	Course reserves
Reference	IIITD Reference	Mathematics	REF 519.23 GAL-S (Browse shelf(Opens below))	Not for loan		009085		Stochastic Processes and Applicaitions UG, PG MNS24
Highly Demanded Book	IIITD General Stacks	Mathematics	519.23 GAL-S (Browse shelf(Opens below))	Checked out	23/09/2024	006407

Total holds: 0

Includes bibliographical references (pages 528-529) and index.

"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"--

"Basic underlying principles and axioms are made clear from the start, and new topics are developed as needed, encouraging and enabling students to develop an instinctive grasp of the fundamentals. Mathematical proofs are made easy for students to understand and remember, helping them quickly learn how to choose and apply the best possible models to real-world situations"--

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