Stochastic Processes: Theory for Applications
Author:   Robert G. Gallager (Massachusetts Institute of Technology)
Publisher:   Cambridge University Press
ISBN:  

9781107039759


Pages:   553
Publication Date:   12 December 2013
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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Stochastic Processes: Theory for Applications


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Author:   Robert G. Gallager (Massachusetts Institute of Technology)
Publisher:   Cambridge University Press
Imprint:   Cambridge University Press
Dimensions:   Width: 18.10cm , Height: 3.10cm , Length: 25.30cm
Weight:   1.200kg
ISBN:  

9781107039759


ISBN 10:   1107039754
Pages:   553
Publication Date:   12 December 2013
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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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Author Information

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.

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