Stochastic processes: theory for applications. /
Gallager Robert G.
Stochastic processes: theory for applications. / Robert G. Gallager. - London: Cambridge University Press, 2013. - xx, 536 p.: ill.;
Includes references (528-529 p) and index.
Contents: Introduction and review of probability -- Poisson processes -- Gaussian random vectors and processes -- Finite-state markov chains -- Renewal processes -- Countable-state markov chains -- Makov processes with countable-state spaces -- Detection, decisions, and hypothesis testing -- Random walks, large deviation, and martingales -- Estimation --
9781107039759 (hbk.)
2013005146
--Stochastic processes - Textbooks
QA274.G34
Stochastic processes: theory for applications. / Robert G. Gallager. - London: Cambridge University Press, 2013. - xx, 536 p.: ill.;
Includes references (528-529 p) and index.
Contents: Introduction and review of probability -- Poisson processes -- Gaussian random vectors and processes -- Finite-state markov chains -- Renewal processes -- Countable-state markov chains -- Makov processes with countable-state spaces -- Detection, decisions, and hypothesis testing -- Random walks, large deviation, and martingales -- Estimation --
9781107039759 (hbk.)
2013005146
--Stochastic processes - Textbooks
QA274.G34