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 --