Stochastic processes : theory for applications / Robert G. Gallager
Material type:
TextPublication details: Cambridge : Cambridge University Press, 2013Description: xx, 536 p : ill. ; 25 cmISBN: - 9781107039759 (hbk.)
- 1107039754 (hbk.)
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
Open Shelf
|
UMPLIB PEKAN | QA274 .G35 2013 (Browse shelf(Opens below)) | 1 | Available | 0000086745 |
Includes bibliographical references and index
Machine generated contents note: 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