Gallager, Robert G.

Stochastic processes : theory for applications / Robert G. Gallager - Cambridge : Cambridge University Press, 2013 - xx, 536 p : ill. ; 25 cm.

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

9781107039759 (hbk.) 1107039754 (hbk.)


Stochastic processes--Textbooks