Stochastic Processes: Theory for Applications (Hardcover)

Robert G. Gallager

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商品描述

This definitive textbook provides a solid introduction to discrete and continuous stochastic processes, tackling a complex field in a way that instils a deep understanding of the relevant mathematical principles, and develops an intuitive grasp of the way these principles can be applied to modelling real-world systems. It includes a careful review of elementary probability and detailed coverage of Poisson, Gaussian and Markov processes with richly varied queuing applications. The theory and applications of inference, hypothesis testing, estimation, random walks, large deviations, martingales and investments are developed. Written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching and enriched by over 300 exercises, this is an exceptional resource for anyone looking to develop their understanding of stochastic processes.

商品描述(中文翻譯)

這本權威教科書提供了對離散和連續隨機過程的扎實介紹,以一種能夠深入理解相關數學原理並發展對這些原理應用於建模現實世界系統的直觀理解的方式來處理這個複雜領域。它包括對基本概率的仔細回顧,以及對泊松、高斯和馬爾可夫過程的詳細涵蓋,並具有豐富多樣的排隊應用。本書還發展了推斷、假設檢驗、估計、隨機遊走、大偏差、鞅和投資的理論和應用。這本書是世界領先的信息理論家之一撰寫的,經過二十多年的研究生課堂教學和超過300個練習的豐富內容,對於任何希望深入了解隨機過程的人來說,這是一個非常出色的資源。