Stochastic processes : theory for applications /
"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 mod...
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| Formato: | Libro |
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Cambridge :
Cambridge University Press,
2013.
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| Acceso en línea: | Tapa Indice |
Tabla de Contenidos:
- 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.
