Stochastic Processes Theory for Applications
- Textbook
Description
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,…
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Key features
- Requires a minimum of mathematical prerequisites beyond probability theory, and introduces new topics as needed
- Strongly geared towards the real-world application of the theory, without sacrificing either mathematical understanding or everyday practicality
- Relevant to a broad range of applications within engineering, operations research, physics, economics, biology and finance
About the book
- DOI https://doi.org/10.1017/CBO9781139626514
- Subjects Communications and Signal Processing,Engineering,Statistics and Probability,Statistics for Physical Sciences and Engineering
- Format: Hardback
- Publication date: 17 February 2014
- ISBN: 9781107039759
- Dimensions (mm): 247 x 174 mm
- Weight: 1.2kg
- Contains: 125 b/w illus. 305 exercises
- Page extent: 553 pages
- Availability: Available
- Format: Digital
- Publication date: 28 May 2018
- ISBN: 9781139626514
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