Stochastic Processes: Theory for Applications
Description:
The textbook develops probability models for systems evolving over time, from Bernoulli and Poisson arrivals to Gaussian signals and Markov chains. It applies renewal theory, queueing, detection, estimation, random walks, large deviations, and martingales to engineering and operations research.
Key Topics
- Poisson arrivals
- Gaussian processes
- Markov chains
- Renewal processes
- Queueing theory
Author: Robert G. Gallager
Resource Type:
Open Textbooks
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9 MB
Stochastic Processes: Theory for Applications
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Spring
2011
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