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Cambridge University Press Stochastic Processes: Theory for Applications

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£65.48 £61.09 £62.05 £63.01 £63.96 £64.92 £65.88 25 April 2026 08 May 2026 21 May 2026 03 June 2026 17 June 2026

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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, 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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
12 December 2013
Listed Since
27 January 2013

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