【2014新书】随机过程及其应用

超级爆，MIT随机过程大牛2014年巨献，值得拥有

Stochastic Processes: Theory for Applications by Robert G. Gallager
English | 2014 | ISBN: 1107039754 | 553 pages | PDF | 6 MB

【作者简介】
作者Robert G. Gallager为麻省理工学院荣退教授，他是一位世界著名的随机过程、信息论大牛。此书是基于他20多年教学经验与讲义，是学习随机过程同学不可多得的教材。

【教材简介】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.

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普林斯顿大学大牛巨献，入选福布斯2013年度十大好书、金融时报/高盛2013年度好书长名单