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Stochastic Processes: Theory for Applications 1st Edition

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ISBN-13: 978-1107039759
ISBN-10: 1107039754
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Editorial Reviews

Book Description

This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world's leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.

About the Author

Robert G. Gallager is a Professor Emeritus at the Massachusetts Institute of Technology and one of the world's leading information theorists. He is a Fellow of the US National Academy of Engineering, the US National Academy of Sciences, and his numerous awards and honours include the IEEE Medal of Honour (1990) and the Marconi Prize (2003). He was awarded the MIT Graduate Student Teaching Award in 1993, and this book is based on his 20 years of experience of teaching this subject to students.
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Product Details

  • Hardcover: 553 pages
  • Publisher: Cambridge University Press; 1 edition (February 17, 2014)
  • Language: English
  • ISBN-10: 1107039754
  • ISBN-13: 978-1107039759
  • Product Dimensions: 6.8 x 1.2 x 9.7 inches
  • Shipping Weight: 2.7 pounds (View shipping rates and policies)
  • Average Customer Review: 5.0 out of 5 stars  See all reviews (2 customer reviews)
  • Amazon Best Sellers Rank: #391,425 in Books (See Top 100 in Books)

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7 of 9 people found the following review helpful By The Twin on June 13, 2014
Format: Hardcover
Stochastic Processes: Theory for Applications is very well written and does an excellent job of bridging the gap between intuition and mathematical rigorousness at the first-year graduate engineering school level. The book is a combination of the material from two MIT courses: (6.262) Discrete Stochastic Process and (6.432) Stochastic Processes, Detection, and Estimation. Because of this, the book shares much in common with Prof. Gallager's previous textbook: Discrete Stochastic Processes (ISBN-13: 978-0792395836 published 1995). I would not recommend to those interested only in this sub-topic - and who already own DSP - to purchase this new textbook as not much new will be gained. Nevertheless, the new inductee into the stochastic process world will be well served by this excellent update.
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0 of 2 people found the following review helpful By Roger Guzman on April 2, 2015
Format: Hardcover Verified Purchase
Great book!!
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