Professor Robert G. Gallager

Class Notes

 

Excerpts from  STOCHASTIC PROCESSES: THEORY FOR APPLICATIONS (12/2/2013)

These excerpts are draft versions of the first three chapters of a book by this title

just published by Cambridge Press.  They are intended for use in the next few

weeks until the book is generally available. The new book completely revises and

extends `Discrete Stochastic Processes' (1996). It also adds chapters on Gaussian

processes, detection, hypothesis testing, and estimation

    1. Table of contents, introduction, and review of probability
    2. Poisson processes
    3. Gaussian random vectors and processes

NOTES ON INFORMATION THEORY

These notes were written for an information theory course at MIT in 1992

but are not edited carefully.

    1. Variable to Fixed Length Source Coding - Tunstall Codes (1992)
    2. Variable to Fixed Length Adaptive Source Coding - Lempel-Ziv Coding (1992)
    3. Lempel-Ziv Sliding Window Universal Compression (Revised 1994)
    4. Arithmetic Coding (1992)
    5. The Arimoto Blahut Algorithm for finding Channel Capacity (revised 1994)
    6. Fixed Composition Arguments and Lower Bounds to Error Probability (1992)
    7. A Random Coding Bound on Fixed Composition Codes (1992)
    8. Galois Fields (1992)
 

NOTES ON RANDOM PROCESSES

These earlier notes have been revised and edited and are now included in the

new book,`Stochastic Processes: Theory for Applications.'