Probability, Random Variables and Stochastic Processes

✍ Scribed by Athanasios Papoulis, S. Unnikrishna Pillai

• Publisher: McGraw-Hill Europe
• Year: 2002
• Tongue: English
• Leaves: 865
• Edition: 4
• Category: Library

✦ Synopsis

The fourth edition of "Probability, Random Variables and Stochastic Processes" has been updated significantly from the previous edition, and it now includes co-author S. Unnikrishna Pillai of Polytechnic University. The book is intended for a senior/graduate level course in probability and is aimed at students in electrical engineering, math, and physics departments. The authors' approach is to develop the subject of probability theory and stochastic processes as a deductive discipline and to illustrate the theory with basic applications of engineering interest. Approximately 1/3 of the text is new material - this material maintains the style and spirit of previous editions. In order to bridge the gap between concepts and applications, a number of additional examples have been added for further clarity, as well as several new topics.

✦ Table of Contents

Title Page
CONTENTS
Preface
PART I: PROBABILITY AND RANDOM VARIABLES
1. THE MEANING OF PROBABILITY
2. THE AXIOMS OF PROBABILITY
3. REPEATED TRIALS
4. THE CONCEPT OF A RANDOM VARlABLE
5. FUNCTIONS OF ONE RANDOM VARIABLE
6. TWO RANDOM VARIABLES
7. SEQUENCES OF RANDOM VARIABLES
8. STATISTICS
PART II: STOCHASTIC PROCESSES
9. GENERAL CONCEPTS
10. RANDOM WALKS AND OTHER APPLICATIONS
11. SPECTRAL REPRESENTATION
12. SPECTRUM ESTIMATION
13. MEANS QUARE ESTIMATION
14. ENTROPY
15. MARKOV CHAINS
16. MARKOV PROCESSES AND QUEUEING THEORY
Bibliography
INDEX
Tables from inside front and rear cover