Probability, Random Variables and Stochastic Processes

✍ Scribed by Athanasios Papoulis, S. Unnikrishna Pillai

• Publisher: McGraw-Hill Europe
• Year: 2002
• Tongue: English
• Leaves: 861
• Edition: 4th
• 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......Page 1
CONTENTS......Page 3
Preface......Page 7
PART I: PROBABILITY AND RANDOM VARIABLES......Page 11
1. THE MEANING OF PROBABILITY......Page 13
2. THE AXIOMS OF PROBABILITY......Page 25
3. REPEATED TRIALS......Page 56
4. THE CONCEPT OF A RANDOM VARlABLE......Page 82
5. FUNCTIONS OF ONE RANDOM VARIABLE......Page 133
6. TWO RANDOM VARIABLES......Page 179
7. SEQUENCES OF RANDOM VARIABLES......Page 253
8. STATISTICS......Page 313
PART II: STOCHASTIC PROCESSES......Page 381
9. GENERAL CONCEPTS......Page 383
10. RANDOM WALKS AND OTHER APPLICATIONS......Page 446
11. SPECTRAL REPRESENTATION......Page 510
12. SPECTRUM ESTIMATION......Page 534
13. MEANS QUARE ESTIMATION......Page 591
14. ENTROPY......Page 640
15. MARKOV CHAINS......Page 706
16. MARKOV PROCESSES AND QUEUEING THEORY......Page 784
INDEX......Page 846