Theory Of Probability And Random Processes

Author: Leonid Koralov
Publisher: Springer Science & Business Media
ISBN: 9783540688297
Size: 19.51 MB
Format: PDF
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A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.

Theory Of Probability And Random Processes

Author: Leonid Koralov
Publisher: Springer Science & Business Media
ISBN: 9783540254843
Size: 15.30 MB
Format: PDF
View: 61

The core of this book is a one-year course in probability theory and the theory of random processes, taught at Princeton University. The book provides a comprehensive exposition of classical probability theory and the theory of random processes.

Probability And Random Processes

Author: Venkatarama Krishnan
Publisher: John Wiley & Sons
ISBN: 9781119011910
Size: 18.40 MB
Format: PDF, ePub, Mobi
View: 90

The second edition enhanced with new chapters, figures, and appendices to cover the new developments in applied mathematical functions This book examines the topics of applied mathematical functions to problems that engineers and researchers solve daily in the course of their work. The text covers set theory, combinatorics, random variables, discrete and continuous probability, distribution functions, convergence of random variables, computer generation of random variates, random processes and stationarity concepts with associated autocovariance and cross covariance functions, estimation theory and Wiener and Kalman filtering ending with two applications of probabilistic methods. Probability tables with nine decimal place accuracy and graphical Fourier transform tables are included for quick reference. The author facilitates understanding of probability concepts for both students and practitioners by presenting over 450 carefully detailed figures and illustrations, and over 350 examples with every step explained clearly and some with multiple solutions. Additional features of the second edition of Probability and Random Processes are: Updated chapters with new sections on Newton-Pepys’ problem; Pearson, Spearman, and Kendal correlation coefficients; adaptive estimation techniques; birth and death processes; and renewal processes with generalizations A new chapter on Probability Modeling in Teletraffic Engineering written by Kavitha Chandra An eighth appendix examining the computation of the roots of discrete probability-generating functions With new material on theory and applications of probability, Probability and Random Processes, Second Edition is a thorough and comprehensive reference for commonly occurring problems in probabilistic methods and their applications.

Probability Random Variables And Random Processes

Author: John J. Shynk
Publisher: John Wiley & Sons
ISBN: 9781118393956
Size: 19.56 MB
Format: PDF
View: 90

Probability, Random Variables, and Random Processes is a comprehensive textbook on probability theory for engineers that provides a more rigorous mathematical framework than is usually encountered in undergraduate courses. It is intended for first-year graduate students who have some familiarity with probability and random variables, though not necessarily of random processes and systems that operate on random signals. It is also appropriate for advanced undergraduate students who have a strong mathematical background. The book has the following features: Several appendices include related material on integration, important inequalities and identities, frequency-domain transforms, and linear algebra. These topics have been included so that the book is relatively self-contained. One appendix contains an extensive summary of 33 random variables and their properties such as moments, characteristic functions, and entropy. Unlike most books on probability, numerous figures have been included to clarify and expand upon important points. Over 600 illustrations and MATLAB plots have been designed to reinforce the material and illustrate the various characterizations and properties of random quantities. Sufficient statistics are covered in detail, as is their connection to parameter estimation techniques. These include classical Bayesian estimation and several optimality criteria: mean-square error, mean-absolute error, maximum likelihood, method of moments, and least squares. The last four chapters provide an introduction to several topics usually studied in subsequent engineering courses: communication systems and information theory; optimal filtering (Wiener and Kalman); adaptive filtering (FIR and IIR); and antenna beamforming, channel equalization, and direction finding. This material is available electronically at the companion website. Probability, Random Variables, and Random Processes is the only textbook on probability for engineers that includes relevant background material, provides extensive summaries of key results, and extends various statistical techniques to a range of applications in signal processing.

Probability And Random Processes

Author: Geoffrey Grimmett
Publisher: Oxford University Press
ISBN: 0198572220
Size: 14.62 MB
Format: PDF, Kindle
View: 30

This textbook provides a wide-ranging and entertaining indroduction to probability and random processes and many of their practical applications. It includes many exercises and problems with solutions.

Probability Theory And Random Processes

Author: P Ramesh Babu
Publisher: McGraw-Hill Education
ISBN: 9789332902909
Size: 11.93 MB
Format: PDF, Kindle
View: 63

ÿDesigned for the undergraduate students of engineering, this book aims to introduce the reader to the world of random signals and their analyses ? both of which are extremely crucial to the everyday life as well as professional capacity of the computer science and communication engineers. Probability Theory and Random Processes helps model and analyse random signals and their impact on system performances through a problem solving approach. In a highly pedagogical manner, the text carefully navigates through randomness of signal behaviour, thus helping the student grasp the content easily Salient Features : ? Pedagogy designed on examination patterns! o Solved Examples: 809!! o Practice Problems: 247 o Exercise Problems: 255 o Review Questions: 295 o MCQs: 211 o Diagrams: 216 ? Mathematical models explained following step-by-step approach ? Application based problems discussed aplenty