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Probability, Random Variables and Stochastic Processes

Probability, Random Variables and Stochastic Processes - 4th edition

ISBN13: 978-0073660110

Cover of Probability, Random Variables and Stochastic Processes 4TH 02 (ISBN 978-0073660110)
ISBN13: 978-0073660110
ISBN10: 0073660116
Cover type: Hardback
Edition/Copyright: 4TH 02
Publisher: McGraw-Hill Publishing Company
Published: 2002
International: No
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Probability, Random Variables and Stochastic Processes - 4TH 02 edition

ISBN13: 978-0073660110

Athanasios Papoulis and S. Unnikrishna Pillai

ISBN13: 978-0073660110
ISBN10: 0073660116
Cover type: Hardback
Edition/Copyright: 4TH 02
Publisher: McGraw-Hill Publishing Company

Published: 2002
International: No
Summary

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.

Author Bio

Papoulis, Athanasios : Polytechnic University

Pillai, S. Unnikrishna : Polytechnic University

Table of Contents

Part 1 Probability and Random Variables
1 The Meaning of Probability
2 The Axioms of Probability
3 Repeated Trials
4 The Concept of a Random Variable
5 Functions of One Random Variable
6 Two Random Variables
7 Sequences of Random Variables
8 Statistics
Part 2 Stochastic Processes
9 General Concepts
10 Random Walk and Other Applications
11 Spectral Representation
12 Spectral Estimation
13 Mean Square Estimation
14 Entropy
15 Markov Chains
16 Markov Processes and Queueing Theory

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