Probability, random variables, and stochastic processes
Intended for a senior/graduate level course in probability, this title is useful for students in electrical engineering, math, and physics departments. It aims 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.
Read More ↓Title Statements
- Full title :Probability, random variables, and stochastic processes / Athanasios Papoulis, S. Unnikrishna Pillai.
Summary
Intended for a senior/graduate level course in probability, this title is useful for students in electrical engineering, math, and physics departments. It aims 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.
Read More ↓Edition Statements
- Publication Date:©2002.
- Edition:4th ed
Publication Statements
- Publisher(s):McGraw-Hill
- Place of Publication:Boston
- Language:eng
- Publication Date:©2002.
The Physical Object
- Description:x, 852 pages : : illustrations ; : 25 cm
Edition Identifiers
- ISBN:0073660116, 9780073660110, 0071122567, 9780071122566, 0071226613, 9780071226615, 0072817259, 9780072817256
- oclc:ocm47283225
- LC Classification:QA273
- Dewey Decimal:519.2
Table of Contents
pt. 1. Probability and random variables -- The meaning of probability -- The axioms of probability -- Repeated trials -- The concept of a random variable -- Functions of one random variable -- Two random variables -- Sequences of random variables -- Statistics -- pt. 2. Stochastic processes -- General concepts -- Random walks and other applications -- Spectral representation -- Spectrum estimation -- Mean square estimation -- Entropy -- Markov chains -- Markov processes and queueing theory.
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