Introduction To Random Processes
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Introduction To Random Processes
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Author : E. Wong
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Introduction To Random Processes written by E. Wong and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
Introduction To Random Processes
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Author : William A. Gardner
language : en
Publisher:
Release Date : 1986
Introduction To Random Processes written by William A. Gardner and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Signal processing categories.
Introduction To Random Processes
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Author : Yurii A. Rozanov
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Introduction To Random Processes written by Yurii A. Rozanov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Today, the theory of random processes represents a large field of mathematics with many different branches, and the task of choosing topics for a brief introduction to this theory is far from being simple. This introduction to the theory of random processes uses mathematical models that are simple, but have some importance for applications. We consider different processes, whose development in time depends on some random factors. The fundamental problem can be briefly circumscribed in the following way: given some relatively simple characteristics of a process, compute the probability of another event which may be very complicated; or estimate a random variable which is related to the behaviour of the process. The models that we consider are chosen in such a way that it is possible to discuss the different methods of the theory of random processes by referring to these models. The book starts with a treatment of homogeneous Markov processes with a countable number of states. The main topic is the ergodic theorem, the method of Kolmogorov's differential equations (Secs. 1-4) and the Brownian motion process, the connecting link being the transition from Kolmogorov's differential-difference equations for random walk to a limit diffusion equation (Sec. 5).
Introduction To Random Processes
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Author : Eugene Wong
language : en
Publisher:
Release Date : 1985
Introduction To Random Processes written by Eugene Wong and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with Stochastic processes categories.
Introduction To Random Processes
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Author : E. Thomas J. B. Wong
language : en
Publisher:
Release Date : 2014-01-15
Introduction To Random Processes written by E. Thomas J. B. Wong and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.
Introduction To Stochastic Processes
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Author : Erhan Cinlar
language : en
Publisher: Courier Corporation
Release Date : 2013-02-01
Introduction To Stochastic Processes written by Erhan Cinlar and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-01 with Mathematics categories.
This clear presentation of themost fundamental models ofrandom phenomena employsmethods that recognize computerrelatedaspects of theory. Topicsinclude probability spaces andrandom variables, expectationsand independence, Bernoulliprocesses and sums of independentrandom variables, Poisson processes, Markov chainsand processes, and renewal theory. Assuming only a backgroundin calculus, this outstanding text includes an introductionto basic stochastic processes.Reprint of the Prentice-Hall Publishers, Englewood Cliffs,New Jersey, 1975 edition.
Introduction To The Theory Of Random Processes
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Author : Iosif Il?ich Gikhman
language : en
Publisher: Courier Corporation
Release Date : 1996-01-01
Introduction To The Theory Of Random Processes written by Iosif Il?ich Gikhman and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-01-01 with Mathematics categories.
Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.
Introduction To Probability Statistics And Random Processes
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Author : Hossein Pishro-Nik
language : en
Publisher:
Release Date : 2014-08-15
Introduction To Probability Statistics And Random Processes written by Hossein Pishro-Nik and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-15 with Probabilities categories.
The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.
Probability And Random Processes
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Author : Scott Miller
language : en
Publisher: Academic Press
Release Date : 2012-01-11
Probability And Random Processes written by Scott Miller and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-11 with Mathematics categories.
Miller and Childers have focused on creating a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course. It is aimed at graduate students as well as practicing engineers, and includes unique chapters on narrowband random processes and simulation techniques. The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Probability and Random Processes also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields. * Exceptional exposition and numerous worked out problems make the book extremely readable and accessible * The authors connect the applications discussed in class to the textbook * The new edition contains more real world signal processing and communications applications * Includes an entire chapter devoted to simulation techniques.
Introduction To Stochastic Processes
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Author : Mu-fa Chen
language : en
Publisher: World Scientific
Release Date : 2021-05-25
Introduction To Stochastic Processes written by Mu-fa Chen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-05-25 with Mathematics categories.
The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts — Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and studying.In the part on Markov chains, the focus is on the ergodicity. By using the minimal nonnegative solution method, we deal with the recurrence and various types of ergodicity. This is done step by step, from finite state spaces to denumerable state spaces, and from discrete time to continuous time. The methods of proofs adopt modern techniques, such as coupling and duality methods. Some very new results are included, such as the estimate of the spectral gap. The structure and proofs in the first part are rather different from other existing textbooks on Markov chains.In the part on stochastic analysis, we cover the martingale theory and Brownian motions, the stochastic integral and stochastic differential equations with emphasis on one dimension, and the multidimensional stochastic integral and stochastic equation based on semimartingales. We introduce three important topics here: the Feynman-Kac formula, random time transform and Girsanov transform. As an essential application of the probability theory in classical mathematics, we also deal with the famous Brunn-Minkowski inequality in convex geometry.This book also features modern probability theory that is used in different fields, such as MCMC, or even deterministic areas: convex geometry and number theory. It provides a new and direct routine for students going through the classical Markov chains to the modern stochastic analysis.