Probability And Random Processes

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Probability And Random Processes
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Author : Geoffrey Grimmett
language : en
Publisher: Oxford University Press
Release Date : 2001-05-31
Probability And Random Processes written by Geoffrey Grimmett and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-05-31 with Mathematics categories.
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 And Random Processes
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Author : Geoffrey Grimmett
language : en
Publisher:
Release Date : 2020
Probability And Random Processes written by Geoffrey Grimmett and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020 with Mathematics categories.
Probability is a core topic in science and life. This successful self-contained volume leads the reader from the foundations of probability theory and random processes to advanced topics and it presents a mathematical treatment with many applications to real-life situations.
Theory Of Probability And Random Processes
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Author : Leonid Koralov
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-08-10
Theory Of Probability And Random Processes written by Leonid Koralov 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 2007-08-10 with Mathematics categories.
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.
Probability Random Variables And Random Processes
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Author : John J. Shynk
language : en
Publisher: John Wiley & Sons
Release Date : 2012-10-15
Probability Random Variables And Random Processes written by John J. Shynk and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-10-15 with Computers categories.
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
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Author : Scott L. Miller
language : en
Publisher: Academic Press
Release Date : 2004-09-23
Probability And Random Processes written by Scott L. 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 2004-09-23 with Computers categories.
Publisher Description
An Introduction To Applied Probability And Random Processes
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Author : John Bowman Thomas
language : en
Publisher:
Release Date : 1971
An Introduction To Applied Probability And Random Processes written by John Bowman Thomas and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1971 with Mathematics categories.
Probability And Random Processes
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Author : Wilbur B. Davenport
language : en
Publisher:
Release Date : 1970
Probability And Random Processes written by Wilbur B. Davenport and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Mathematics categories.
Probability Statistics And Stochastic Processes
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Author : Peter Olofsson
language : en
Publisher: John Wiley & Sons
Release Date : 2011-07-20
Probability Statistics And Stochastic Processes written by Peter Olofsson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-07-20 with Mathematics categories.
A mathematical and intuitive approach to probability, statistics, and stochastic processes This textbook provides a unique, balanced approach to probability, statistics, and stochastic processes. Readers gain a solid foundation in all three fields that serves as a stepping stone to more advanced investigations into each area. This text combines a rigorous, calculus-based development of theory with a more intuitive approach that appeals to readers' sense of reason and logic, an approach developed through the author's many years of classroom experience. The text begins with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions. The next two chapters introduce limit theorems and simulation. Also included is a chapter on statistical inference with a section on Bayesian statistics, which is an important, though often neglected, topic for undergraduate-level texts. Markov chains in discrete and continuous time are also discussed within the book. More than 400 examples are interspersed throughout the text to help illustrate concepts and theory and to assist the reader in developing an intuitive sense of the subject. Readers will find many of the examples to be both entertaining and thought provoking. This is also true for the carefully selected problems that appear at the end of each chapter. This book is an excellent text for upper-level undergraduate courses. While many texts treat probability theory and statistical inference or probability theory and stochastic processes, this text enables students to become proficient in all three of these essential topics. For students in science and engineering who may take only one course in probability theory, mastering all three areas will better prepare them to collect, analyze, and characterize data in their chosen fields.
Probability And Random Processes For Electrical And Computer Engineers
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Author : Charles Therrien
language : en
Publisher: CRC Press
Release Date : 2018-09-03
Probability And Random Processes For Electrical And Computer Engineers written by Charles Therrien and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-03 with Computers categories.
With updates and enhancements to the incredibly successful first edition, Probability and Random Processes for Electrical and Computer Engineers, Second Edition retains the best aspects of the original but offers an even more potent introduction to probability and random variables and processes. Written in a clear, concise style that illustrates the subject’s relevance to a wide range of areas in engineering and physical and computer sciences, this text is organized into two parts. The first focuses on the probability model, random variables and transformations, and inequalities and limit theorems. The second deals with several types of random processes and queuing theory. New or Updated for the Second Edition: A short new chapter on random vectors that adds some advanced new material and supports topics associated with discrete random processes Reorganized chapters that further clarify topics such as random processes (including Markov and Poisson) and analysis in the time and frequency domain A large collection of new MATLAB®-based problems and computer projects/assignments Each Chapter Contains at Least Two Computer Assignments Maintaining the simplified, intuitive style that proved effective the first time, this edition integrates corrections and improvements based on feedback from students and teachers. Focused on strengthening the reader’s grasp of underlying mathematical concepts, the book combines an abundance of practical applications, examples, and other tools to simplify unnecessarily difficult solutions to varying engineering problems in communications, signal processing, networks, and associated fields.
Probability Random Variables And Stochastic Processes
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Author : Athanasios Papoulis
language : en
Publisher: McGraw-Hill Science, Engineering & Mathematics
Release Date : 1991
Probability Random Variables And Stochastic Processes written by Athanasios Papoulis and has been published by McGraw-Hill Science, Engineering & Mathematics this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Mathematics categories.
The Third Edition emphasizes a concentrated revision of Parts II & III (leaving Part I virtually intact). The later sections show greater elaboration of the basic concepts of stochastic processes, typical sequences of random variables, and a greater emphasis on realistic methods of spectral estimation and analysis. There are problems, exercises, and applications throughout. Aimed at senior/graduate students in electrical engineering, math, and physics departments.