CiNii 図書 - Probability, random variables, and stochastic processes

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.

Part 1 Probability and Random Variables1 The Meaning of Probability2 The Axioms of Probability3 Repeated Trials4 The Concept of a Random Variable5 Functions of One Random Variable6 Two Random Variables7 Sequences of Random Variables8 StatisticsPart 2 Stochastic Processes9 General Concepts10 Random Walk and Other Applications11 Spectral Representation12 Spectral Estimation13 Mean Square Estimation14 Entropy15 Markov Chains16 Markov Processes and Queueing Theory

巻冊次: ISBN 9780072817256

内容説明

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.

Part 1 Probability and Random Variables1 The Meaning of Probability2 The Axioms of Probability3 Repeated Trials4 The Concept of a Random Variable5 Functions of One Random Variable6 Two Random Variables7 Sequences of Random Variables8 StatisticsPart 2 Stochastic Processes9 General Concepts10 Random Walk and Other Applications11 Spectral Representation12 Spectral Estimation13 Mean Square Estimation14 Entropy15 Markov Chains16 Markov Processes and Queueing Theory

巻冊次: ISBN 9780073660110

内容説明

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.

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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Probability, random variables, and stochastic processes

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