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Probability, Random Processes, and Ergodic Properties

(Autor)

Buch | Hardcover
322 Seiten
2009 | 2nd ed. 2009
Springer-Verlag New York Inc.
978-1-4419-1089-9 (ISBN)

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Probability, Random Processes, and Ergodic Properties - Robert M. Gray
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In this new edition of this classic text, much of the material has been rearranged and revised for pedagogical reasons. Many classic inequalities and proofs are now incorporated into the text, and many citations have been added.
Probability, Random Processes, and Ergodic Properties is for mathematically inclined information/communication theorists and people working in signal processing. It will also interest those working with random or stochastic processes, including mathematicians, statisticians, and economists.


Highlights:


Complete tour of book and guidelines for use given in Introduction, so readers can see at a glance the topics of interest.


Structures mathematics for an engineering audience, with emphasis on engineering applications.


New in the Second Edition:


Much of the material has been rearranged and revised for pedagogical reasons.


The original first chapter has been split in order to allow a more thorough treatment of basic probability before tackling random processes and dynamical systems.


The final chapter has been broken into two pieces to provide separate emphasis on process metrics and the ergodic decomposition of affine functionals.


Many classic inequalities are now incorporated into the text, along with proofs; and many citations have been added.

Probability Spaces.- Random Processes and Dynamical Systems.- Standard Alphabets.- Standard Borel Spaces.- Averages.- Conditional Probability and Expectation.- Ergodic Properties.- Ergodic Theorems.- Process Approximation and Metrics.- The Ergodic Decomposition.

Erscheint lt. Verlag 7.8.2009
Zusatzinfo XXXV, 322 p.
Verlagsort New York, NY
Sprache englisch
Maße 155 x 235 mm
Themenwelt Informatik Theorie / Studium Kryptologie
Mathematik / Informatik Mathematik Analysis
Mathematik / Informatik Mathematik Angewandte Mathematik
Technik Elektrotechnik / Energietechnik
Technik Nachrichtentechnik
ISBN-10 1-4419-1089-1 / 1441910891
ISBN-13 978-1-4419-1089-9 / 9781441910899
Zustand Neuware
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