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Probability, Random Variables and Stochastic Processes

Probability, Random Variables and Stochastic Processes

Autorzy
Wydawnictwo McGraw-Hill Education - Europe
Data wydania 16/12/2001
Wydanie Czwarte
Liczba stron 704
Forma publikacji książka w miękkiej oprawie
Poziom zaawansowania Dla szkół wyższych i kształcenia podyplomowego
ISBN 9780071122566
Kategorie Prawdopodobieństwo i statystyka, Stochastyka, Matematyka i naukowcy, Matematyka dla inżynierów
356.74 PLN (z VAT)
$99.46 / €83.55 / £73.49 /
Produkt na zamówienie
Przesyłka w 3-4 tygodnie
Ilość
Do schowka

Opis książki

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.

Probability, Random Variables and Stochastic Processes

Spis treści

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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