Probability and Random Processes / Edition 1

Probability and Random Processes / Edition 1

by Venkatarama Krishnan
     
 

ISBN-10: 0471703540

ISBN-13: 9780471703549

Pub. Date: 07/11/2006

Publisher: Wiley

A resource for probability AND random processes, with hundreds of worked examples and probability and Fourier transform tables

This survival guide in probability and random processes eliminates the need to pore through several resources to find a certain formula or table. It offers a compendium of most distribution functions used by communication engineers

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Overview

A resource for probability AND random processes, with hundreds of worked examples and probability and Fourier transform tables

This survival guide in probability and random processes eliminates the need to pore through several resources to find a certain formula or table. It offers a compendium of most distribution functions used by communication engineers, queuing theory specialists, signal processing engineers, biomedical engineers, physicists, and students.

Key topics covered include:

  • Random variables and most of their frequently used discrete and continuous probability distribution functions
  • Moments, transformations, and convergences of random variables
  • Characteristic, generating, and moment-generating functions
  • Computer generation of random variates
  • Estimation theory and the associated orthogonality principle
  • Linear vector spaces and matrix theory with vector and matrix differentiation concepts
  • Vector random variables
  • Random processes and stationarity concepts
  • Extensive classification of random processes
  • Random processes through linear systems and the associated Wiener and Kalman filters
  • Application of probability in single photon emission tomography (SPECT)

More than 400 figures drawn to scale assist readers in understanding and applying theory. Many of these figures accompany the more than 300 examples given to help readers visualize how to solve the problem at hand. In many instances, worked examples are solved with more than one approach to illustrate how different probability methodologies can work for the same problem.

Several probability tables with accuracy up to nine decimal places are provided in the appendices for quick reference. A special feature is the graphical presentation of the commonly occurring Fourier transforms, where both time and frequency functions are drawn to scale.

This book is of particular value to undergraduate and graduate students in electrical, computer, and civil engineering, as well as students in physics and applied mathematics. Engineers, computer scientists, biostatisticians, and researchers in communications will also benefit from having a single resource to address most issues in probability and random processes.

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Product Details

ISBN-13:
9780471703549
Publisher:
Wiley
Publication date:
07/11/2006
Series:
Wiley Survival Guides in Engineering and Science Series, #3
Edition description:
New Edition
Pages:
723
Product dimensions:
7.24(w) x 10.02(h) x 1.61(d)

Table of Contents

Ch. 1Sets, fields, and events1
Ch. 2Probability space and axioms10
Ch. 3Basic combinatorics25
Ch. 4Discrete distributions37
Ch. 5Random variables64
Ch. 6Continuous random variables and basic distributions79
Ch. 7Other continuous distributions95
Ch. 8Conditional densities and distributions122
Ch. 9Joint densities and distributions135
Ch. 10Moments and conditional moments146
Ch. 11Characteristic functions and generating functions155
Ch. 12Functions of a single random variable173
Ch. 13Functions of multiple random variables206
Ch. 14Inequalities, convergences, and limit theorems241
Ch. 15Computer methods for generating random variates264
Ch. 16Elements of matrix algebra284
Ch. 17Random vectors and mean-square estimation311
Ch. 18Estimation theory340
Ch. 19Random processes406
Ch. 20Classification of random processes490
Ch. 21Random processes and linear systems574
Ch. 22Weiner and Kalman filters625
Ch. 23Probabilistic methods in transmission tomography666
App. AA Fourier transform tables683
App. BCumulative Gaussian tables687
App. CInverse cumulative Gaussian tables692
App. DInverse chi-square tables694
App. EInverse student-t tables701
App. FCumulative Poisson distribution704
App. GCumulative binomial distribution708

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