Probability, Random Variables and Stochastic Processes / Edition 4

Probability, Random Variables and Stochastic Processes / Edition 4

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by Athanasios Papoulis, S Pillai, S. Unnikrishna Pillai
     
 

ISBN-10: 0073660116

ISBN-13: 9780073660110

Pub. Date: 10/25/2001

Publisher: McGraw-Hill Higher Education

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.

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Overview

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.

Product Details

ISBN-13:
9780073660110
Publisher:
McGraw-Hill Higher Education
Publication date:
10/25/2001
Edition description:
Net
Pages:
864
Product dimensions:
7.50(w) x 9.50(h) x 1.46(d)

Table of Contents

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 Moments and Conditional Distributions
8 Sequence of Random Variables
9 Statistics
Part 2 Stochastic Processes
10 General Concepts
11 Basic Applications
12 Spectral Representation
13 Spectral Estimation
14 Mean Square Estimation
15 Entropy
16 Selected Topics

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