Probability, Random Processes, and Ergodic Properties
ISBN-13:
9781489983312
ISBN-10:
1489983317
Edition:
2nd ed. 2009
Author:
Robert M. Gray
Publication date:
2014
Publisher:
Springer
Format:
Paperback
357 pages
FREE US shipping
Book details
ISBN-13:
9781489983312
ISBN-10:
1489983317
Edition:
2nd ed. 2009
Author:
Robert M. Gray
Publication date:
2014
Publisher:
Springer
Format:
Paperback
357 pages
Summary
Probability, Random Processes, and Ergodic Properties (ISBN-13: 9781489983312 and ISBN-10: 1489983317), written by authors
Robert M. Gray, was published by Springer in 2014.
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Description
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.
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