Table Of ContentPart 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
SynopsisThe authors' approach to the revised fourth edition of the popular text Probability, Random Variables and Stochastic Processes is to develop the subject of probability theory and stochastic processes systematically as a deductive discipline with many illustrative examples of engineering interest. The text is intended for senior/graduate level courses in probability and stochastic processes, and is aimed at students in electrical and computer engineering, mathematics, and physics. With its excellent topical coverage, the book can be used for two or three different courses. This significantly updated fourth edition now includes a coauthor, Prof. S. Unnikrishna Pillai, also from Polytechnic., 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.