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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.
【目錄】
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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