Probability Random Variables And Random Processes

Author : Athanasios Papoulis,S. Unnikrishna Pillai
Publisher : McGraw-Hill Education
Page : 852 pages
File Size : 45,5 Mb
Release : 2002
Category : Mathematics
ISBN : 0071226613

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Probability, Random Variables, and Stochastic Processes by Athanasios Papoulis,S. Unnikrishna Pillai Pdf

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.

Author : Athanasios Papoulis,S. Unnikrishna Pillai
Publisher : Tata McGraw-Hill Education
Page : 868 pages
File Size : 52,9 Mb
Release : 2002
Category : Probabilities
ISBN : 0070486581

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Probability, Random Variables, and Stochastic Processes by Athanasios Papoulis,S. Unnikrishna Pillai Pdf

Author : Athanasios Papoulis
Publisher : McGraw-Hill Science, Engineering & Mathematics
Page : 696 pages
File Size : 42,8 Mb
Release : 1991
Category : Probabilities
ISBN : UCSD:31822005674973

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Probability, Random Variables, and Stochastic Processes by Athanasios Papoulis Pdf

The Third Edition emphasizes a concentrated revision of Parts II & III (leaving Part I virtually intact). The later sections show greater elaboration of the basic concepts of stochastic processes, typical sequences of random variables, and a greater emphasis on realistic methods of spectral estimation and analysis. There are problems, exercises, and applications throughout. Aimed at senior/graduate students in electrical engineering, math, and physics departments.

Author : John J. Shynk
Publisher : John Wiley & Sons
Page : 850 pages
File Size : 50,7 Mb
Release : 2012-10-15
Category : Computers
ISBN : 9781118393956

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Probability, Random Variables, and Random Processes by John J. Shynk Pdf

Probability, Random Variables, and Random Processes is a comprehensive textbook on probability theory for engineers that provides a more rigorous mathematical framework than is usually encountered in undergraduate courses. It is intended for first-year graduate students who have some familiarity with probability and random variables, though not necessarily of random processes and systems that operate on random signals. It is also appropriate for advanced undergraduate students who have a strong mathematical background. The book has the following features: Several appendices include related material on integration, important inequalities and identities, frequency-domain transforms, and linear algebra. These topics have been included so that the book is relatively self-contained. One appendix contains an extensive summary of 33 random variables and their properties such as moments, characteristic functions, and entropy. Unlike most books on probability, numerous figures have been included to clarify and expand upon important points. Over 600 illustrations and MATLAB plots have been designed to reinforce the material and illustrate the various characterizations and properties of random quantities. Sufficient statistics are covered in detail, as is their connection to parameter estimation techniques. These include classical Bayesian estimation and several optimality criteria: mean-square error, mean-absolute error, maximum likelihood, method of moments, and least squares. The last four chapters provide an introduction to several topics usually studied in subsequent engineering courses: communication systems and information theory; optimal filtering (Wiener and Kalman); adaptive filtering (FIR and IIR); and antenna beamforming, channel equalization, and direction finding. This material is available electronically at the companion website. Probability, Random Variables, and Random Processes is the only textbook on probability for engineers that includes relevant background material, provides extensive summaries of key results, and extends various statistical techniques to a range of applications in signal processing.

Author : Ali Grami
Publisher : John Wiley & Sons
Page : 497 pages
File Size : 53,8 Mb
Release : 2019-03-04
Category : Mathematics
ISBN : 9781119300830

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Probability, Random Variables, Statistics, and Random Processes by Ali Grami Pdf

Probability, Random Variables, Statistics, and Random Processes: Fundamentals & Applications is a comprehensive undergraduate-level textbook. With its excellent topical coverage, the focus of this book is on the basic principles and practical applications of the fundamental concepts that are extensively used in various Engineering disciplines as well as in a variety of programs in Life and Social Sciences. The text provides students with the requisite building blocks of knowledge they require to understand and progress in their areas of interest. With a simple, clear-cut style of writing, the intuitive explanations, insightful examples, and practical applications are the hallmarks of this book. The text consists of twelve chapters divided into four parts. Part-I, Probability (Chapters 1 – 3), lays a solid groundwork for probability theory, and introduces applications in counting, gambling, reliability, and security. Part-II, Random Variables (Chapters 4 – 7), discusses in detail multiple random variables, along with a multitude of frequently-encountered probability distributions. Part-III, Statistics (Chapters 8 – 10), highlights estimation and hypothesis testing. Part-IV, Random Processes (Chapters 11 – 12), delves into the characterization and processing of random processes. Other notable features include: Most of the text assumes no knowledge of subject matter past first year calculus and linear algebra With its independent chapter structure and rich choice of topics, a variety of syllabi for different courses at the junior, senior, and graduate levels can be supported A supplemental website includes solutions to about 250 practice problems, lecture slides, and figures and tables from the text Given its engaging tone, grounded approach, methodically-paced flow, thorough coverage, and flexible structure, Probability, Random Variables, Statistics, and Random Processes: Fundamentals & Applications clearly serves as a must textbook for courses not only in Electrical Engineering, but also in Computer Engineering, Software Engineering, and Computer Science.

Author : Scott Miller,Donald Childers
Publisher : Academic Press
Page : 625 pages
File Size : 42,5 Mb
Release : 2012-01-11
Category : Mathematics
ISBN : 9780123869814

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Probability and Random Processes by Scott Miller,Donald Childers Pdf

Miller and Childers have focused on creating a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course. It is aimed at graduate students as well as practicing engineers, and includes unique chapters on narrowband random processes and simulation techniques. The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Probability and Random Processes also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields. * Exceptional exposition and numerous worked out problems make the book extremely readable and accessible * The authors connect the applications discussed in class to the textbook * The new edition contains more real world signal processing and communications applications * Includes an entire chapter devoted to simulation techniques.

Author : Venkatarama Krishnan
Publisher : John Wiley & Sons
Page : 739 pages
File Size : 52,9 Mb
Release : 2006-06-27
Category : Mathematics
ISBN : 9780471998280

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Probability and Random Processes by Venkatarama Krishnan Pdf

A resource for probability AND random processes, with hundreds ofworked examples and probability and Fourier transform tables This survival guide in probability and random processes eliminatesthe need to pore through several resources to find a certainformula or table. It offers a compendium of most distributionfunctions used by communication engineers, queuing theoryspecialists, signal processing engineers, biomedical engineers,physicists, and students. Key topics covered include: * Random variables and most of their frequently used discrete andcontinuous probability distribution functions * Moments, transformations, and convergences of randomvariables * Characteristic, generating, and moment-generating functions * Computer generation of random variates * Estimation theory and the associated orthogonalityprinciple * Linear vector spaces and matrix theory with vector and matrixdifferentiation concepts * Vector random variables * Random processes and stationarity concepts * Extensive classification of random processes * Random processes through linear systems and the associated Wienerand Kalman filters * Application of probability in single photon emission tomography(SPECT) More than 400 figures drawn to scale assist readers inunderstanding and applying theory. Many of these figures accompanythe more than 300 examples given to help readers visualize how tosolve the problem at hand. In many instances, worked examples aresolved with more than one approach to illustrate how differentprobability methodologies can work for the same problem. Several probability tables with accuracy up to nine decimal placesare provided in the appendices for quick reference. A specialfeature is the graphical presentation of the commonly occurringFourier transforms, where both time and frequency functions aredrawn to scale. This book is of particular value to undergraduate and graduatestudents in electrical, computer, and civil engineering, as well asstudents in physics and applied mathematics. Engineers, computerscientists, biostatisticians, and researchers in communicationswill also benefit from having a single resource to address mostissues in probability and random processes.

Author : Oliver Ibe
Publisher : Academic Press
Page : 456 pages
File Size : 53,5 Mb
Release : 2014-06-13
Category : Mathematics
ISBN : 9780128010358

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Fundamentals of Applied Probability and Random Processes by Oliver Ibe Pdf

The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book's clear writing style and homework problems make it ideal for the classroom or for self-study. Demonstrates concepts with more than 100 illustrations, including 2 dozen new drawings Expands readers’ understanding of disruptive statistics in a new chapter (chapter 8) Provides new chapter on Introduction to Random Processes with 14 new illustrations and tables explaining key concepts. Includes two chapters devoted to the two branches of statistics, namely descriptive statistics (chapter 8) and inferential (or inductive) statistics (chapter 9).

Author : Hwei Hsu
Publisher : McGraw Hill Professional
Page : 352 pages
File Size : 51,9 Mb
Release : 2014-03-14
Category : Mathematics
ISBN : 9780071824774

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Schaum's Outline of Probability, Random Variables, and Random Processes, 3/E by Hwei Hsu Pdf

Tough Test Questions? Missed Lectures? Not Enough Time? Fortunately, there's Schaum's. This all-in-one-package includes more than 400 fully solved problems, examples, and practice exercises to sharpen your problem-solving skills. Plus, you will have access to 20 detailed videos featuring instructors who explain the most commonly tested problems--it's just like having your own virtual tutor! You'll find everything you need to build confidence, skills, and knowledge for the highest score possible. More than 40 million students have trusted Schaum's to help them succeed in the classroom and on exams. Schaum's is the key to faster learning and higher grades in every subject. Each Outline presents all the essential course information in an easy-to-follow, topic-by-topic format. You also get hundreds of examples, solved problems, and practice exercises to test your skills. This Schaum's Outline gives you 405 fully solved problems Clear, concise explanations of all probability, variables, and processes concepts Support for all the major textbooks in the subject areas Fully compatible with your classroom text, Schaum's highlights all the important facts you need to know. Use Schaum’s to shorten your study time--and get your best test scores! Schaum's Outlines--Problem Solved.

Author : Geoffrey Grimmett,Director of Research and Professor Emeritus of Mathematical Statistics Geoffrey Grimmett,David Stirzaker
Publisher : Oxford University Press, USA
Page : 682 pages
File Size : 40,9 Mb
Release : 2020-07-16
Category : Electronic
ISBN : 9780198847601

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Probability and Random Processes by Geoffrey Grimmett,Director of Research and Professor Emeritus of Mathematical Statistics Geoffrey Grimmett,David Stirzaker Pdf

The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications. It is aimed at mathematics undergraduates and postgraduates, and has four main aims. US � To provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities.BE � To discuss important random processes in depth with many examples.BE � To cover a range of topics that are significant and interesting but less routine.BE � To impart to the beginner some flavour of advanced work.BE UE OP The book begins with the basic ideas common to most undergraduate courses in mathematics, statistics, and science. It ends with material usually found at graduate level, for example, Markov processes, (including Markov chain Monte Carlo), martingales, queues, diffusions, (including stochastic calculus with It�'s formula), renewals, stationary processes (including the ergodic theorem), and option pricing in mathematical finance using the Black-Scholes formula. Further, in this new revised fourth edition, there are sections on coupling from the past, L�vy processes, self-similarity and stability, time changes, and the holding-time/jump-chain construction of continuous-time Markov chains. Finally, the number of exercises and problems has been increased by around 300 to a total of about 1300, and many of the existing exercises have been refreshed by additional parts. The solutions to these exercises and problems can be found in the companion volume, One Thousand Exercises in Probability, third edition, (OUP 2020).CP

Author : S. Palaniammal
Publisher : PHI Learning Pvt. Ltd.
Page : 724 pages
File Size : 43,5 Mb
Release : 2011-06-30
Category : Mathematical techniques
ISBN : 8120342453

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Probability and Random Processes by S. Palaniammal Pdf

Presents the fundamental concepts and applications of probability and random processes. Beginning with a discussion of probability theory, the text analyses various types of random processes. It also discusses in detail the random variables, standard distributions, correlation and spectral densities, and linear systems.

Author : Hossein Pishro-Nik
Publisher : Unknown
Page : 746 pages
File Size : 51,9 Mb
Release : 2014-08-15
Category : Probabilities
ISBN : 0990637204

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Introduction to Probability, Statistics, and Random Processes by Hossein Pishro-Nik Pdf

The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.

Author : E. Wong
Publisher : Springer Science & Business Media
Page : 183 pages
File Size : 43,6 Mb
Release : 2013-03-09
Category : Mathematics
ISBN : 9781475717952

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Introduction to Random Processes by E. Wong Pdf

Author : M. Schwarz
Publisher : Unknown
Page : 461 pages
File Size : 51,5 Mb
Release : 1959
Category : Electronic
ISBN : OCLC:64306828

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Probability, Random Variables and Stochastic Processes by M. Schwarz Pdf

Author : L. C. G. Rogers,David Williams
Publisher : Cambridge University Press
Page : 412 pages
File Size : 46,8 Mb
Release : 2000-04-13
Category : Mathematics
ISBN : 0521775949

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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations by L. C. G. Rogers,David Williams Pdf

Now available in paperback for the first time; essential reading for all students of probability theory.