Probability, Random Processes, and Ergodic Properties

Name: Probability, Random Processes, and Ergodic Properties
Brand: Springer-Verlag New York Inc.
SKU: 9781441910899
Price: 62397 HUF
Availability: InStock

Szerző: Robert M. Gray

Nyelv:

Kötés: Kemény kötésű

Kiadó: Springer-Verlag New York Inc.

Elérhetőség: Beszállítói készleten

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Probability, Random Processes, and Ergodic Properties is for mathematically inclined information/com...

Információk a könyvről

Szerző

Robert M. Gray

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2009

oldal

322

EAN

9781441910899

ISBN

1441910891

Enbook ID

01420560

Kiadó

Springer-Verlag New York Inc.

Súly

682

Méretek

165 x 242 x 26

Teljes leírás

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§Second edition of classic text §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. §Completion of event spaces and probability measures is treated in more detail. §More specific examples of random processes have been introduced. §Many classic inequalities are now incorporated into the text, along with proofs; and many citations have been added. §From the Author s Preface...§This book has a long history. It began over two decades ago as the first half of a book on information and ergodic theory. The intent was and remains to provide a reasonably self-contained advanced (at least for engineers) treatment of measure theory, probability theory, and random processes, with an emphasis on general alphabets and on ergodic and stationary properties of random processes that might be neither ergodic nor stationary.§The intended audience was mathematically inclined engineers who had not had formal courses in measure theoretic probability or ergodic theory. Much of the material is familiar stuff for mathematicians, but many of the topics and results had not then previously appeared in books. The original project grew too large and the first part contained much that would likely bore mathematicians and discourage them from the second part. Hence I finally followed a suggestion to separate the material and split the project in two. The resulting manuscript fills a unique hole in the literature. Personal experience indicates that the intended audience rarely has the time to take a complete course in measure and probability theory in a mathematics or statistics department, at least not before they need some of the material in their research. §I intended in this book to provide a catalogue of many results that I have found need of in my own research together with proofs that I could follow. I also intended to clarify various connections that I had found confusing or insufficiently treated in my own reading. If the book provides similar service for others, it will have succeeded.

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Probability, Random Processes, and Ergodic Properties

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