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Probability and Random Processes

Probability and Random Processes
A Book

by Geoffrey Grimmett,David Stirzaker

  • Publisher : Oxford University Press
  • Release : 2020-07-03
  • Pages : 688
  • ISBN : 0192586866
  • Language : En, Es, Fr & De
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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 BL 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 BL To discuss important random processes in depth with many examples.BE BL To cover a range of topics that are significant and interesting but less routine.BE BL 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 Itô'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, Lévy 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

Probability and Random Processes

Probability and Random Processes
A Book

by Geoffrey Grimmett,Geoffrey R. Grimmett,David Stirzaker

  • Publisher : Oxford University Press
  • Release : 2001-05-31
  • Pages : 596
  • ISBN : 9780198572220
  • Language : En, Es, Fr & De
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This textbook provides a wide-ranging and entertaining indroduction to probability and random processes and many of their practical applications. It includes many exercises and problems with solutions.

Intuitive Probability and Random Processes using MATLAB®

Intuitive Probability and Random Processes using MATLAB®
A Book

by Steven Kay

  • Publisher : Springer Science & Business Media
  • Release : 2006-03-20
  • Pages : 834
  • ISBN : 0387241582
  • Language : En, Es, Fr & De
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Intuitive Probability and Random Processes using MATLAB® is an introduction to probability and random processes that merges theory with practice. Based on the author’s belief that only "hands-on" experience with the material can promote intuitive understanding, the approach is to motivate the need for theory using MATLAB examples, followed by theory and analysis, and finally descriptions of "real-world" examples to acquaint the reader with a wide variety of applications. The latter is intended to answer the usual question "Why do we have to study this?" Other salient features are: *heavy reliance on computer simulation for illustration and student exercises *the incorporation of MATLAB programs and code segments *discussion of discrete random variables followed by continuous random variables to minimize confusion *summary sections at the beginning of each chapter *in-line equation explanations *warnings on common errors and pitfalls *over 750 problems designed to help the reader assimilate and extend the concepts Intuitive Probability and Random Processes using MATLAB® is intended for undergraduate and first-year graduate students in engineering. The practicing engineer as well as others having the appropriate mathematical background will also benefit from this book. About the Author Steven M. Kay is a Professor of Electrical Engineering at the University of Rhode Island and a leading expert in signal processing. He has received the Education Award "for outstanding contributions in education and in writing scholarly books and texts..." from the IEEE Signal Processing society and has been listed as among the 250 most cited researchers in the world in engineering.

Probability and Random Processes

Probability and Random Processes
A Book

by S. Palaniammal

  • Publisher : PHI Learning Pvt. Ltd.
  • Release : 2011-06-30
  • Pages : 736
  • ISBN : 9788120342453
  • Language : En, Es, Fr & De
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Designed as a textbook for the B.E./B.Tech. students of Electronics and Communication Engineering, Computer Science and Engineering, Biomedical Engineering and Information Technology, this book provides the fundamental concepts and applications of probability and random processes. Beginning with a discussion on probability theory, the text analyses various types of random processes. Besides, the text discusses in detail the random variables, standard distributions, correlation and spectral densities, and linear systems. The topics are dealt with in a well-organised sequence with proper explanations along with simple mathematical formulations. KEY FEATURES : Gives concise and clear presentation of the concepts. Provides a large number of illustrative examples with step-by-step solutions to help students comprehend the concepts with ease. Includes questions asked in university examinations for the last several years to help students in preparing for examinations. Provides hints and answers to unsolved problems. Incorporates chapter-end exercises to drill the students in self-study.

Theory of Probability and Random Processes

Theory of Probability and Random Processes
A Book

by Leonid Koralov,Yakov G. Sinai,I︠A︡kov Grigorʹevich Sinaĭ

  • Publisher : Springer Science & Business Media
  • Release : 2007-09-25
  • Pages : 353
  • ISBN : 3540254846
  • Language : En, Es, Fr & De
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The core of this book is a one-year course in probability theory and the theory of random processes, taught at Princeton University. The book provides a comprehensive exposition of classical probability theory and the theory of random processes.

Probability and Random Processes with Applications to Signal Processing

Probability and Random Processes with Applications to Signal Processing
A Book

by Henry Stark,John William Woods

  • Publisher : Unknown Publisher
  • Release : 2002
  • Pages : 689
  • ISBN : 9780130200716
  • Language : En, Es, Fr & De
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For courses in Probability and Random Processes. An accessible, yet mathematically solid, treatment of probability and random processes. More explanations and more detailed derivations - Given throughout. Many computer examples - Integrated throughout.. Presents probability examples in BASIC.. Includes random process examples in MATLAB using the Student Edition. Discussions of fundamental principles, especially basic probability - Expanded in this edition. Functions of Random Variables - Included as a separate chapter. Problems dealing with applications of basic theory - Added in such areas as medical imaging, percolation theory in fractals, and generation of random numbers. Several new topics covered - Failure rates, the Chernoff bound, interval estimation and the Student t-distribution, and power spectral density estimation. More rigor in the latter half of the text- Mean square convergence and introduction of Martingales. Brief appendix- Reviews relevant mathematics.

Probability and Random Processes

Probability and Random Processes
A Book

by GEOFFREY. STIRZAKER GRIMMETT (DAVID.),Oxford Editor

  • Publisher : Unknown Publisher
  • Release : 2020-06-29
  • Pages : 688
  • ISBN : 0198847602
  • Language : En, Es, Fr & De
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Probability is a core topic in science and life. This successful self-contained volume leads the reader from the foundations of probability theory and random processes to advanced topics and it presents a mathematical treatment with many applications to real-life situations.

Probability, Random Variables, and Random Processes

Probability, Random Variables, and Random Processes
Theory and Signal Processing Applications

by John J. Shynk

  • Publisher : John Wiley & Sons
  • Release : 2012-10-15
  • Pages : 794
  • ISBN : 1118393953
  • Language : En, Es, Fr & De
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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.

Probability and Random Processes

Probability and Random Processes
An Introduction for Applied Scientists and Engineers

by Wilbur B. Davenport

  • Publisher : McGraw-Hill College
  • Release : 1970
  • Pages : 542
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Probability and Random Processes

Probability and Random Processes
With Applications to Signal Processing and Communications

by Scott Miller,Donald Childers

  • Publisher : Academic Press
  • Release : 2012-01-25
  • Pages : 522
  • ISBN : 0123870135
  • Language : En, Es, Fr & De
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Probability and Random Processes, Second Edition presents pertinent applications to signal processing and communications, two areas of key interest to students and professionals in today's booming communications industry. The book includes unique chapters on narrowband random processes and simulation techniques. It also describes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and others. Exceptional exposition and numerous worked out problems make this 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. It introduces the reader to the basics of probability theory and explores topics ranging from random variables, distributions and density functions to operations on a single random variable. There are also discussions on pairs of random variables; multiple random variables; random sequences and series; random processes in linear systems; Markov processes; and power spectral density. This book is intended for practicing engineers and students in graduate-level courses in the topic. 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

An Introduction to Applied Probability and Random Processes

An Introduction to Applied Probability and Random Processes
A Book

by John Bowman Thomas

  • Publisher : Krieger Publishing Company
  • Release : 1981
  • Pages : 338
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Probability, Statistics and Random Processes

Probability, Statistics and Random Processes
A Book

by Veerarajan

  • Publisher : Tata McGraw-Hill Education
  • Release : 2008
  • Pages : 595
  • ISBN : 9780070669253
  • Language : En, Es, Fr & De
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Probability, Statistics, and Random Processes for Electrical Engineering

Probability, Statistics, and Random Processes for Electrical Engineering
A Book

by Alberto Leon-Garcia

  • Publisher : Prentice Hall
  • Release : 2008
  • Pages : 818
  • ISBN : 0131471228
  • Language : En, Es, Fr & De
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This is the standard textbook for courses on probability and statistics, not substantially updated. While helping students to develop their problem-solving skills, the author motivates students with practical applications from various areas of ECE that demonstrate the relevance of probability theory to engineering practice. Included are chapter overviews, summaries, checklists of important terms, annotated references, and a wide selection of fully worked-out real-world examples. In this edition, the Computer Methods sections have been updated and substantially enhanced and new problems have been added.

Probability and Random Processes

Probability and Random Processes
A Book

by Venkatarama Krishnan

  • Publisher : John Wiley & Sons
  • Release : 2015-07-15
  • Pages : 528
  • ISBN : 1119011914
  • Language : En, Es, Fr & De
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The second edition enhanced with new chapters, figures, andappendices to cover the new developments in applied mathematicalfunctions This book examines the topics of applied mathematical functionsto problems that engineers and researchers solve daily in thecourse of their work. The text covers set theory, combinatorics,random variables, discrete and continuous probability, distributionfunctions, convergence of random variables, computer generation ofrandom variates, random processes and stationarity concepts withassociated autocovariance and cross covariance functions,estimation theory and Wiener and Kalman filtering ending with twoapplications of probabilistic methods. Probability tables with ninedecimal place accuracy and graphical Fourier transform tables areincluded for quick reference. The author facilitates understandingof probability concepts for both students and practitioners bypresenting over 450 carefully detailed figures and illustrations,and over 350 examples with every step explained clearly and somewith multiple solutions. Additional features of the second edition of Probability andRandom Processes are: Updated chapters with new sections on Newton-Pepys’problem; Pearson, Spearman, and Kendal correlation coefficients;adaptive estimation techniques; birth and death processes; andrenewal processes with generalizations A new chapter on Probability Modeling in TeletrafficEngineering written by Kavitha Chandra An eighth appendix examining the computation of the roots ofdiscrete probability-generating functions With new material on theory and applications of probability,Probability and Random Processes, Second Edition is athorough and comprehensive reference for commonly occurringproblems in probabilistic methods and their applications.

Probability and Stochastic Processes

Probability and Stochastic Processes
A Friendly Introduction for Electrical and Computer Engineers

by Roy D. Yates,David J. Goodman

  • Publisher : John Wiley & Sons
  • Release : 2014-01-28
  • Pages : 512
  • ISBN : 1118324560
  • Language : En, Es, Fr & De
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This text introduces engineering students to probability theory and stochastic processes. Along with thorough mathematical development of the subject, the book presents intuitive explanations of key points in order to give students the insights they need to apply math to practical engineering problems. The first seven chapters contain the core material that is essential to any introductory course. In one-semester undergraduate courses, instructors can select material from the remaining chapters to meet their individual goals. Graduate courses can cover all chapters in one semester.

Probability and Random Processes for Electrical Engineering

Probability and Random Processes for Electrical Engineering
A Book

by Alberto Leon-Garcia

  • Publisher : Pearson Education India
  • Release : 1994
  • Pages : 121
  • ISBN : 9788131709177
  • Language : En, Es, Fr & De
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Fundamentals of Applied Probability and Random Processes

Fundamentals of Applied Probability and Random Processes
A Book

by Oliver Ibe

  • Publisher : Academic Press
  • Release : 2014-06-13
  • Pages : 456
  • ISBN : 0128010355
  • Language : En, Es, Fr & De
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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).

Probability And Random Processes With Application To Signal Processing, 3/E

Probability And Random Processes With Application To Signal Processing, 3/E
A Book

by Stark

  • Publisher : Pearson Education India
  • Release : 2002-09
  • Pages : 708
  • ISBN : 9788177583564
  • Language : En, Es, Fr & De
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Introduction to Random Processes

Introduction to Random Processes
A Book

by E. Wong,J.B. Thomas

  • Publisher : Springer
  • Release : 1983
  • Pages : 176
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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For most people, intuitive notions concerning probabilities are connected with relative frequencies of occurrence. For example, when we say that in toss­ ing a coin, the probability of its coming up "heads" is 1/2, we usually mean that in a large number of tosses, about 1/2 of the tosses will come up heads. Unfortunately, relative frequency of occurrence has proved to be an unsatis­ factory starting point in defining probability. Although there have been attempts to make frequency of occurrence part of the axiomatic structure of probability theory, the currently accepted formu1ation is one based on measure theory due to Ko1mogorov. In this formulation frequency of occurrence is an interpretation for probability rather than adefinition. This inter­ pretation is justified under suitab1e conditions by the 1aw of 1arge numbers. The starting point of probability theory is usua11y taken to be an experi­ ment the outcome of which is not fixed apriori. Some fami1iar examples inc1ude tossing a die, observation of a noise vo1tage at a fixed time, the error in measuring a physica1 parameter, and the exact touchdown time of an aircraft. Let ~ denote the set of all possib1e outcomes of an experiment. For examp1e, for the experiment of tossing one die, ~ = {1, 2, 3, 4, 5, 6}, whi1e for the touchdown time of an aircraft, ~ might be chosen to be 0 ~ t

Probabilities, Random Variables, and Random Processes

Probabilities, Random Variables, and Random Processes
Digital and Analog

by Michael O'Flynn

  • Publisher : HarperCollins Publishers
  • Release : 1982
  • Pages : 523
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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