Probability, Random Variables and Stochastic Processes with Errata Sheet (Paperback)by
Athanasios Papoulis (Author),
S.Unnikrishna Pillai (Author)
Paperback: 852 pages
Publisher: McGraw Hill Higher Education; 4th edition (January 1, 2002)
Language: English
ISBN-10: 0071226613
ISBN-13: 978-0071226615
This text is a classic in probability, statistics, and estimation and in the application of these fields to modern engineering problems.
Probability, Random Variables, and Stochastic Processes assumes a strong college mathematics background. The first half of the text develops the basic machinery of probability and statistics from first principles while the second half develops applications of the basic theory. Topics in the first section include probability distributions and densities, random variables and vectors, expectations, covariance, correlations, functions of random variables and vectors, and conditional distributions and densities. In this third edition of the text, the second half of the book has been substantially updated and expanded to include new or revised discussions of the following topics: mean square estimation, likelihood tests, maximum entropy methods, Monte Carlo techniques, spectral representations and estimation, sampling theory, bispectra and system identification, cyclostationary processes, deterministic signals in noise, and the Wiener and Kalman filters.
Probability, Random Variables, and Stochastic Processes covers a remarkable density of material and the clarity of both presentation and notation make this book invaluable as a text and a reference.
--This text refers to an out of print or unavailable edition of this title.
Product Description
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.
--This text refers to an out of print or unavailable edition of this title.Papoulis A. Probability, random variables, stochastic processes (3ed., MGH, 1991)(400dpi)(T)(678s).part3
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Papoulis A. Probability, random variables, stochastic processes (3ed., MGH, 1991)(400dpi)(T)(678s).part2
共3部分
Probability, random variables, stochastic processes 3ed: Probability_Random_Variables_and_Stochastic_Processes_3rd_ed-_Papoulis.jpg
