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Probability And Random Processes

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Probability and Random Processes

Probability and Random Processes Book
Author : Geoffrey Grimmett,David Stirzaker
Publisher : Oxford University Press
Release : 2020-07-03
ISBN : 0192586866
Language : En, Es, Fr & De

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Book Description :

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 Book
Author : Geoffrey Grimmett,Geoffrey R. Grimmett,David Stirzaker,Professor of Mathematical Statistics Geoffrey Grimmett,Mathematical Institute David R Stirzaker
Publisher : Oxford University Press
Release : 2001-05-31
ISBN : 9780198572220
Language : En, Es, Fr & De

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Book Description :

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.

Probability and Random Processes

Probability and Random Processes Book
Author : GEOFFREY. STIRZAKER GRIMMETT (DAVID.),Oxford Editor
Publisher : Unknown
Release : 2020-06-29
ISBN : 0198847602
Language : En, Es, Fr & De

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Book Description :

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 and Random Processes

Probability and Random Processes Book
Author : Scott L. Miller,Donald G. Childers
Publisher : Academic Press
Release : 2012
ISBN : 0123869811
Language : En, Es, Fr & De

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Book Description :

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

Theory of Probability and Random Processes

Theory of Probability and Random Processes Book
Author : Leonid Koralov,Yakov G. Sinai,I︠A︡kov Grigorʹevich Sinaĭ
Publisher : Springer Science & Business Media
Release : 2007-09-25
ISBN : 3540254846
Language : En, Es, Fr & De

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Book Description :

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

Probability and Random Processes Book
Author : S. Palaniammal
Publisher : PHI Learning Pvt. Ltd.
Release : 2012
ISBN : 8120342453
Language : En, Es, Fr & De

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Book Description :

Download Probability and Random Processes book written by S. Palaniammal, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Probability and Random Processes

Probability and Random Processes Book
Author : Wilbur B. Davenport
Publisher : McGraw-Hill College
Release : 1970
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download Probability and Random Processes book written by Wilbur B. Davenport, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

An Introduction to Applied Probability and Random Processes

An Introduction to Applied Probability and Random Processes Book
Author : John Bowman Thomas
Publisher : Krieger Publishing Company
Release : 1981
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

Download An Introduction to Applied Probability and Random Processes book written by John Bowman Thomas, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Probability Statistics and Random Processes for Electrical Engineering

Probability  Statistics  and Random Processes for Electrical Engineering Book
Author : Alberto Leon-Garcia
Publisher : Prentice Hall
Release : 2008
ISBN : 0131471228
Language : En, Es, Fr & De

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Book Description :

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 Book
Author : Venkatarama Krishnan
Publisher : John Wiley & Sons
Release : 2015-07-15
ISBN : 1119011914
Language : En, Es, Fr & De

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Book Description :

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.

Fundamentals of Applied Probability and Random Processes

Fundamentals of Applied Probability and Random Processes Book
Author : Oliver Ibe
Publisher : Elsevier
Release : 2005-10-19
ISBN : 0080492703
Language : En, Es, Fr & De

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Book Description :

This book 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. * Good and solid introduction to probability theory and stochastic processes * Logically organized; writing is presented in a clear manner * Choice of topics is comprehensive within the area of probability * Ample homework problems are organized into chapter sections

Probability Statistics and Random Processes

Probability  Statistics and Random Processes Book
Author : Veerarajan
Publisher : Tata McGraw-Hill Education
Release : 2008
ISBN : 9780070669253
Language : En, Es, Fr & De

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Book Description :

Download Probability Statistics and Random Processes book written by Veerarajan, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Intuitive Probability and Random Processes using MATLAB

Intuitive Probability and Random Processes using MATLAB   Book
Author : Steven Kay
Publisher : Springer Science & Business Media
Release : 2006-03-20
ISBN : 0387241582
Language : En, Es, Fr & De

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Book Description :

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.

Introduction to Probability Statistics and Random Processes

Introduction to Probability  Statistics  and Random Processes Book
Author : Hossein Pishro-Nik
Publisher : Unknown
Release : 2014-08-15
ISBN : 9780990637202
Language : En, Es, Fr & De

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Book Description :

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.

Probability and Random Processes with One Thousand Exercises in Probability

Probability and Random Processes with One Thousand Exercises in Probability Book
Author : Geoffrey Grimmett,David Stirzaker
Publisher : Oxford University Press, USA
Release : 2020-07-16
ISBN : 9780198847625
Language : En, Es, Fr & De

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Book Description :

The fourth edition of Probability and Random Processes provides an introduction to probability and random processes, with many practical applications, together with the third edition of One Thousand Exercises in Probability; revised, updated, and greatly expanded version of previous edition of 2001.

Probability and Stochastic Processes

Probability and Stochastic Processes Book
Author : Roy D. Yates,David J. Goodman
Publisher : John Wiley & Sons
Release : 2014-01-28
ISBN : 1118324560
Language : En, Es, Fr & De

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Book Description :

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 and Computer Engineers

Probability and Random Processes for Electrical and Computer Engineers Book
Author : Charles Therrien,Murali Tummala
Publisher : CRC Press
Release : 2018-09-03
ISBN : 1439897492
Language : En, Es, Fr & De

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Book Description :

With updates and enhancements to the incredibly successful first edition, Probability and Random Processes for Electrical and Computer Engineers, Second Edition retains the best aspects of the original but offers an even more potent introduction to probability and random variables and processes. Written in a clear, concise style that illustrates the subject’s relevance to a wide range of areas in engineering and physical and computer sciences, this text is organized into two parts. The first focuses on the probability model, random variables and transformations, and inequalities and limit theorems. The second deals with several types of random processes and queuing theory. New or Updated for the Second Edition: A short new chapter on random vectors that adds some advanced new material and supports topics associated with discrete random processes Reorganized chapters that further clarify topics such as random processes (including Markov and Poisson) and analysis in the time and frequency domain A large collection of new MATLAB®-based problems and computer projects/assignments Each Chapter Contains at Least Two Computer Assignments Maintaining the simplified, intuitive style that proved effective the first time, this edition integrates corrections and improvements based on feedback from students and teachers. Focused on strengthening the reader’s grasp of underlying mathematical concepts, the book combines an abundance of practical applications, examples, and other tools to simplify unnecessarily difficult solutions to varying engineering problems in communications, signal processing, networks, and associated fields.

Introduction to Random Processes

Introduction to Random Processes Book
Author : E. Wong,J.B. Thomas
Publisher : Springer
Release : 1983
ISBN : 0987650XXX
Language : En, Es, Fr & De

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Book Description :

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

Probability Random Variables And So

Probability  Random Variables  And  So  Book
Author : Hsu
Publisher : Tata McGraw-Hill Education
Release : 2004-07-01
ISBN : 9780070589506
Language : En, Es, Fr & De

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Book Description :

Download Probability Random Variables And So book written by Hsu, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Probability Random Variables and Random Processes

Probability  Random Variables  and Random Processes Book
Author : John J. Shynk
Publisher : John Wiley & Sons
Release : 2012-10-15
ISBN : 1118393953
Language : En, Es, Fr & De

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Book Description :

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.