Probability and Random ProcessesThe second edition enhanced with new chapters, figures, and appendices to cover the new developments in applied mathematical functions This book examines the topics of applied mathematical functions to problems that engineers and researchers solve daily in the course of their work. The text covers set theory, combinatorics, random variables, discrete and continuous probability, distribution functions, convergence of random variables, computer generation of random variates, random processes and stationarity concepts with associated autocovariance and cross covariance functions, estimation theory and Wiener and Kalman filtering ending with two applications of probabilistic methods. Probability tables with nine decimal place accuracy and graphical Fourier transform tables are included for quick reference. The author facilitates understanding of probability concepts for both students and practitioners by presenting over 450 carefully detailed figures and illustrations, and over 350 examples with every step explained clearly and some with multiple solutions. Additional features of the second edition of Probability and Random Processes are:
With new material on theory and applications of probability, Probability and Random Processes, Second Edition is a thorough and comprehensive reference for commonly occurring problems in probabilistic methods and their applications. |
Contents
1 | |
7 | |
Chapter
3 Basic Combinatorics | 16 |
Chapter
4 Discrete Distributions | 23 |
Chapter
5 Random Variables | 45 |
Chapter
6 Continuous Random Variables and Basic Distributions | 54 |
Chapter
7 Other Continuous Distributions | 63 |
Chapter
8 Conditional Densities and Distributions | 78 |
Chapter
16 Elements of Matrix Algebra | 181 |
Chapter
17 Random Vectors and MeanSquare Estimation | 196 |
Chapter 18 Estimation Theory
| 212 |
Chapter
19 Random Processes | 250 |
Chapter
20 Classification of Random Processes | 320 |
Chapter
21 Random Processes and Linear Systems | 383 |
Chapter
22 Wiener and Kalman Filters | 413 |
Chapter
23 Probability Modeling in Traffic Engineering | 437 |
Chapter
9 Joint Densities and Distributions | 85 |
Chapter
10 Moments and Conditional Moments | 91 |
Chapter
11 Characteristic Functions and Generating Functions | 108 |
Chapter
12 Functions of a Single Random Variable | 118 |
Chapter
13 Functions of Multiple Random Variables | 135 |
Chapter
14 Inequalities Convergences and Limit Theorems | 155 |
Chapter
15 Computer Methods for Generating Random Variates | 169 |
Chapter
24 Probabilistic Methods in Transmission Tomography | 452 |
Appendix | 463 |
495 | |
498 | |
EULA
| 507 |