Probability And Random Processes Book Pdf
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Theory of Probability and Random Processes
Author: Leonid Koralov
language: en
Publisher: Springer Science & Business Media
Release Date: 2007-08-10
A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.
Introduction to Probability, Statistics, and Random Processes
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.
Random Processes for Engineers
Author: Bruce Hajek
language: en
Publisher: Cambridge University Press
Release Date: 2015-03-12
An engaging introduction to the critical tools needed to design and evaluate engineering systems operating in uncertain environments.