Probability and random processes

  • Nombre de pages : 596 pages   drapeau anglais
  • Date de parution : 01/06/2001

Résumé

The third edition of this well-established and popular textbook provides a wide-ranging and entertaining introduction to probability and random processes and many of their practical applications. The emphasis is on modelling and understanding rather than abstraction, but beginners will encounter aspects of more advanced work. Prerequisites are few, and the book is largely self contained. Many important random processes are developed in the text and through informative real-life examples. There are many exercises and problems, with solutions provided in the companion volume.

Contents

  • 1 Events and their probabilities
  • 2 Random variables and their distribution
  • 3 Discrete random variables
  • 4 Continuous random variables
  • 5 Generating functions and their applications
  • 6 Markov chains
  • 7 Convergence of random variables
  • 8 Random processes
  • 9 Stationary processes
  • 10 Renewals
  • 11 Queues
  • 12 Martingales
  • 13 Diffusion processes
  • Appendices
  • Bibliography
  • List of notation
  • Index

Caractéristiques

  • Parution : 01/06/2001
  • Edition : 1ère édition
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  • Nb de pages : 596 pages
  • Format : 16,8 x 22,7
  • Couverture : Broché
  • Poids : 933 g
  • Intérieur : Noir et Blanc
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