Probability and Random Processes with Applications to Signal Processing

Henry Stark, John W. Woods

690 pages, parution le 01/09/2001 (3^eme édition)

Ajouter à une liste

Indisponible

Résumé

For courses in Probability and Random Processes.

This book is a comprehensive treatment of probability and random processes that, more than any other available source, combines rigor with accessibility. Beginning with the fundamentals of probability theory and requiring only college-level calculus, the book develops all the tools needed to understand more advanced topics such as random sequences (Chapter 6), continuous-time random processes (Chapter 7), and statistical signal processing (Chapter 9). The book progresses at a leisurely pace, never assuming more knowledge than contained in the material already covered. Rigor is established by developing all results from the basic axioms (Chapters 1,2) and carefully defining and discussing such advanced notions as stochastic convergence, stochastic integrals and resolution of stochastic processes (Chapter 8). The 3rd Edition has a large number of new topics, not present in the 2nd Edition, including additional material on basic probability (Appendix B, Section 1.8, Section 1.11), statistics (chi-square and Student-t in Section 2.4, Section 4.1), misuses of probability (Sec. 1.3), and signal processing (all of Chapter 9).

Contents

Preface
1 Introduction to Probability 1
2 Random Variables 58
3 Functions of Random Variables 116
4 Expectation and Introduction to Estimation 169
5 Random Vectors and Parameter Estimation 244
6 Random Sequences 304
7 Random Processes 401
8 Advanced Topics in Random Processes 487
9 Applications to Statistical Signal Processing 552
App. A: Review of Relevant Mathematics 641
App. B Gamma and Delta Functions 658
App. C Functional Transformations and Jacobians 662
App. D: Measure and Probability 668
App. E Sampled Analog Waveforms and Discrete-time Signals 672
Index 674

Caractéristiques techniques

	PAPIER
Éditeur(s)	Prentice Hall
Auteur(s)	Henry Stark, John W. Woods
Parution	01/09/2001
Édition	3^eme édition
Nb. de pages	690
Format	18 x 24
Couverture	Relié
Poids	837g
Intérieur	Noir et Blanc
EAN13	9780130200716
ISBN13	978-0-13-020071-6