skip to main content
Language:
Search Limited to: Search Limited to: Resource type Show Results with: Show Results with: Search type Index

Probability, Random Processes, and Ergodic Properties

Springer-Verlag US 2009 ;ISBN: 9781441910899 ;ISBN: 1441910891 ;ISBN: 1489983317 ;ISBN: 9781489983312 ;EISBN: 1441910905 ;EISBN: 9781441910905 ;DOI: 10.1007/978-1-4419-1090-5 ;OCLC: 656394902

Full text available

Citations Cited by
  • Title:
    Probability, Random Processes, and Ergodic Properties
  • Author: Gray, Robert M
  • Subjects: Coding and Information Theory ; Communications Engineering, Networks ; Dynamical Systems and Ergodic Theory ; Engineering ; Measure theory ; Probabilities ; Signal, Image and Speech Processing ; Stochastic processes
  • Description: This book has a long history. It began over two decades ago as the first half of a book on information and ergodic theory. The intent was and remains to provide a reasonably self-contained advanced (at least for engineers) treatment of measure theory, probability theory, and random processes, with an emphasis on general alphabets and on ergodic and stationary properties of random processes that might be neither ergodic nor stationary. The intended audience was mathematically inclined engineers who had not had formal courses in measure theoretic probability or ergodic theory. Much of the material is familiar stuff for mathematicians, but many of the topics and results had not then previously appeared in books. The original project grew too large and the first part contained much that would likely bore mathematicians and discourage them from the second part. Hence I finally followed a suggestion to separate the material and split the project in two. The resulting manuscript fills a unique hole in the literature. Personal experience indicates that the intended audience rarely has the time to take a complete course in measure and probability theory in a mathematics or statistics department, at least not before they need some of the material in their research. I intended in this book to provide a catalogue of many results that I have found need of in my own research together with proofs that I could follow. I also intended to clarify various connections that I had found confusing or insufficiently treated in my own reading. If the book provides similar service for others, it will have succeeded.
  • Publisher: New York, NY: Springer-Verlag
  • Creation Date: 2009
  • Format: 348
  • Language: English
  • Identifier: ISBN: 9781441910899
    ISBN: 1441910891
    ISBN: 1489983317
    ISBN: 9781489983312
    EISBN: 1441910905
    EISBN: 9781441910905
    DOI: 10.1007/978-1-4419-1090-5
    OCLC: 656394902
  • Source: Alma/SFX Local Collection
Back to results list
INSPIRE LIBRARY - TON DUC THANG UNIVERSITY (84-028) 37 755 057 Feedback
19 Nguyen Huu Tho St. Dist.7, HCM thuvien@tdtu.edu.vn

Copyright © 2017 INSPIRE LIBRARY - TON DUC THANG UNIVERSITY

Searching Remote Databases, Please Wait