Probability, Random Processes, and Ergodic Properties

Author:   Robert M. Gray
Publisher:   Springer-Verlag New York Inc.
Edition:   2nd ed. 2009
ISBN:  

9781489983312


Pages:   322
Publication Date:   26 November 2014
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Probability, Random Processes, and Ergodic Properties


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Overview

Probability, Random Processes, and Ergodic Properties is for mathematically inclined information/communication theorists and people working in signal processing. It will also interest those working with random or stochastic processes, including mathematicians, statisticians, and economists. Highlights: Complete tour of book and guidelines for use given in Introduction, so readers can see at a glance the topics of interest. Structures mathematics for an engineering audience, with emphasis on engineering applications. New in the Second Edition: Much of the material has been rearranged and revised for pedagogical reasons. The original first chapter has been split in order to allow a more thorough treatment of basic probability before tackling random processes and dynamical systems. The final chapter has been broken into two pieces to provide separate emphasis on process metrics and the ergodic decomposition of affine functionals. Many classic inequalities are now incorporated into the text, along with proofs; and many citations have been added.

Full Product Details

Author:   Robert M. Gray
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   2nd ed. 2009
Dimensions:   Width: 15.50cm , Height: 1.90cm , Length: 23.50cm
Weight:   0.551kg
ISBN:  

9781489983312


ISBN 10:   1489983317
Pages:   322
Publication Date:   26 November 2014
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Probability Spaces.- Random Processes and Dynamical Systems.- Standard Alphabets.- Standard Borel Spaces.- Averages.- Conditional Probability and Expectation.- Ergodic Properties.- Ergodic Theorems.- Process Approximation and Metrics.- The Ergodic Decomposition.

Reviews

From the reviews of the second edition: This is the second edition of the classic text book by Robert M. Gray on information theory for engineers working in information theory and signal processing. ... The new material and the new structure of the text make it an even more valuable introduction to the ergodic theory of random process for students with little or no background from probability and measure theory. (H. M. Mai, Zentralblatt MATH, Vol. 1191, 2010)


From the reviews of the second edition: This is the second edition of the classic text book by Robert M. Gray on information theory for engineers working in information theory and signal processing. ... The new material and the new structure of the text make it an even more valuable introduction to the ergodic theory of random process for students with little or no background from probability and measure theory. (H. M. Mai, Zentralblatt MATH, Vol. 1191, 2010)


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