Probability, Random Processes, and Ergodic Properties

Probability, Random Processes, and Ergodic Properties

by Robert M. Gray

eBook Details:

Publisher: Springer 2008
ISBN/ASIN: 1441910891
Number of pages: 217

License(s): Permission is hereby given to freely print and circulate copies of this book so long as it is left intact and not reproduced for commercial purposes. The author would welcome all typos and comments.

eBook Description:
This book is a self-contained treatment of the theory of probability, random processes. It is intended to lay solid theoretical foundations for advanced probability, that is, for measure and integration theory, and to develop in depth the long term time average behavior of measurements made on random processes with general output alphabets.

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