PROBABILITY AND RANDOM PROCESSES

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Probability And Random Processes

Author : Geoffrey Grimmett
ISBN : 0198572220
Genre : Mathematics
File Size : 89.25 MB
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This textbook provides a wide-ranging and entertaining indroduction to probability and random processes and many of their practical applications. It includes many exercises and problems with solutions.
Category: Mathematics

Probability And Random Processes

Author : Venkatarama Krishnan
ISBN : 9780471998280
Genre : Mathematics
File Size : 31.72 MB
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A resource for probability AND random processes, with hundreds ofworked examples and probability and Fourier transform tables This survival guide in probability and random processes eliminatesthe need to pore through several resources to find a certainformula or table. It offers a compendium of most distributionfunctions used by communication engineers, queuing theoryspecialists, signal processing engineers, biomedical engineers,physicists, and students. Key topics covered include: * Random variables and most of their frequently used discrete andcontinuous probability distribution functions * Moments, transformations, and convergences of randomvariables * Characteristic, generating, and moment-generating functions * Computer generation of random variates * Estimation theory and the associated orthogonalityprinciple * Linear vector spaces and matrix theory with vector and matrixdifferentiation concepts * Vector random variables * Random processes and stationarity concepts * Extensive classification of random processes * Random processes through linear systems and the associated Wienerand Kalman filters * Application of probability in single photon emission tomography(SPECT) More than 400 figures drawn to scale assist readers inunderstanding and applying theory. Many of these figures accompanythe more than 300 examples given to help readers visualize how tosolve the problem at hand. In many instances, worked examples aresolved with more than one approach to illustrate how differentprobability methodologies can work for the same problem. Several probability tables with accuracy up to nine decimal placesare provided in the appendices for quick reference. A specialfeature is the graphical presentation of the commonly occurringFourier transforms, where both time and frequency functions aredrawn to scale. This book is of particular value to undergraduate and graduatestudents in electrical, computer, and civil engineering, as well asstudents in physics and applied mathematics. Engineers, computerscientists, biostatisticians, and researchers in communicationswill also benefit from having a single resource to address mostissues in probability and random processes.
Category: Mathematics

Fundamentals Of Applied Probability And Random Processes

Author : Oliver Ibe
ISBN : 9780128010358
Genre : Mathematics
File Size : 72.94 MB
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The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book's clear writing style and homework problems make it ideal for the classroom or for self-study. Demonstrates concepts with more than 100 illustrations, including 2 dozen new drawings Expands readers’ understanding of disruptive statistics in a new chapter (chapter 8) Provides new chapter on Introduction to Random Processes with 14 new illustrations and tables explaining key concepts. Includes two chapters devoted to the two branches of statistics, namely descriptive statistics (chapter 8) and inferential (or inductive) statistics (chapter 9).
Category: Mathematics

Probability And Random Processes

Author : Geoffrey Grimmett
ISBN : UOM:39015011741124
Genre : Language Arts & Disciplines
File Size : 29.33 MB
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This book gives an introduction to probability and its many practical application by providing a thorough, entertaining account of basic probability and important random processes, covering a range of important topics. Emphasis is on modelling rather than abstraction and there are new sectionson sampling and Markov chain Monte Carlo, renewal-reward, queueing networks, stochastic calculus, and option pricing in the Black-Scholes model for financial markets. In addition, there are almost 400 exercises and problems relevant to the material. Solutions can be found in One Thousand Exercisesin Probability.
Category: Language Arts & Disciplines

Probability And Random Processes

Author : Scott L. Miller
ISBN : 9780123869814
Genre : Mathematics
File Size : 88.41 MB
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Miller and Childers have focused on creating a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course. It is aimed at graduate students as well as practicing engineers, and includes unique chapters on narrowband random processes and simulation techniques. The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Probability and Random Processes also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields. * Exceptional exposition and numerous worked out problems make the book extremely readable and accessible * The authors connect the applications discussed in class to the textbook * The new edition contains more real world signal processing and communications applications * Includes an entire chapter devoted to simulation techniques
Category: Mathematics

Theory Of Probability And Random Processes

Author : Leonid Koralov
ISBN : 9783540688297
Genre : Mathematics
File Size : 28.87 MB
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A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.
Category: Mathematics

Probability And Random Processes With Applications To Signal Processing

Author : Henry Stark
ISBN : 0130200719
Genre : Technology & Engineering
File Size : 38.50 MB
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For courses in Probability and Random Processes. An accessible, yet mathematically solid, treatment of probability and random processes. More explanations and more detailed derivations - Given throughout. Many computer examples - Integrated throughout.. Presents probability examples in BASIC.. Includes random process examples in MATLAB using the Student Edition. Discussions of fundamental principles, especially basic probability - Expanded in this edition. Functions of Random Variables - Included as a separate chapter. Problems dealing with applications of basic theory - Added in such areas as medical imaging, percolation theory in fractals, and generation of random numbers. Several new topics covered - Failure rates, the Chernoff bound, interval estimation and the Student t-distribution, and power spectral density estimation. More rigor in the latter half of the text- Mean square convergence and introduction of Martingales. Brief appendix- Reviews relevant mathematics.
Category: Technology & Engineering

Intuitive Probability And Random Processes Using Matlab

Author : Steven Kay
ISBN : 9780387241586
Genre : Technology & Engineering
File Size : 57.91 MB
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Intuitive Probability and Random Processes using MATLAB® is an introduction to probability and random processes that merges theory with practice. Based on the author’s belief that only "hands-on" experience with the material can promote intuitive understanding, the approach is to motivate the need for theory using MATLAB examples, followed by theory and analysis, and finally descriptions of "real-world" examples to acquaint the reader with a wide variety of applications. The latter is intended to answer the usual question "Why do we have to study this?" Other salient features are: *heavy reliance on computer simulation for illustration and student exercises *the incorporation of MATLAB programs and code segments *discussion of discrete random variables followed by continuous random variables to minimize confusion *summary sections at the beginning of each chapter *in-line equation explanations *warnings on common errors and pitfalls *over 750 problems designed to help the reader assimilate and extend the concepts Intuitive Probability and Random Processes using MATLAB® is intended for undergraduate and first-year graduate students in engineering. The practicing engineer as well as others having the appropriate mathematical background will also benefit from this book. About the Author Steven M. Kay is a Professor of Electrical Engineering at the University of Rhode Island and a leading expert in signal processing. He has received the Education Award "for outstanding contributions in education and in writing scholarly books and texts..." from the IEEE Signal Processing society and has been listed as among the 250 most cited researchers in the world in engineering.
Category: Technology & Engineering

Probability Theory And Random Processes

Author : P Ramesh Babu
ISBN : 9789332902909
Genre :
File Size : 41.48 MB
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ÿDesigned for the undergraduate students of engineering, this book aims to introduce the reader to the world of random signals and their analyses ? both of which are extremely crucial to the everyday life as well as professional capacity of the computer science and communication engineers. Probability Theory and Random Processes helps model and analyse random signals and their impact on system performances through a problem solving approach. In a highly pedagogical manner, the text carefully navigates through randomness of signal behaviour, thus helping the student grasp the content easily Salient Features : ? Pedagogy designed on examination patterns! o Solved Examples: 809!! o Practice Problems: 247 o Exercise Problems: 255 o Review Questions: 295 o MCQs: 211 o Diagrams: 216 ? Mathematical models explained following step-by-step approach ? Application based problems discussed aplenty
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