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).
- ISBN10 1299941001
- ISBN13 9781299941007
- Publish Date 1 January 2014 (first published 25 October 2001)
- Publish Status Active
- Out of Print 27 May 2015
- Publish Country US
- Imprint Pearson Education
- Edition Revised ed.
- Format eBook
- Pages 858
- Language English