Probability, random variables, and stochastic processes

Papoulis, A.; Pillai, S. U.

ISBN 10: 0070486581 / ISBN 13: 9780070486584

Published by Tata McGraw Hill, 1981

About this Item

This is a used book. It may contain highlighting/underlining and/or the book may show heavier signs of wear . It may also be ex-library or without dustjacket. This is a used book. It may contain highlighting/underlining and/or the book may show heavier signs of wear . It may also be ex-library or without dustjacket. Seller Inventory # mon0001426683

Bibliographic Details

Title: Probability, random variables, and ...

Publisher: Tata McGraw Hill

Publication Date: 1981

Binding: paperback

Condition: Acceptable

Edition: 4th Edition

About this title

Synopsis:

Printed in Asia - Carries Same Contents as of US edition - Opt Expedited Shipping for 3 to 4 day delivery -

Review:

This text is a classic in probability, statistics, and estimation and in the application of these fields to modern engineering problems. Probability, Random Variables, and Stochastic Processes assumes a strong college mathematics background. The first half of the text develops the basic machinery of probability and statistics from first principles while the second half develops applications of the basic theory. Topics in the first section include probability distributions and densities, random variables and vectors, expectations, covariance, correlations, functions of random variables and vectors, and conditional distributions and densities. In this third edition of the text, the second half of the book has been substantially updated and expanded to include new or revised discussions of the following topics: mean square estimation, likelihood tests, maximum entropy methods, Monte Carlo techniques, spectral representations and estimation, sampling theory, bispectra and system identification, cyclostationary processes, deterministic signals in noise, and the Wiener and Kalman filters. Probability, Random Variables, and Stochastic Processes covers a remarkable density of material and the clarity of both presentation and notation make this book invaluable as a text and a reference.