Probability and Random Processes
eBook - ePub

Probability and Random Processes

  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

Probability and Random Processes

About this book

The second edition enhanced with new chapters, figures, and appendices to cover the new developments in applied mathematical functions

This book examines the topics of applied mathematical functions to problems that engineers and researchers solve daily in the course of their work. The text covers set theory, combinatorics, random variables, discrete and continuous probability, distribution functions, convergence of random variables, computer generation of random variates, random processes and stationarity concepts with associated autocovariance and cross covariance functions, estimation theory and Wiener and Kalman filtering ending with two applications of probabilistic methods. Probability tables with nine decimal place accuracy and graphical Fourier transform tables are included for quick reference. The author facilitates understanding of probability concepts for both students and practitioners by presenting over 450 carefully detailed figures and illustrations, and over 350 examples with every step explained clearly and some with multiple solutions.

Additional features of the second edition of Probability and Random Processes are:

  • Updated chapters with new sections on Newton-Pepys' problem; Pearson, Spearman, and Kendal correlation coefficients; adaptive estimation techniques; birth and death processes; and renewal processes with generalizations
  • A new chapter on Probability Modeling in Teletraffic Engineering written by Kavitha Chandra
  • An eighth appendix examining the computation of the roots of discrete probability-generating functions

With new material on theory and applications of probability, Probability and Random Processes, Second Edition is a thorough and comprehensive reference for commonly occurring problems in probabilistic methods and their applications.

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Yes, you can access Probability and Random Processes by Venkatarama Krishnan in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Wiley
Year
2015
Print ISBN
9781118923139
eBook ISBN
9781119011903
Edition
2
Topic
Mathematics
Subtopic
Probability & Statistics
Index
Mathematics

Table of contents

  1. COVER
  2. TITLE PAGE
  3. TABLE OF CONTENTS
  4. PREFACE FOR THE SECOND EDITION
  5. PREFACE FOR THE FIRST EDITION
  6. 1 SETS, FIELDS, AND EVENTS
  7. 2 PROBABILITY SPACE AND AXIOMS
  8. 3 BASIC COMBINATORICS
  9. 4 DISCRETE DISTRIBUTIONS
  10. 5 RANDOM VARIABLES
  11. 6 CONTINUOUS RANDOM VARIABLES AND BASIC DISTRIBUTIONS
  12. 7 OTHER CONTINUOUS DISTRIBUTIONS
  13. 8 CONDITIONAL DENSITIES AND DISTRIBUTIONS
  14. 9 JOINT DENSITIES AND DISTRIBUTIONS
  15. 10 MOMENTS AND CONDITIONAL MOMENTS
  16. 11 CHARACTERISTIC FUNCTIONS AND GENERATING FUNCTIONS
  17. 12 FUNCTIONS OF A SINGLE RANDOM VARIABLE
  18. 13 FUNCTIONS OF MULTIPLE RANDOM VARIABLES
  19. 14 INEQUALITIES, CONVERGENCES, AND LIMIT THEOREMS
  20. 15 COMPUTER METHODS FOR GENERATING RANDOM VARIATES
  21. 16 ELEMENTS OF MATRIX ALGEBRA
  22. 17 RANDOM VECTORS AND MEAN-SQUARE ESTIMATION
  23. 18 ESTIMATION THEORY
  24. 19 RANDOM PROCESSES
  25. 20 CLASSIFICATION OF RANDOM PROCESSES
  26. 21 RANDOM PROCESSES AND LINEAR SYSTEMS
  27. 22 WIENER AND KALMAN FILTERS
  28. 23 PROBABILITY MODELING IN TRAFFIC ENGINEERING
  29. 24 PROBABILISTIC METHODS IN TRANSMISSION TOMOGRAPHY
  30. APPENDIX A A FOURIER TRANSFORM TABLES
  31. APPENDIX B CUMULATIVE GAUSSIAN TABLES
  32. APPENDIX C INVERSE CUMULATIVE GAUSSIAN TABLES
  33. APPENDIX D INVERSE CHI-SQUARE TABLES
  34. APPENDIX E INVERSE STUDENT-t TABLES
  35. APPENDIX F CUMULATIVE POISSON DISTRIBUTION
  36. APPENDIX G CUMULATIVE BINOMIAL DISTRIBUTION
  37. APPENDIX H COMPUTATION OF ROOTS OF D(z) = 0
  38. REFERENCES
  39. INDEX
  40. END USER LICENSE AGREEMENT