Probability, random variables, and stochastic processes
Athanasios Papoulis.
New York : McGraw-Hill, ©1965.
xi, 583 págs. : ilustraciones ; 24 cm.
Serie: McGraw-Hill series in systems science
ISBN: 0070484481
Reseña: MathSciNet, 31 #773
Contenido
- Pt. 1. Probability and random variables
- 1. The meaning of probability
- 2. The axioms of probability
- 3. Repeated trials
- 4. The concept of a random variable
- 5. Functions of one random variable
- 6. Two random variables
- 7. Functions of two random variables
- 8. Sequences of random variables
- Pt. 2. Stochastic processes
- 9. General concepts
- 10. Correlation and power spectrum of stationary processes
- 11. Linear mean-square estimation
- 12. Nonstationary processes; transients in linear systems with stochastic inputs
- 13. Harmonic analysis of stochastic processes
- 14. Stationary and nonstationary normal processes
- 15. Brownian movement and Markoff processes
- 16. Poisson process and shot noise.