Probability, random variablles and stochastic processes / Athanasios Papoulis
Imprint
New York : McGraw-Hill, c1991
Edition
3rd ed
Descript
xvii, 666 p. : ill. ; 24 cm
CONTENT
Part I: Probability and random variables -- The meaning of probability -- The axioms of probability -- Repeated trials -- The concept of a random variable -- Functions on one random variable -- Two random variables -- Moments and conditional distributions -- Sequences of random variables -- Statistics -- Part II: Stochastic processes -- General concepts -- Basic applications -- Spectral representation -- Spectral estimation -- Mean square estimation -- Entropy -- Selected topics