Probability, Random Processes, and Ergodic Properties - Hardcover

Gray, Robert M.

Hardcover

ISBN 10: 0387966552 ISBN 13: 9780387966557

Verlag: Springer, 1988

Inhaltsangabe

Book by Gray Robert M

Über diesen Titel

Reseña del editor:

This book is a self-contained treatment of the theory of probability, random processes. It is intended to lay solid theoretical foundations for advanced probability, that is, for measure and integration theory, and to develop in depth the long term time average behavior of measurements made on random processes with general output alphabets. Unlike virtually all texts on the topic, considerable space is devoted to processes that violate the usual assumptions of stationarity and ergodicity, yet which still possess the fundamental properties of convergence of long term averages to appropriate expectations. The theory of asymtotically mean stationary processes and the ergodic decomposition are both treated in depth for both one-sided and two-sided random processes. In addition, the book treats many of the fundamental results such as the Kolmogorov extension theorem and the ergodic decomposition theorem. Much of the material has not previously appeared in book form, and the treatment takes advantage of many recent generalizations and simplifications.

Biografía del autor:

Robert M. Gray received his PhD from the University of Southern California, and is Professor and Vice Chair of Electrical Engineering at Stanford University. He has written over 200 scientific papers in areas including information theory, applied probability, signal processing, speech and image processing and coding, ergodic thoery, and the theory of Toeplitz matrices. He is a Fellow of the IEEE and the Institute of Mathematical Statistics.

Über diese Auflage

• Verlag: Springer
• Erscheinungsdatum: 1988
• ISBN 10: 0387966552
• ISBN 13: 9780387966557
• Einband: Tapa dura
• Anzahl der Seiten: 295