Probability, random variables, and stochastic processes
Material type: TextPublication details: New Delhi ; New York : Tata McGraw-Hill, 2002.Edition: 4th EditionDescription: x, 852 pages : illustrationsISBN:- 9780070486584
- 0070486581
- 519.2 PAP
Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds | |
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Lending Books | Main Library Stacks | Reference | 519.2 PAP (Browse shelf(Opens below)) | Available | 008347 |
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Part 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 Sequences of Random Variables 8 Statistics Part 2 Stochastic Processes 9 General Concepts 10 Random Walk and Other Applications 11 Spectral Representation 12 Spectral Estimation 13 Mean Square Estimation 14 Entropy 15 Markov Chains 16 Markov Processes and Queueing Theory
Designed for graduate-level courses, this text has defined the course of study in probability theory, highly regarded for its strong mathematical orientation and comprehensive coverage. The book classifies topics in probability, random variables, and stochastic processes very logically, carefully incorporating a wide range of illustrations and applications. This edition contains a substantial revision of Parts II & III with greater emphasis on realistic methods of spectral estimation and analysis, and many new problems, examples and applications.
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