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Random processes for engineers / Bruce Hajek.

By: Material type: TextTextPublication details: Cambridge : Cambridge University Press, 2015.Description: xiii, 414 p. : illustrations ; 26 cmISBN:
  • 9781107100121 (hardback)
Subject(s): DDC classification:
  • 519.23 23 H154
Contents:
1. A selective review of basic probability -- 2. Convergence of a sequence of random variables -- 3. Random vectors and minimum mean squared error estimation -- 4. Random processes -- 5. Inference for Markov models -- 6. Dynamics for countable-state Markov models -- 7. Basic calculus of random processes -- 8. Random processes in linear systems and spectral analysis -- 9. Wiener filtering -- 10. Martingales -- 11. Appendix -- 12. Solutions to even numbered problems.
Summary: "This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms"--
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.23 H154 (Browse shelf(Opens below)) Available 136973
Total holds: 0

Includes bibliographical references and index.

1. A selective review of basic probability --
2. Convergence of a sequence of random variables --
3. Random vectors and minimum mean squared error estimation --
4. Random processes --
5. Inference for Markov models --
6. Dynamics for countable-state Markov models --
7. Basic calculus of random processes --
8. Random processes in linear systems and spectral analysis --
9. Wiener filtering --
10. Martingales --
11. Appendix --
12. Solutions to even numbered problems.

"This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms"--

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