2020ok  Directory of FREE Online Books and FREE eBooks

Free eBooks > Computers & Internet > Digital Business & Culture > Project Management > Statistical Computing > Probability, Random Processes, and Ergodic Properties

Probability, Random Processes, and Ergodic Properties

by R.m. Gray

Download Book
(Respecting the intellectual property of others is utmost important to us, we make every effort to make sure we only link to legitimate sites, such as those sites owned by authors and publishers. If you have any questions about these links, please contact us.)

link 1

About Book

Book Description
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.



PLEASE READ: All comments must be approved before appearing in the thread; time and space constraints prevent all comments from appearing. We will only approve comments that are directly related to the article, use appropriate language and are not attacking the comments of others.

Message (please, no HTML tags. Web addresses will be hyperlinked):

Related Free eBooks

Related Tags

DIGG This story   Save To Google   Save To Windows Live   Save To Del.icio.us   diigo it   Save To blinklist
Save To Furl   Save To Yahoo! My Web 2.0   Save To Blogmarks   Save To Shadows   Save To stumbleupon   Save To Reddit