Probability, Random Variables and Stochastic Processes

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Introduction to Stochastic Process Theory and its Uses

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Unnikrishna Pillai. Notify me.

Description The fourth edition of "Probability, Random Variables and Stochastic Processes" has been updated significantly from the previous edition, and it now includes co-author S. Unnikrishna Pillai of Polytechnic University.

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Functions of random variables, random vectors, Gausian random vectors, Poisson points. Bounding and limit theorems.

Table of Contents

Relations among important distributions and probability models. Stochastic processes: stationarity, ergodicity, Brownian motion, Markov processes.

9 editions of this work

Deterministic systems with stochastic inputs, correlation and power spectral density, ARMA models. Hilbert space and applications: orthogonality principle, discrete Wiener and Kalman filters, linear prediction, lattice filters. Founded by inventor, industrialist and philanthropist Peter Cooper in , The Cooper Union for the Advancement of Science and Art offers education in art, architecture and engineering, as well as courses in the humanities and social sciences. From its beginnings, Cooper Union was a unique institution, dedicated to founder Peter Cooper's proposition that education is the key not only to personal prosperity but to civic virtue and harmony.