Probability and Random Processes
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Beschreibung
The second edition enhanced with new chapters, figures, andappendices to cover the new developments in applied mathematicalfunctions
This book examines the topics of applied mathematical functionsto problems that engineers and researchers solve daily in thecourse of their work. The text covers set theory, combinatorics,random variables, discrete and continuous probability, distributionfunctions, convergence of random variables, computer generation ofrandom variates, random processes and stationarity concepts withassociated autocovariance and cross covariance functions,estimation theory and Wiener and Kalman filtering ending with twoapplications of probabilistic methods. Probability tables with ninedecimal place accuracy and graphical Fourier transform tables areincluded for quick reference. The author facilitates understandingof probability concepts for both students and practitioners bypresenting over 450 carefully detailed figures and illustrations,and over 350 examples with every step explained clearly and somewith multiple solutions.
Additional features of the second edition of Probability andRandom Processes are:
* Updated chapters with new sections on Newton-Pepys'problem; Pearson, Spearman, and Kendal correlation coefficients;adaptive estimation techniques; birth and death processes; andrenewal processes with generalizations
* A new chapter on Probability Modeling in TeletrafficEngineering written by Kavitha Chandra
* An eighth appendix examining the computation of the roots ofdiscrete probability-generating functions
With new material on theory and applications of probability,Probability and Random Processes, Second Edition is athorough and comprehensive reference for commonly occurringproblems in probabilistic methods and their applications.
Autor*in
Venkatarama Krishnan
Themen in »Probability and Random Processes«
Angew. Wahrscheinlichkeitsrechn. u. Statistik / Modelle Applied Probability & Statistics - Models Electrical & Electronics Engineering Elektrotechnik u. Elektronik Engineering Statistics Numerical Methods & Algorithms Numerische Methoden u. Algorithmen Statistics Statistik Statistik in den Ingenieurwissenschaften