Author: Athanasios Papoulis

ISBN-10: 0071008705

ISBN-13: 9780071008709

Publisher: McGraw-Hill

Publication date: 1991

Edition: International 3rd

Binding: Paperback

Dimensions: 1.3 by 6.2 by 9.3 in.

Book condition: Seldom used, good, interior clean/unmarked.

Price: 54.95

Note: This text is a classic in probability, statistics, and estimation and in the application of these fields to modern engineering problems. Probability, Random Variables, and Stochastic Processes assumes a strong college mathematics background. The first half of the text develops the basic machinery of probability and statistics from first principles while the second half develops applications of the basic theory. Topics in the first section include probability distributions and densities, random variables and vectors, expectations, covariance, correlations, functions of random variables and vectors, and conditional distributions and densities. In this third edition of the text, the second half of the book has been substantially updated and expanded to include new or revised discussions of the following topics: mean square estimation, likelihood tests, maximum entropy methods, Monte Carlo techniques, spectral representations and estimation, sampling theory, bispectra and system identification, cyclostationary processes, deterministic signals in noise, and the Wiener and Kalman filters. Probability, Random Variables, and Stochastic Processes covers a remarkable density of material and the clarity of both presentation and notation make this book invaluable as a text and a reference. --This text refers to an out of print or unavailable edition of this title.