Probability, Random Variables, and Stochastic Processes

The Third Edition emphasizes a concentrated revision of Parts II & III (leaving Part I virtually intact). The later sections show greater elaboration of the basic concepts of stochastic processes, typical sequences of random variables, and a greater emphasis on realistic methods of spectral estimation and analysis. There are problems, exercises, and applications throughout. Aimed at senior/graduate students in electrical engineering, math, and physics departments. Part I: Probability And Random Variables -- The Meaning Of Probability -- The Axioms Of Probability -- Repeated Trials -- The Concept Of A Random Variable -- Functions On One Random Variable -- Two Random Variables -- Moments And Conditional Distributions -- Sequences Of Random Variables -- Statistics -- Part Ii: Stochastic Processes -- General Concepts -- Basic Applications -- Spectral Representation -- Spectral Estimation -- Mean Square Estimation -- Entropy -- Selected Topics. Athanasios Papoulis. Includes Bibliographical References (p. 658-659) And Index.