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Probability, Random Processes, and Ergodic Properties
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Probability, Random Processes, and Ergodic Properties
by Robert M. Gray
Publisher: Springer 2008
ISBN/ASIN: 1441910891
Number of pages: 217
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.