**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.

Download or read it online for free here:

**Download link**

(1.3MB, PDF)

## Similar books

**A History Of The Mathematical Theory Of Probability**

by

**I. Todhunter**-

**Kessinger Publishing, LLC**

History of the probability theory from the time of Pascal to that of Laplace (1865). Todhunter gave a close account of the difficulties involved and the solutions offered by each investigator. His studies were thorough and fully documented.

(

**13155**views)

**Probability Course**

by

**Gian-Carlo Rota**-

**David Ellerman**

In 1999, Gian-Carlo Rota gave his famous course, Probability, at MIT for the last time. The late John N. Guidi taped the lectures and took notes which he then wrote up in a verbatim manner conveying the substance and the atmosphere of the course.

(

**2008**views)

**Almost None of the Theory of Stochastic Processes**

by

**Cosma Rohilla Shalizi**-

**Carnegie Mellon University**

Text for a second course in stochastic processes. It is assumed that you have had a first course on stochastic processes, using elementary probability theory. You will study stochastic processes within the framework of measure-theoretic probability.

(

**6912**views)

**Introduction to Probability**

by

**C. M. Grinstead, J. L. Snell**-

**American Mathematical Society**

The textbook for an introductory course in probability for students of mathematics, physics, engineering, social sciences, and computer science. It presents a thorough treatment of techniques necessary for a good understanding of the subject.

(

**55331**views)