Probability, Random Processes, and Ergodic Properties
by Robert M. Gray
Publisher: Springer 2008
Number of pages: 217
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.
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by Robert B. Ash - Dover Publications
This text surveys random variables, conditional probability and expectation, characteristic functions, infinite sequences of random variables, Markov chains, and an introduction to statistics. Geared toward advanced undergraduates and graduates.
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