Research Catalog

Random processes : a mathematical approach for engineers

Title
Random processes : a mathematical approach for engineers / Robert M. Gray, Lee D. Davisson.
Author
Gray, Robert M., 1943-
Publication
Englewood Cliffs, N.J. : Prentice-Hall, ©1986.

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StatusFormatAccessCall NumberItem Location
TextUse in library QA274 .G73 1986Off-site

Details

Additional Authors
Davisson, Lee D.
Description
xii, 305 pages : illustrations; 24 cm.
Series Statement
Prentice-Hall information and system sciences series
Uniform Title
Prentice-Hall information and system sciences series
Subject
  • Stochastic processes
  • Stochastic Processes
  • Stochastic processes
  • Stochastischer Prozess
  • Mathématiques de l'ingénieur
  • Processus stochastiques
Note
  • Includes index.
Bibliography (note)
  • Bibliography: p. 294-296.
Contents
Introduction -- Preliminaries: set theory, mappings, and linear systems -- Probability spaces -- Random variables, vectors, and processes -- Specification of random processes -- Expectation and laws of large numbers -- Stationarity and ergodic properties -- Second-order moments and linear systems -- Useful random processes -- Compound processes and conditional expectation -- Modeling physical processes.
ISBN
  • 0137528825
  • 9780137528820
LCCN
84026459
OCLC
  • ocm11532303
  • 11532303
  • SCSB-9187525
Owning Institutions
Princeton University Library