Download Probability and Random Processes with Applications to Signal Processing By Henry Stark, John W. Woods – This book is a comprehensive treatment of probability and random processes that, more than any other available source, combines rigor with accessibility. Beginning with the fundamentals of probability theory and requiring only college-level calculus, the book develops all the tools needed to understand more advanced topics such as random sequences (Chapter 6), continuous-time random processes (Chapter 7), and statistical signal processing (Chapter 9). The book progresses at a leisurely pace, never assuming more knowledge than contained in the material already covered. Rigor is established by developing all results from the basic axioms (Chapters 1,2) and carefully defining and discussing such advanced notions as stochastic convergence, stochastic integrals and resolution of stochastic processes (Chapter 8). The 3rd Edition has a large number of new topics, not present in the 2nd Edition, including additional material on basic probability (Appendix B, Section 1.8, Section 1.11), statistics (chi-square and Student-t in Section 2.4, Section 4.1), misuses of probability (Sec. 1.3), and signal processing (all of Chapter 9).
For courses in Probability and Random Processes. An accessible, yet mathematically solid, treatment of probability and random processes. More explanations and more detailed derivations – Given throughout. Many computer examples – Integrated throughout.. Presents probability examples in BASIC.. Includes random process examples in MATLAB using the Student Edition. Discussions of fundamental principles, especially basic probability – Expanded in this edition. Functions of Random Variables – Included as a separate chapter. Problems dealing with applications of basic theory – Added in such areas as medical imaging, percolation theory in fractals, and generation of random numbers. Several new topics covered – Failure rates, the Chernoff bound, interval estimation and the Student t-distribution, and power spectral density estimation. More rigor in the latter half of the text- Mean square convergence and introduction of Martingales. Brief appendix- Reviews relevant mathematics.
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the book develops all the tools needed to understand more advanced topics such as random sequences (Chapter 6), continuous-time random processes (Chapter 7), and statistical signal processing (Chapter 9). The book progresses at a leisurely pace, never assuming more knowledge than contained in the material already covered. Rigor is established by developing all results from the basic axioms (Chapters 1,2) and carefully defining and discussing such advanced notions as stochastic convergence, stochastic integrals and resolution of stochastic processes (Chapter 8). including additional material on basic probability (Appendix B, Section 1.8, Section 1.11), statistics (chi-square and Student-t in Section 2.4, Section 4.1), misuses of probability (Sec. 1.3), and signal processing (all of Chapter 9).
About Author
Henry Stark and John W. Woods
Book Details
- Language: English
- ISBN-10: 0130200719
- ISBN-13: 978-0130200716
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