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Probability, Random Processes, and Ergodic Properties
Probability, Random Processes, and Ergodic Properties
Date: 14 April 2011, 05:40

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Probability, Random Processes, and Ergodic Properties is for mathematically inclined information/communication theorists and people working in signal processing. It will also interest those working with random or stochastic processes, including mathematicians, statisticians, and economists.
Highlights
Second edition of classic text
Complete tour of book and guidelines for use given in Introduction, so readers can see at a glance the topics of interest
Structures mathematics for an engineering audience, with emphasis on engineering applications.
New in the Second Edition
Much of the material has been rearranged and revised for pedagogical reasons.
The original first chapter has been split in order to allow a more thorough treatment of basic probability before tackling random processes and dynamical systems.
The final chapter has been broken into two pieces to provide separate emphasis on process metrics and the ergodic decomposition of affine functionals.
Completion of event spaces and probability measures is treated in more detail.
More specific examples of random processes have been introduced.
Many classic inequalities are now incorporated into the text, along with proofs; and many citations have been added.

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