Probability and Random Processes with Applications to Signal Processing: United States Edition

Probability and Random Processes with Applications to Signal Processing: United States Edition
by: Henry Stark (Author),John W. Woods(Author)
Publisher:Pearson
Edition:3rd
Publication Date: 24 July 2001
Language:English
Print Length:699 pages
ISBN-10:0130200719
ISBN-13:9780130200716
Book Description
For courses in Probability and Random Processes.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).
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