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Probability, Random Processes, and Ergodic Properties / by Robert M. Gray

1st ed. 1988.
出版者 (New York, NY : Springer New York : Imprint: Springer)
出版年 1988
本文言語 英語
大きさ XVI, 295 p : online resource
著者標目 *Gray, Robert M author
SpringerLink (Online service)
件 名 LCSH:Probabilities
LCSH:Coding theory
LCSH:Information theory
LCSH:Signal processing
LCSH:Engineering mathematics
LCSH:Engineering -- Data processing  全ての件名で検索
LCSH:Telecommunication
FREE:Probability Theory
FREE:Coding and Information Theory
FREE:Signal, Speech and Image Processing
FREE:Mathematical and Computational Engineering Applications
FREE:Communications Engineering, Networks
一般注記 1. Probability and Random Processes -- 2. Standard Alphabets -- 3. Borel Spaces and Polish Alphabets -- 4. Averages -- 5. Conditional Probability and Expectation -- 6. Ergodic Properties -- 7. Ergodic Theorems -- 8. Spaces of Measures and the Ergodic Decomposition
This book has been written for several reasons, not all of which are academic. This material was for many years the first half of a book in progress on information and ergodic theory. The intent was and is to provide a reasonably self-contained advanced treatment of measure theory, prob ability theory, and the theory of discrete time random processes with an emphasis on general alphabets and on ergodic and stationary properties of random processes that might be neither ergodic nor stationary. The intended audience was mathematically inc1ined engineering graduate students and visiting scholars who had not had formal courses in measure theoretic probability . Much of the material is familiar stuff for mathematicians, but many of the topics and results have not previously appeared in books. The original project grew too large and the first part contained much that would likely bore mathematicians and dis courage them from the second part. Hence I finally followed the suggestion to separate the material and split the project in two. The original justification for the present manuscript was the pragmatic one that it would be a shame to waste all the effort thus far expended. A more idealistic motivation was that the presentation bad merit as filling a unique, albeit smaIl, hole in the literature
HTTP:URL=https://doi.org/10.1007/978-1-4757-2024-2
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分 類 LCC:QA273.A1-274.9
DC23:519.2
書誌ID 4000106786
ISBN 9781475720242

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