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[教材书籍] Probability, Random Processes, and Ergodic Properties (Second Edition) [推广有奖]

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wesker1999 发表于 2009-8-2 17:41:43 |显示全部楼层 |坛友微信交流群
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Probability, Random Processes, and Ergodic Properties.rar (1.94 MB) 本附件包括:
  • Probability, Random Processes, and Ergodic Properties - 2Ed.pdf





http://www.amazon.com/Probability-Random-Processes-Ergodic-Properties/dp/1441910891/ref=sr_1_1?ie=UTF8&qid=1249205724&sr=8-1

Probability, Random Processes, and Ergodic Properties
By Robert M. Gray

Publisher:   Springer
Number Of Pages:   322
Publication Date:   2009-08
ISBN-10 / ASIN:   1441910891
ISBN-13 / EAN:   9781441910899

Product Description:

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.

From the Author’s Preface...
This book has a long history. It began over two decades ago as the first half of a book on information and ergodic theory. The intent was and remains to provide a reasonably self-contained advanced (at least for engineers) treatment of measure theory, probability theory, and 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 inclined engineers who had not had formal courses in measure theoretic probability or ergodic theory. Much of the material is familiar stuff for mathematicians, but many of the topics and results had not then previously appeared in books. The original project grew too large and the first part contained much that would likely bore mathematicians and discourage them from the second part. Hence I finally followed a suggestion to separate the material and split the project in two. The resulting manuscript fills a unique hole in the literature. Personal experience indicates that the intended audience rarely has the time to take a complete course in measure and probability theory in a mathematics or statistics department, at least not before they need some of the material in their research.
I intended in this book to provide a catalogue of many results that I have found need of in my own research together with proofs that I could follow. I also intended to clarify various connections that I had found confusing or insufficiently treated in my own reading. If the book provides similar service for others, it will have succeeded.
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关键词:Probability Properties Processes bability Process Probability Edition Properties random Ergodic

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holdser + 3 好书

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yjsun 发表于 2009-8-3 18:39:49 |显示全部楼层 |坛友微信交流群
楼主好人好书!

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yjsun 发表于 2009-8-3 18:48:34 |显示全部楼层 |坛友微信交流群
呵呵,除了沙发,板凳也坐一下!

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gzb2008 发表于 2009-8-7 10:25:12 |显示全部楼层 |坛友微信交流群
过来看看,太贵了

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myazure21 发表于 2009-8-24 21:41:07 |显示全部楼层 |坛友微信交流群
顶!!!!!!

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Donnie2009 发表于 2009-8-25 18:28:13 |显示全部楼层 |坛友微信交流群
谢谢免费分享!

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jmb321 发表于 2009-8-26 03:02:46 |显示全部楼层 |坛友微信交流群
不错 很清晰 看看再说
先谢谢楼主!

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nikle2000 发表于 2009-8-26 12:31:12 |显示全部楼层 |坛友微信交流群
Thanks a lot!

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hujz 发表于 2009-8-27 12:16:45 |显示全部楼层 |坛友微信交流群
感谢楼主免费分享

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guoqingyao 发表于 2009-8-27 12:59:05 |显示全部楼层 |坛友微信交流群
好书,值得一读。虽然这本书主要是为工程写的,但对学经济学的帮助同样大。

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