Probability, random variables, and stochastic processes.

Probability, random variables, and stochastic processes.

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Bibliographic Details
Main Author: Papoulis, Athanasios, 1921-2002
Format: Book
Language:English
Published: New York, McGraw-Hill [©1965]
Series:McGraw-Hill series in systems science.
Subjects:
Probabilities.
Random variables.
Stochastic processes.
Probability
Stochastic Processes
Probabilités.
Variables aléatoires.
Processus stochastiques.
probability.
Mathématiques.
Probabilities
Random variables
Stochastic processes
Wahrscheinlichkeitsrechnung
Zufallsvariable
Stochastischer Prozess
Stochastik
Waarschijnlijkheidstheorie.
Variabelen.
Stochastische processen.
Probabilidade (Estatistica)
PROBABILITY THEORY.
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100 1 |a Papoulis, Athanasios,  |d 1921-2002.  |1 https://id.oclc.org/worldcat/entity/E39PBJxmHVCJGCJrWwrbkCr8YP 
245 1 0 |a Probability, random variables, and stochastic processes. 
260 |a New York,  |b McGraw-Hill  |c [©1965] 
300 |a xi, 583 pages  |b illustrations  |c 23 cm 
336 |a text  |b txt  |2 rdacontent 
337 |a unmediated  |b n  |2 rdamedia 
338 |a volume  |b nc  |2 rdacarrier 
340 |m 8vo.  |2 rdabf 
490 1 |a McGraw-Hill series in systems science 
530 |a Also issued online. 
504 |a Includes bibliographical references. 
505 0 |a Probability and random variables. The meaning of probability: Preliminary remarks ; The various definitions of probability ; Determinism versus probability -- The axioms of probability: Set theory ; Probability space ; Conditional probabilities and independent events ; Summary -- Repeated trials: Combined experiments ; Bernoulli trials ; Asymptotic theorems ; Generalized Bernoulli trials ; Bayes' theorem in statistics -- The concept of a random variable: Random variables, distributions, densities ; Examples of distribution and density functions ; Conditional distributions and densities ; Bayes' theorem in statistics (reexamined) -- Functions of one random variable: The concept of a function of one random variable ; Determination of the distribution and density of y = g(x) ; Applications ; Expected value, dispersion, moments ; Characteristic functions -- Two random variables: Joint distribution and density functions ; Conditional distributions and densities ; Independent random variables ; Jointly normal random variables -- Functions of two random variables: One function of two random variables ; Two functions of two random variables ; Expected value, moments, characteristic functions ; Mean-square estimation, the orthogonality principle ; More on normal random variables -- Sequences of random variables: General concepts ; Mean, mean-square estimation, moments, characteristic functions ; Applications ; Normal random variables ; Convergence concepts and the law of large numbers ; The central-limit theorem. 
505 0 |a Stochastic processes. General concepts: Introduction remarks ; Special processes ; Definitions ; Stationary processes ; Transformation of stochastic processes (systems) ; Stochastic continuity and differentiation ; Stochastic differential equations ; Stochastic integrals, time averages, ergodicity -- Correlation and power spectrum of stationary processes: Correlation ; Power spectrum ; Linear systems ; Hilbert transforms, shot noise, thermal noise ; Mean-square periodicity and Fourier series ; Band-limited processes ; An estimate of the variation of a band-limited process -- Linear mean-square estimation: Introductory remarks ; The orthogonality principle in linear mean-square estimation ; The Wiener-Kolmogoroff theory ; The filtering problem ; The prediction problem ; Wide-sense Markoff sequences and recursive filtering -- Nonstationary processes; transients in linear systems with stochastic inputs: Transients in linear systems with stochastic inputs ; Two-dimensional Fourier transforms ; Time averages -- Harmonic analysis of stochastic processes: Series expansions ; Approximate Fourier expansion with uncorrelated coefficients ; Fourier transforms of stochastic processes ; Generalized harmonic analysis -- Stationary and nonstationary normal processes: General remarks ; Stationary processes ; Detection ; The zero-crossing problem ; Conditional densities and mean-square estimation ; Bandpass processes ; The Wiener-Levy process -- Brownian movement and Markoff processes: Langevin's equation ; Motion of a harmonically bound particle ; Markoff sequences ; Markoff processes -- Poisson process and shot noise: Poisson distributions ; Random points in time ; Shot noise ; Densities and characteristic functions ; High-density shot noise ; Square-law detection of shot noise. 
650 0 |a Probabilities. 
650 0 |a Random variables. 
650 0 |a Stochastic processes. 
650 2 |a Probability 
650 2 |a Stochastic Processes 
650 6 |a Probabilités. 
650 6 |a Variables aléatoires. 
650 6 |a Processus stochastiques. 
650 7 |a probability.  |2 aat 
650 7 |a Mathématiques.  |2 eclas 
650 7 |a Probabilités.  |2 eclas 
650 7 |a Probabilities  |2 fast 
650 7 |a Random variables  |2 fast 
650 7 |a Stochastic processes  |2 fast 
650 7 |a Wahrscheinlichkeitsrechnung  |2 gnd 
650 7 |a Zufallsvariable  |2 gnd 
650 7 |a Stochastischer Prozess  |2 gnd 
650 7 |a Stochastik  |2 gnd 
650 1 7 |a Waarschijnlijkheidstheorie.  |2 gtt 
650 1 7 |a Variabelen.  |2 gtt 
650 1 7 |a Stochastische processen.  |2 gtt 
650 7 |a Probabilidade (Estatistica)  |2 larpcal 
650 7 |a PROBABILITY THEORY.  |2 nasat 
650 7 |a Probabilités.  |2 ram 
650 7 |a Variables aléatoires.  |2 ram 
650 7 |a Processus stochastiques.  |2 ram 
758 |i has work:  |a Probability, random variables, and stochastic processes (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCGw7VP7rRkpmcc9BbtRBj3  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Online version:  |a Papoulis, Athanasios, 1921-  |t Probability, random variables, and stochastic processes.  |d New York, McGraw-Hill [©1965]  |w (OCoLC)564362785 
830 0 |a McGraw-Hill series in systems science. 
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