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Catalog
Data
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Axioms of probability, random variables and vectors,
joint distributions, correlation, conditional statistics, sequences of
random variables, stochastic convergence, central limit theorem, stochastic
processes, stationarity, ergodicity, spectral analysis, and Markov
processes.
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1.
A. Papoulis and S.U. Pillai, Probability,
Random Variables, and Stochastic Processes, Fourth Edition, New York,
McGraw-Hill Inc., 2002, ISBN: 0-07-366011-6.
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1. D.P.
Bertsekas and J.N. Tsitsiklis, Introduction to Probability, Athena
Scientific, Belmont,
MA, 2002
2. Yannis
Viniotis, Probability and Random Processes for Electrical Engineers,
McGraw-Hill,
1998.
3. Roy
D. Yates and David J. Goodman, Probability and Stochastic Processes- A
friendly introduction for Electrical
and Computer Engineers,” John Wiley &
Sons, INC., 1999.
4. C.W.
Helstrom, Probability and Stochastic Processes for Engineers
2nd Ed., New York, Macmillan, 1991.
5. A.M.
Mood, F.A. Graybill and D.C. Boes, Introduction to the Theory of Statistics
New York, McGraw-Hill, 1974.
6. Hogg
and Craig, Introduction to Mathematical Statistics, 3rd Ed., Toronto,
Macmillan, 1970.
7. H.
Stark and J.W. Woods, Probability, Random Processes, and Estimation Theory
for
Engineers, 2nd Ed., New Jersey,
Prentice Hall, 1994.
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