Introduction to Random Processes (Springer Texts in Electrical Engineering) - Brossura

Wong, E.

 
9780387907574: Introduction to Random Processes (Springer Texts in Electrical Engineering)
Brossura
ISBN 10: 0387907572 ISBN 13: 9780387907574
Casa editrice: Springer, 1983

Sinossi

For most people, intuitive notions concerning probabilities are connected with relative frequencies of occurrence. For example, when we say that in toss- ing a coin, the probability of its coming up "heads" is 1/2, we usually mean that in a large number of tosses, about 1/2 of the tosses will come up heads. Unfortunately, relative frequency of occurrence has proved to be an unsatis- factory starting point in defining probability. Although there have been attempts to make frequency of occurrence part of the axiomatic structure of probability theory, the currently accepted formu1ation is one based on measure theory due to Ko1mogorov. In this formulation frequency of occurrence is an interpretation for probability rather than adefinition. This inter- pretation is justified under suitab1e conditions by the 1aw of 1arge numbers. The starting point of probability theory is usua11y taken to be an experi- ment the outcome of which is not fixed apriori. Some fami1iar examples inc1ude tossing a die, observation of a noise vo1tage at a fixed time, the error in measuring a physica1 parameter, and the exact touchdown time of an aircraft. Let ~ denote the set of all possib1e outcomes of an experiment. For examp1e, for the experiment of tossing one die, ~ = {1, 2, 3, 4, 5, 6}, whi1e for the touchdown time of an aircraft, ~ might be chosen to be 0 ~ t < 00. We note that for a given experiment on1y one outcome is ever observed.

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Contenuti

1 Event and Probability.- 2 Random Variables.- 3 Random Sequences.- 4 Stochastic Processes.- 5 Frequency-Domain Analysis.- 6 Dynamical Systems.- 7 Likelihood Ratios and Applications.- Suggested Further Readings.- Exercises.

Product Description

Book by Wong E

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer
Data di pubblicazione
1983
Lingua
Inglese
ISBN 10 
0387907572
ISBN 13 
9780387907574
Rilegatura
Copertina flessibile
Numero di pagine
188
Contatto del produttore
non disponibile
Persona responsabile
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Germania

Altre edizioni note dello stesso titolo

9783540907572: Introduction to Random Processes

Edizione in evidenza

ISBN 10:  3540907572 ISBN 13:  9783540907572
Casa editrice: Springer-Verlag Berlin and Heide..., 1983
Brossura