Probability, random variables and stochastic processes / Athanasios Papoulis (1984)

Probability, random variables and stochastic processes [texte imprimé] / Athanasios Papoulis, Auteur  . -  2 éd . - International student, 1984 . - XV-576 p. ; 24 cm. - (. Communications and information theory) .
ISBN : 978-0-07-048468-9
Bibliogr. p. 568-569. Index
Langues : Anglais (eng)

Mots-clés :	Probabilités Variables aléatoires Processus stochastiques Probabilities Random variables Stochastic processes
Index. décimale :	519.2 Probabilités. Statistique mathématique
Résumé :	This is an extensively revised edition reflecting the developments of the last two decades. several new topic are added, important areas are strenghthened, and selections of limited interest are eliminated. Most additions, hawever, deal with applications; the first ten chapters are essentially unchanged. The book concludes with a self-contained chapter on entropy developed axiomatically from first principales. It is presented in the context of earlier chapters, and it includes the method of maximum entropy in parameter estimation and elements of coding theory.
Note de contenu :	Au sommaire : - Probability and random variables * The meaning of probability * The axioms of probability * Repeated trials * The concept of a random variable ... - Stochastic processes * General concepts * Spectral analysis * Applications - Selected topics * Queueing theory, shot nois, markoff processes * Mean square estimation * Spectral estimation * Entropy