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Random Processes

  • M.¬†Rosenblatt
Textbook

Part of the Graduate Texts in Mathematics book series (GTM, volume 17)

Table of contents

  1. Front Matter
    Pages i-2
  2. M. Rosenblatt
    Pages 3-5
  3. M. Rosenblatt
    Pages 36-67
  4. M. Rosenblatt
    Pages 100-119
  5. M. Rosenblatt
    Pages 120-148
  6. M. Rosenblatt
    Pages 182-199
  7. M. Rosenblatt
    Pages 200-221
  8. Back Matter
    Pages 222-228

About this book

Introduction

This text has as its object an introduction to elements of the theory of random processes. Strictly speaking, only a good background in the topics usually associated with a course in Advanced Calculus (see, for example, the text of Apostol [1]) and the elements of matrix algebra is required although additional background is always helpful. N onethe­ less a strong effort has been made to keep the required background on the level specified above. This means that a course based on this book would be appropriate for a beginning graduate student or an advanced undergraduate. Previous knowledge of probability theory is not required since the discussion starts with the basic notions of probability theory. Chapters II and III are concerned with discrete probability spaces and elements of the theory of Markov chains respectively. These two chapters thus deal with probability theory for finite or countable models. The object is to present some of the basic ideas and problems of the theory in a discrete context where difficulties of heavy technique and detailed measure theoretic discussions do not obscure the ideas and problems.

Keywords

Conditional probability Poisson distribution Probability space Probability theory Random variable Stochastischer Prozess Variance linear optimization

Authors and affiliations

  • M.¬†Rosenblatt
    • 1
  1. 1.Department of MathematicsUniversity of California, San DiegoLa JollaUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-9852-6
  • Copyright Information Springer New York 1974
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4612-9854-0
  • Online ISBN 978-1-4612-9852-6
  • Series Print ISSN 0072-5285
  • Buy this book on publisher's site