Probability and Random Processes

Höfundur Scott Miller

Útgefandi Elsevier S & T

Snið ePub

Print ISBN 9780123869814

Útgáfa 2

Útgáfuár 2012

3.390 kr.

Description

Efnisyfirlit

  • Cover Image
  • Table of Contents
  • Title
  • Copyright
  • Preface
  • Chapter 1. Introduction
  • 1.1 A Speech Recognition System
  • 1.2 A Radar System
  • 1.3 A Communication Network
  • Chapter 2. Introduction to Probability Theory
  • 2.1 Experiments, Sample Spaces, and Events
  • 2.2 Axioms of Probability
  • 2.3 Assigning Probabilities
  • 2.4 Joint and Conditional Probabilities
  • 2.5 Basic Combinatorics
  • 2.6 Bayes’s Theorem
  • 2.7 Independence
  • 2.8 Discrete Random Variables
  • 2.9 Engineering Application—An Optical Communication System
  • Chapter 3. Random Variables, Distributions, and Density Functions
  • 3.1 The Cumulative Distribution Function
  • 3.2 The Probability Density Function
  • 3.3 The Gaussian Random Variable
  • 3.4 Other Important Random Variables
  • 3.5 Conditional Distribution and Density Functions
  • 3.6 Engineering Application: Reliability and Failure Rates
  • Chapter 4. Operations on a Single Random Variable
  • 4.1 Expected Value of a Random Variable
  • 4.2 Expected Values of Functions of Random Variables
  • 4.3 Moments
  • 4.4 Central Moments
  • 4.5 Conditional Expected Values
  • 4.6 Transformations of Random Variables
  • 4.7 Characteristic Functions
  • 4.8 Probability-Generating Functions
  • 4.9 Moment-Generating Functions
  • 4.10 Evaluating Tail Probabilities
  • 4.11 Engineering Application—Scalar Quantization
  • 4.12 Engineering Application—Entropy and Source Coding
  • Chapter 5. Pairs of Random Variables
  • 5.1 Joint Cumulative Distribution Functions
  • 5.2 Joint Probability Density Functions
  • 5.3 Joint Probability Mass Functions
  • 5.4 Conditional Distribution, Density, and Mass Functions
  • 5.5 Expected Values Involving Pairs of Random Variables
  • 5.6 Independent Random Variables
  • 5.7 Jointly Gaussian Random Variables
  • 5.8 Joint Characteristic and Related Functions
  • 5.9 Transformations of Pairs of Random Variables
  • 5.10 Complex Random Variables
  • 5.11 Engineering Application: Mutual Information, Channel Capacity, and Channel Coding
  • Chapter 6. Multiple Random Variables
  • 6.1 Joint and Conditional PMFs, CDFs, and PDFs
  • 6.2 Expectations Involving Multiple Random Variables
  • 6.3 Gaussian Random Variables in Multiple Dimensions
  • 6.4 Transformations Involving Multiple Random Variables
  • 6.5 Estimation and Detection
  • 6.6 Engineering Application: Linear Prediction of Speech
  • Chapter 7. Random Sums and Sequences
  • 7.1 Independent and Identically Distributed Random Variables
  • 7.2 Convergence Modes of Random Sequences
  • 7.3 The Law of Large Numbers
  • 7.4 The Central Limit Theorem
  • 7.5 Confidence Intervals
  • 7.6 Random Sums of Random Variables
  • 7.7 Engineering Application: A Radar System
  • Chapter 8. Random Processes
  • 8.1 Definition and Classification of Processes
  • 8.2 Mathematical Tools for Studying Random Processes
  • 8.3 Stationary and Ergodic Random Processes
  • 8.4 Properties of the Autocorrelation Function
  • 8.5 Gaussian Random Processes
  • 8.6 Poisson Processes
  • 8.7 Engineering Application—Shot Noise in a p–n Junction Diode
  • Chapter 9. Markov Processes
  • 9.1 Definition and Examples of Markov Processes
  • 9.2 Calculating Transition and State Probabilities in Markov Chains
  • 9.3 Characterization of Markov Chains
  • 9.4 Continuous Time Markov Processes
  • 9.5 Engineering Application: A Computer Communication Network
  • 9.6 Engineering Application: A Telephone Exchange
  • Chapter 10. Power Spectral Density
  • 10.1 Definition of PSD
  • 10.2 The Wiener–Khintchine–Einstein Theorem
  • 10.3 Bandwidth of a Random Process
  • 10.4 Spectral Estimation
  • 10.5 Thermal Noise
  • 10.6 Engineering Application: PSDs of Digital Modulation Formats
  • Chapter 11. Random Processes in Linear Systems
  • 11.1 Continuous Time Linear Systems
  • 11.2 Discrete-Time Linear Systems
  • 11.3 Noise Equivalent Bandwidth
  • 11.4 Signal-to-Noise Ratios
  • 11.5 The Matched Filter
  • 11.6 The Wiener Filter
  • 11.7 Bandlimited and Narrowband Random Processes
  • 11.8 Complex Envelopes
  • 11.9 Engineering Application: An Analog Communication System
  • Chapter 12. Simulation Techniques
  • 12.1 Computer Generation of Random Variables
  • 12.2 Generation of Random Processes
  • 12.3 Simulation of Rare Events
  • 12.4 Engineering Application: Simulation of a Coded Digital Communication System
  • APPENDIX A. Review of Set Theory
  • APPENDIX B. Review of Linear Algebra
  • APPENDIX C. Review of Signals and Systems
  • APPENDIX D. Summary of Common Random Variables
  • APPENDIX E. Mathematical Tables
  • APPENDIX F. Numerical Methods for Evaluating the Q-Function
  • Index
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