Probability, Random Variables and Stochastic Processes

by Athanasios Papoulis

This text is a classic in probability, statistics, and estimation and in the application of these fields to modern engineering problems. Probability, Random Variables, and Stochastic Processes assumes a strong college mathematics background. The first half of the text develops the basic machinery of probability and statistics from first principles while the second half develops applications of the basic theory. Topics in the first section include probability distributions and densities, random variables and vectors, expectations, covariance, correlations, functions of random variables and vectors, and conditional distributions and densities. In this third edition of the text, the second half of the book has been substantially updated and expanded to include new or revised discussions of the following topics: mean square estimation, likelihood tests, maximum entropy methods, Monte Carlo techniques, spectral representations and estimation, sampling theory, bispectra and system identification, cyclostationary processes, deterministic signals in noise, and the Wiener and Kalman filters. Probability, Random Variables, and Stochastic Processes covers a remarkable density of material and the clarity of both presentation and notation make this book invaluable as a text and a reference.

Genres: Mathematics, Science, Technical, Reference, Engineering, Academic, Textbooks

624 pages, Paperback

First published December 14, 2001

Reviews

[Parv Bhutiani · Rating 4 out of 5]

Well if you like numbers this one is 'a must read'.

[Arash Behgoo · Rating 5 out of 5]

RIP Prof. Papoulis.
Some of the end of chapter problems can make the readers feel dumb and will certainly teach them a lot. The book hardly has any unnecessary words. Very efficiently/concisely written.

[Ur'S Nag · Rating 5 out of 5]

this book is nice for reading

[blue bird · Rating 2 out of 5]

I hate `The following formula proves after chapter x`

[Zhenlan Hu · Rating 4 out of 5]

This is a good probability book for engineers to both refresh basics and learn advanced materials.

[Tarah · Rating 2 out of 5]

Esoteric for any but the math major (or PhD).

[Isaac Kokkinidis · Rating 4 out of 5]

Essential reading for engineers dealing with probability.

[Nandini · Rating 4 out of 5]

It is good for engineering student.i would recommend it for my class

[Alankriti · Rating 4 out of 5]

this is good to understand but with help of a guide