Includes bibliographical references (pages 714-715) and index.
Sets, fields, and events -- Probability space and axioms -- Basic combinatorics -- Discrete distributions -- Random variables -- Continuous random variables and basic distributions -- Other continuous distributions -- Conditional densities and distributions -- Joint densities and distributions -- Moments and conditional moments -- Characteristic functions and generating functions -- Functions of a single random variable -- Functions of multiple random variables -- Inequalities, convergences, and limit theorems -- Computer methods for generating random variates -- Elements of matrix algebra -- Random vectors and mean-square estimation -- Estimation theory -- Random processes -- Classification of random processes -- Random processes and linear systems -- Weiner and Kalman filters -- Probabilistic methods in transmission tomography.
A resource for probability AND random processes, with hundreds of worked examples and probability and Fourier transform tablesThis survival guide in probability and random processes eliminates the need to pore through several resources to find a certain formula or table. It offers a compendium of most distribution functions used by communication engineers, queuing theory specialists, signal processing engineers, biomedical engineers, physicists, and students. Key topics covered include:* Random variables and most of their frequently used discrete and continuous probability distribution function.