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Gibson J. Fourier Transforms, Filtering, Probability and Random Processes...2023

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Gibson J. Fourier Transforms, Filtering, Probability and Random Processes...2023

Gibson J. Fourier Transforms, Filtering, Probability and Random Processes...2023

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Info:
  • Title: Introduction to Probability, Statistics, and Random Processes
  • Pages: 161
  • Author: Hossein Pishro-Nik
  • Language: English
  • Year: 2014
  • Subjects:
  • Category: Statistics, Probability & Statistics
  • Publisher: ‎ Kappa Research, LLC
  • ISBN: ‎ 978-0990637202

Description:
This book introduces students to probability, statistics, and stochastic processes. It can be used by both students and practitioners in engineering, various sciences, finance, and other related fields. It provides a clear and intuitive approach to these topics while maintaining mathematical accuracy.
The book covers:
  • Basic concepts such as random experiments, probability axioms, conditional probability, and counting methods
  • Single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities
  • Limit theorems and convergence
  • Introduction to Bayesian and classical statistics
  • Random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion
  • Simulation using MATLAB and R (online chapters)

The book contains a large number of solved exercises. The dependency between different sections of this book has been kept to a minimum in order to provide maximum flexibility to instructors and to make the book easy to read for students. Examples of applications-such as engineering, finance, everyday life, etc.-are included to aid in motivating the subject. The digital version of the book, as well as additional materials such as videos, is available at
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Gibson J. Fourier Transforms, Filtering, Probability and Random Processes...2023.pdf (1.98 MB)

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