**Probability, Random Processes, and Ergodic Properties**

by Robert M. Gray

**Publisher**: Springer 2008**ISBN/ASIN**: 1441910891**Number of pages**: 217

**Description**:

This book is a self-contained treatment of the theory of probability, random processes. It is intended to lay solid theoretical foundations for advanced probability, that is, for measure and integration theory, and to develop in depth the long term time average behavior of measurements made on random processes with general output alphabets.

Download or read it online for free here:

**Download link**

(1.3MB, PDF)

## Similar books

**Advanced Topics in Probability**

by

**S.R.S. Varadhan**-

**New York University**

Topics: Brownian Motion; Diffusion Processes; Weak convergence and Compactness; Stochastic Integrals and Ito's formula; Markov Processes, Kolmogorov's equations; Stochastic Differential Equations; Existence and Uniqueness; Girsanov Formula; etc.

(

**5594**views)

**Introduction to Probability**

by

**Davar Khoshnevisan, Firas Rassoul-Agha**-

**University of Utah**

This is a first course in undergraduate probability. It covers standard material such as combinatorial problems, random variables, distributions, independence, conditional probability, expected value and moments, law of large numbers, etc.

(

**7170**views)

**Lectures on Elementary Probability**

by

**William G. Faris**-

**University of Arizona**

From the table of contents: Combinatorics; Probability Axioms; Discrete Random Variables; The Bernoulli Process; Continuous Random Variables; The Poisson Process; The weak law of large numbers; The central limit theorem; Estimation.

(

**4975**views)

**Probability on Trees and Networks**

by

**Russell Lyons, Yuval Peres**-

**Cambridge University Press**

This book is concerned with certain aspects of discrete probability on infinite graphs that are currently in vigorous development. Of course, finite graphs are analyzed as well, but usually with the aim of understanding infinite graphs and networks.

(

**1613**views)