**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

**Introduction to Stochastic Analysis**

by

**Michael Roeckner**-

**Universitaet Bielefeld**

From the table of contents: Introduction to Pathwise Ito-Calculus; (Semi-)Martingales and Stochastic Integration; Markov Processes and Semigroups - Application to Brownian Motion; Girsanov Transformation; Time Transformation.

(

**5823**views)

**Probability**

by

**Douglas Kennedy**-

**Trinity College**

This material was made available for the course Probability of the Mathematical Tripos. Contents: Basic Concepts; Axiomatic Probability; Discrete Random Variables; Continuous Random Variables; Inequalities, Limit Theorems and Geometric Probability.

(

**1376**views)

**A Philosophical Essay on Probabilities**

by

**Pierre Simon Laplace**-

**Chapman & Hall**

Classic book on probability theory. It demonstrates, without the use of higher mathematics, the application of probability to games of chance, physics, reliability of witnesses, astronomy, insurance, democratic government, and many other areas.

(

**12507**views)

**An Introduction to Probability and Random Processes**

by

**Gian-Carlo Rota, Kenneth Baclawski**

The purpose of the text is to learn to think probabilistically. The book starts by giving a bird's-eye view of probability, it first examines a number of the great unsolved problems of probability theory to get a feeling for the field.

(

**13113**views)