**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 Probability**

by

**Leif Mejlbro**-

**BookBoon**

In this book you will find the basic mathematics of probability theory that is needed by engineers and university students. Topics as Elementary probability calculus, density functions and stochastic processes are illustrated.

(

**11606**views)

**Probability Theory**

by

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

**New York University**

These notes are based on a first year graduate course on Probability and Limit theorems given at Courant Institute of Mathematical Sciences. The text covers discrete time processes. A small amount of measure theory is included.

(

**19189**views)

**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.

(

**10449**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.

(

**6259**views)