Probability, Random Processes, and Ergodic Properties

• Main Author: Gray, Robert M. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Boston, MA : Springer US, 2009.
• Subjects: Engineering.; Coding theory.; Differentiable dynamical systems.; Telecommunication.; Communications Engineering, Networks.; Signal, Image and Speech Processing.; Dynamical Systems and Ergodic Theory.; Coding and Information Theory.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4419-1090-5

Probability, Random Processes, and Ergodic Properties is for mathematically inclined information/communication theorists and people working in signal processing. It will also interest those working with random or stochastic processes, including mathematicians, statisticians, and economists. Highligh...

Table of Contents:

• Introduction
• Probability Spaces
• Random Processes and Dynamical Systems
• Standard Alphabets
• Standard Borel Spaces
• Averages
• Conditional Probability and Expectation
• Ergodic Properties
• Ergodic Theorems
• Process Approximation and Metrics
• The Ergodic Decomposition.