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Athanasios Papoulis and S. Unnikrishna Pillai, "Probability, Random Variables and Stochastic Processes with Errata Sheet", McGraw-Hill Science/Engineering/Math, 14 December, 2001.
ISBN: 0072817259
This text is a classic in probability, statistics, and estimation and in the application of these fields to modern engineering problems. Probability, Random Variables, and Stochastic Processes assumes a strong college mathematics background. The first half of the text develops the basic machinery of probability and statistics from first principles while the second half develops applications of the basic theory. Topics in the first section include probability distributions and densities, random variables and vectors, expectations, covariance, correlations, functions of random variables and vectors, and conditional distributions and densities. In this third edition of the text, the second half of the book has been substantially updated and expanded to include new or revised discussions of the following topics: mean square estimation, likelihood tests, maximum entropy methods, Monte Carlo techniques, spectral representations and estimation, sampling theory, bispectra and system identification, cyclostationary processes, deterministic signals in noise, and the Wiener and Kalman filters. Probability, Random Variables, and Stochastic Processes covers a remarkable density of material and the clarity of both presentation and notation make this book invaluable as a text and a reference.
Other subject areas related to Probability, Random Variables and Stochastic Processes with Errata Sheet (possibly beyond the scope of this System Dynamics Glossary) include:
Engineering - Electrical & Electronic, Mathematics, Probabilities, Probability & Statistics - General, Science/Mathematics, Technology / Engineering / Electrical.
Related topics include: Variable
Topics in our resources on System Dynamics related to Probability, Random Variables and Stochastic Processes with Errata Sheet include:
Other Books related to this System Dynamics Glossary can be found under these headings:
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