Probability, Random Processes, and Ergodic Properties (eBook, PDF)
Robert M. Gray
eBook, PDF

Probability, Random Processes, and Ergodic Properties (eBook, PDF)

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This book has been written for several reasons, not all of which are academic. This material was for many years the first half of a book in progress on information and ergodic theory. The intent was and is to provide a reasonably self-contained advanced treatment of measure theory, prob ability theory, and the theory of discrete time random processes with an emphasis on general alphabets and on ergodic and stationary properties of random processes that might be neither ergodic nor stationary. The intended audience was mathematically inc1ined engineering graduate students and visiting scholars ...

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