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Probability, Random Variables and Stochastic Processes 4/e

作者：Athanasios Papoulis, S. Unnikrishna Pillai
原價：NT$ 1,050

ISBN：9780071226615
版次：4
年份：2002
出版商：McGraw-Hill
頁數/規格：852頁/平裝單色
參考網頁：Probability, Random Variables and Stochastic Processes 4/e

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Description
The fourth edition of Probability, Random Variables and Stochastic Processes has been updated significantly from the previous edition, and it now includes co-author S. Unnikrishna Pillai of Polytechnic University. The book is intended for a senior/graduate level course in probability and is aimed at students in electrical engineering, math, and physics departments. The authors' approach is to develop the subject of probability theory and stochastic processes as a deductive discipline and to illustrate the theory with basic applications of engineering interest. Approximately 1/3 of the text is new material--this material maintains the style and spirit of previous editions. In order to bridge the gap between concepts and applications, a number of additional examples have been added for further clarity, as well as several new topics.

The authors' approach to the revised fourth edition of the popular text Probability, Random Variables, and Stochastic Processes is to develop the subject of probability theory and stochastic processes systematically as a deductive discipline with many illustrative examples of engineering interest. The text is intended for senior/graduate level courses in probability and stochastic processes, and is aimed at students in electrical and computer engineering, mathematics, and physics. With its excellent topical coverage, the book can be used for two or three different courses. This significantly updated fourth edition now includes a coauthor, Prof. S. Unnikrishna Pillai, also from Polytechnic.

Approximately one-third of the book is new material - that includes several new topics, and two new chapters.

Features

Changes to the fourth edition include: substantial updating of chapters 3 and 4; a new section on Parameter Estimation in chapter 8; a new section on Random Walks in chapter 10; and two new chapters (15 and 16) at the end of the book on Markov Chains and Queuing Theory.

A number of examples have been added to support the key topics, and the design of the book has been updated to allow the reader to easily locate the examples and theorems.

Websiteㅡan expanded book website, www.mhhe.com/papoulis, includes over 300 PowerPoint slides, periodically updated, containing supplementary material for all readers; a downloadable version of the solutions manual (for instructors only!); and a link to contact the authors.

New/Updated materialㅡthere has been substantial updating of chapters 3, 4, 5, and 6; chapter 8 includes a new section on Parameter Estimation; chapter 10 includes a new section on Random Walks; chapter 12 includes a new section on the class of extrapolating spectra; and two new chapters, 15 and 16, have been included based on Markov Chains, Markov Processes, and Queuing Theory.

Pedagogyㅡ a number of examples have been added to support the key topics, and the design of the book has been updated to allow the reader to easily locate the examples and theorems.

Table of Contents
Part 1 Probability and Random Variables
1 The Meaning of Probability
2 The Axioms of Probability
3 Repeated Trials
4 The Concept of a Random Variable
5 Functions of One Random Variable
6 Two Random Variables
7 Sequences of Random Variables
8 Statistics

Part 2 Stochastic Processes
9 General Concepts
10 Random Walk and Other Applications
11 Spectral Representation
12 Spectral Estimation
13 Mean Square Estimation
14 Entropy
15 Markov Chains
16 Markov Processes and Queueing Theory

Athanasios Papoulis was a University Professor at Polytechnic University, Brooklyn, New York, where he had taught Electrical Engineering over the past 40 years and was the author of half-a-dozen books. A graduate of the Polytechnic University of Athens, Greece, he held an MS degree in electrical engineering, and MA and PhD degrees in mathematics, all from the University of Pennsylvania, Philadelphia.

Professor Papoulis taught at the University of Pennsylvania, Union College, The University of California at Los Angeles, Stanford University and Technische Hochschale (Technical Institure) Darmstadt in Germany.

Professor Papoulis received the IEEE Education medal in 1984, Humboldt Senior research fellow (Germany) in 1986, the distinguished alumnus gold medal award from the University of Pennsylvania and an honorary doctorate from the Darmstadt University of Technology, Darmstadt, Germany in 1997.

We are sorry to hear that Professor Papoulis passed away in April, 2002.

S. Unnikrishna Pillai received his B. Tech degree in electronics engineering from the Institute of Technology(BHU), India in 1977, the M.Tech degree in electrical engineering from I.I.T. Kanpur, India in 1982, and the Ph.D degree in systems engineering from the Moore School of Electrical Engineering, University of Pennsylvania, Philadelphia in 1985.

From 1978 to 1980 he worked as a radar engineer with the Bharat Electronics Limited, Bangalore, India. In 1985 he joined the department of Electrical Engineering Polytechnic University, Brooklyn, New York as an Assistant Professor and currently he is a Professor of Electrical and Computer engineering (since 1995). He has published various journal articles, been the principal and co-principal investigator on several funded research projects and is the author of two textbooks "Array Signal Processing" and "Spectrum Estimation and System Identification" ( co-authored with Theodore I. Shim). Pillai was the associate editor of IEEE Transactions on Signal Processing from 1990 to 1992. His present research activities include radar signal processing, blind identification and deconvolution, spectrum estimation and system identification.

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