Intuitive Probability and Random Processes using MATLAB 0387241574, 9780387241579
Intuitive Probability and Random Processes using MATLAB® is an introduction to probability and random processes that mer
277 36 2MB
English Pages 834 Year 2005
Table of contents :
Title Page......Page 1
Preface......Page 5
CONTENTS......Page 8
1. Introduction......Page 16
2. Computer Simulation......Page 28
3. Basic Prob ability......Page 51
4. Conditional Probability......Page 87
5. Discrete Random Variables......Page 119
6. Expected Values for Discrete Random Variables......Page 146
7. Multiple Discrete Random Variables......Page 180
8. Condition al Probability Mass Functions......Page 227
9. Discrete N-Dimensional Random Variables......Page 259
10. Continuous Random Variables......Page 296
11. Expected Values for Continuous Random Variables......Page 354
12. Multiple Continuous RandomVariables......Page 387
13. Conditional Probability Density Functions......Page 442
14. Continuous N- Dimensional Random Variables......Page 465
15. Prob ability and MomentApproximations Using Limit Theorems......Page 492
16. Basic Random Processes......Page 522
17. Wide Sense Station ary RandomProcesses......Page 554
18. Linear Systems and Wide Sense Stationary Random Processes......Page 604
19. Multiple Wide Sense Stationary Random Processes......Page 647
20. Gaussian Random Processes......Page 678
21. Poisson Random Processes......Page 715
22. Markov Chains......Page 743
A: Glossary of Symbols and Abbrevations......Page 779
B: Assorted Math Facts and Formulas......Page 785
C: Linear and Matrix Algebra......Page 790
D: Summary of Signals , Linear Transforms, and Linear Systems......Page 796
E: Answers to Selected Problems......Page 810
INDEX......Page 824
Title Page......Page 1
Preface......Page 5
CONTENTS......Page 8
1. Introduction......Page 16
2. Computer Simulation......Page 28
3. Basic Prob ability......Page 51
4. Conditional Probability......Page 87
5. Discrete Random Variables......Page 119
6. Expected Values for Discrete Random Variables......Page 146
7. Multiple Discrete Random Variables......Page 180
8. Condition al Probability Mass Functions......Page 227
9. Discrete N-Dimensional Random Variables......Page 259
10. Continuous Random Variables......Page 296
11. Expected Values for Continuous Random Variables......Page 354
12. Multiple Continuous RandomVariables......Page 387
13. Conditional Probability Density Functions......Page 442
14. Continuous N- Dimensional Random Variables......Page 465
15. Prob ability and MomentApproximations Using Limit Theorems......Page 492
16. Basic Random Processes......Page 522
17. Wide Sense Station ary RandomProcesses......Page 554
18. Linear Systems and Wide Sense Stationary Random Processes......Page 604
19. Multiple Wide Sense Stationary Random Processes......Page 647
20. Gaussian Random Processes......Page 678
21. Poisson Random Processes......Page 715
22. Markov Chains......Page 743
A: Glossary of Symbols and Abbrevations......Page 779
B: Assorted Math Facts and Formulas......Page 785
C: Linear and Matrix Algebra......Page 790
D: Summary of Signals , Linear Transforms, and Linear Systems......Page 796
E: Answers to Selected Problems......Page 810
INDEX......Page 824
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