Probability and random processes /
Venkatarama Krishnan.
- Hoboken, N.J. : Wiley-Interscience, c2006.
- xiii, 723 p. : ill. ; 26 cm.
- Wiley survival guides in engineering and science .
Includes bibliographical references (p. 714-715) and index.
1. Sets, fields, and events - 2. Probability space and axioms - 3. Basic combinatorics - 4. Discrete distributions - 5. Random variables - 6. Continuous random variables and basic distributions - 7. Other continuous distributions - 8. Conditional densities and distributions - 9. Joint densities and distributions - 10. Moments and conditional mements - 11. Characteristic functions and generating functions - 12. Functions of a single random variable - 13. Functions of multiple random variables - 14. Inequalities, convergences and limit theorems - 15. Computer methods for generating random variates - 16. Elements of matrix algebra - 17. Random vectors and mean-square estimation - 18. Estimation theory - 19. Random processes - 20. Classification of random processes - 21. Random processes and linear systems - 22. Weiner and Kalman filters - 23. Probabilistic methods in transmission tomography.