Introduction to Probability, Statistics, and Random Processes

This book introduces students to probability, statistics, and stochastic processes. It can be used by both students and practitioners in engineering, various sciences, finance, and other related fields.

**Tag(s):**
Probability
Statistics

**Publication date**: 24 Aug 2014

**ISBN-10**:
0990637204

**ISBN-13**:
9780990637202

**Paperback**:
744 pages

**Views**: 17,051

**Type**: N/A

**Publisher**:
n/a

**License**:
n/a

**Post time**: 20 Jul 2016 05:01:20

Introduction to Probability, Statistics, and Random Processes

This book introduces students to probability, statistics, and stochastic processes. It can be used by both students and practitioners in engineering, various sciences, finance, and other related fields.

Book Description:

This book introduces students to probability, statistics, and stochastic processes. It can be used by both students and practitioners in engineering, various sciences, finance, and other related fields. It provides a clear and intuitive approach to these topics while maintaining mathematical accuracy. The book covers:

This book introduces students to probability, statistics, and stochastic processes. It can be used by both students and practitioners in engineering, various sciences, finance, and other related fields. It provides a clear and intuitive approach to these topics while maintaining mathematical accuracy. The book covers:

- Basic concepts such as random experiments, probability axioms, conditional probability, and counting methods

- Single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities

- Limit theorems and convergence

- Introduction to Bayesian and classical statistics

- Random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion

- Simulation using MATLAB and R (online chapters)

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About The Author(s)

H. Pishro-Nik is a faculty member in the Department of Electrical and Computer Engineering at the University of Massachusetts Amherst. He received a B.S. degree from Sharif University of Technology, and M.Sc. and Ph.D. degrees from Georgia Institute of Technology, all in Electrical and Computer Engineering. His research interests include Information Theory, Error Control Coding, and mathematical analysis of wireless networks.

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