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The second part (Chapters 4-6) provides a foundation of stochastic analysis, gives information on basic models of random processes and tools to study them. Here
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Approximately 1,000 problems — with answers and solutions included at the back of the book — illustrate such topics as random events, random variables, limi
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The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variabl
Theory of Probability and Random Processes
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A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the cor
Statistics of Random Processes II
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"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various as