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Random Processes for Engineers by Bruce Hajek (2015, Hardcover)

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Authors : Hajek, Bruce. Random Processes for Engineers. Title : Random Processes for Engineers.

About this product

Product Identifiers

PublisherCambridge University Press

ISBN-101107100127

ISBN-139781107100121

eBay Product ID (ePID)204224063

Product Key Features

Number of Pages432 Pages

Publication NameRandom Processes for Engineers

LanguageEnglish

Publication Year2015

SubjectEngineering (General), Signals & Signal Processing, Probability & Statistics / Stochastic Processes, Number Theory

TypeTextbook

AuthorBruce Hajek

Subject AreaMathematics, Technology & Engineering

FormatHardcover

Dimensions

Item Height0.9 in

Item Weight34.6 Oz

Item Length10 in

Item Width7 in

Additional Product Features

Intended AudienceScholarly & Professional

LCCN2014-035900

Reviews"A comprehensive exposition of random processes ... Abstract concepts are nicely explained through many examples ... The book will be very helpful for beginning graduate students who want a firm foundational understanding of random processes. It will also serve as a nice reference for the advanced reader." Anima Anandkumar, University of California, Irvine

Dewey Edition23

IllustratedYes

Dewey Decimal519.2/3

Table Of Content1. A selective review of basic probability; 2. Convergence of a sequence of random variables; 3. Random vectors and minimum mean squared error estimation; 4. Random processes; 5. Inference for Markov models; 6. Dynamics for countable-state Markov models; 7. Basic calculus of random processes; 8. Random processes in linear systems and spectral analysis; 9. Wiener filtering; 10. Martingales; 11. Appendix; 12. Solutions to even numbered problems.

SynopsisThis engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: - Calculus of random processes in linear systems - Kalman and Wiener filtering - Hidden Markov models for statistical inference - The estimation maximization (EM) algorithm - An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book)., An engaging introduction to the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. It includes over 100 worked examples and over 300 end-of-chapter problems, with worked solutions to half provided in the book and the remaining solutions available online for instructors., This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: * Calculus of random processes in linear systems * Kalman and Wiener filtering * Hidden Markov models for statistical inference * The estimation maximization (EM) algorithm * An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book).

LC Classification NumberTA340 .H325 2015