Probability, Random Processes, and Ergodic Properties /

This book is a self-contained treatment of the theory of probability, random processes. It is intended to lay solid theoretical foundations for advanced probability, that is, for measure and integration theory, and to develop in depth the long term time average behavior of measurements made on rando...

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Bibliographic Details
Main Author: Gray, Robert M.
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York, 1988.
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Probability and Random Processes
  • Standard Alphabets
  • Borel Spaces and Polish Alphabets
  • Averages
  • Conditional Probability and Expectation
  • Ergodic Properties
  • Ergodic Theorems
  • Spaces of Measures and the Ergodic Decomposition
  • Bibliography
  • Index.