Probability, Random Processes, and Ergodic Properties

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<P>Probability, Random Processes, and Ergodic Properties is for mathematically inclined information/communication theorists and people working in signal processing. It will also interest those working with random or stochastic processes, including mathematicians, statisticians, and economists.</P><P>Highlights:</P><P>Complete tour of book and guidelines for use given in Introduction, so readers can see at a glance the topics of interest.</P><P>Structures mathematics for an engineering audience, with emphasis on engineering applications.</P><P>New in the Second Edition:</P><P>Much of the material has been rearranged and revised for pedagogical reasons.</P><P>The original first chapter has been split in order to allow a more thorough treatment of basic probability before tackling random processes and dynamical systems.</P><P>The final chapter has been broken into two pieces to provide separate emphasis on process metrics and the ergodic decomposition of affine functionals.</P><P>Many classic inequalities are now incorporated into the text, along with proofs; and many citations have been added.</P>

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