Introduction to Probability, Statistics, and Random Processes

Download or read book Introduction to Probability, Statistics, and Random Processes written by Hossein Pishro-Nik and published by . This book was released on 2014-08-15 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.