Synopsis
The Third Edition emphasizes a concentrated revision of Parts II & III (leaving Part I virtually intact). The later sections show greater elaboration of the basic concepts of stochastic processes, typical sequences of random variables, and a greater emphasis on realistic methods of spectral estimation and analysis. There are problems, exercises, and applications throughout. Aimed at senior/graduate students in electrical engineering, math, and physics departments. Contents same as US/UK editions.
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Probability, Random Variables, and Stochastic Processes
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Probability, random variables, and stochastic processes
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Probability, random variables, and stochastic processes
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