Probability, Random Processes, and Ergodic Properties
Probability, Random Processes, and Ergodic PropertiesJanuary 2, 2010iiProbability, Random Processes, and Ergodic PropertiesRobert M. GrayInformation Systems LaboratoryElectrical Engineering DepartmentStanford UniversitySpringer-VerlagNew Yorkivc 1987 by Springer Verlag. Revised 2001, 2006, 2007, 2008 by Robert M. book is affectionately dedicated to the memory ofElizabeth Dubois Jordan Gray1906 1998R. Adm. Augustine Heard Gray, 1981Sara Jean Dubois 1811 ?andWilliam Old Billy Gray1750 1825viContentsContentsviiPrefaceix1 Probability and Random Introduction.
in all books on random processes, yet they are fundamental to understanding the limiting behavior of nonergodic and nonstationary processes. Both topics are considered in Krengel’s excellent book on ergodic theorems [41], but the treatment …
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