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.
probability theory point of view and postpone the topological metric space considerations until later. Nonstationary and nonergodic processes We develop the theory of asymptotically mean sta-tionary processes and the ergodic decomposition in order to model many physical processes better than can traditional stationary and ergodic processes.
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