Probability, Random Processes, and Ergodic Properties by Robert M. Gray.

This book has been written for several reasons, not all of which are academic. This material was for many years the first half of a book in progress on information and ergodic theory. The intent was and is to provide a reasonably self-contained advanced treatment of measure theory, prob ability theo...

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Bibliographic Details
Main Author: Gray, Robert M. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 1988.
Edition:1st ed. 1988.
Series:Springer eBook Collection.
Subjects:
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 1. Probability and Random Processes
  • 2. Standard Alphabets
  • 3. Borel Spaces and Polish Alphabets
  • 4. Averages
  • 5. Conditional Probability and Expectation
  • 6. Ergodic Properties
  • 7. Ergodic Theorems
  • 8. Spaces of Measures and the Ergodic Decomposition.