Probability, random processes, and ergodic properties

Bibliographic Details
Main Author: Gray, Robert M. , 1943- (Author)
Format: Book
Language:English
Published: Dordrecht ; New York : Springer , c2009
Edition:2nd ed
Subjects:
Table of Contents:
  • 1. Probability spaces
  • 2. Random processes and dynamical systems
  • 3. Standard alphabets
  • 4. Standard borel spaces
  • 5. Averages
  • 6. Conditional probability and expectation
  • 7. Ergodic properties
  • 8. Ergodic theorems
  • 9. Process approximation and metrics
  • 10. The ergodic decomposition