Designed for graduate-level courses, this text has defined the course of study in probability theory, highly regarded for its strong mathematical orientation and comprehensive coverage. The book classifies topics in probability, random variables, and stochastic processes very logically, carefully incorporating a wide range of illustrations and applications. This edition contains a substantial revision of Parts II & III with greater emphasis on realistic methods of spectral estimation and analysis, and many new problems, examples and applications.

PART 1 PROBABILITY AND RANDOM VARIABLES Chapter 1 The Meaning of Probability Chapter 2 The Axioms of Probability Chapter 3 Repeated Trials Chapter 4 The Concept of a Random Variable Chapter 5 Functions of One Random Variable Chapter 6 Two Random Variables Chapter 7 Sequences of Random Variables Chapter 8 Statistics PART 2 STOCHASTIC PROCESSES Chapter 9 General Concepts Chapter 10 Random Walk and Other Applications Chapter 11 Spectral Representation Chapter 12 Spectral Estimation Chapter 13 Mean Square Estimation Chapter 14 Entropy Chapter 15 Markov Chains Chapter 16 Markov Processes and Queueing Theory Printed Pages: 862.