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Table of Contents
Introduction
Probability and Random Variables
Convergence and Limit Theorems
Specification of Random Processes
Discrete-Time Finite Markov Chains
Wiener Process and White Gaussian Noise
Poisson Process and Shot Noise
Processing and Frequency Analysis of Random Signals
Ergodicity
Scalar Markov Diffusions and Ito Calculus
Wiener Filtering
Quantization Noise and Dithering
Phase Noise in Autonomous Oscillators.
Probability and Random Variables
Convergence and Limit Theorems
Specification of Random Processes
Discrete-Time Finite Markov Chains
Wiener Process and White Gaussian Noise
Poisson Process and Shot Noise
Processing and Frequency Analysis of Random Signals
Ergodicity
Scalar Markov Diffusions and Ito Calculus
Wiener Filtering
Quantization Noise and Dithering
Phase Noise in Autonomous Oscillators.