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Preface

Published online by Cambridge University Press:  05 June 2012

Hisashi Kobayashi
Affiliation:
Princeton University, New Jersey
Brian L. Mark
Affiliation:
George Mason University, Virginia
William Turin
Affiliation:
AT&T Bell Laboratories, New Jersey
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Summary

This book covers fundamental concepts in probability, random processes, and statistical analysis. A central theme in this book is the interplay between probability theory and statistical analysis. The book will be suitable to graduate students majoring in information sciences and systems in such departments as Electrical and Computer Engineering, Computer Science, Operations Research, Economics and Financial Engineering, Applied Mathematics and Statistics, Biology, Chemistry and Physics. The instructor and the reader may opt to skip some chapters or sections and focus on chapters that are relevant to their fields of study. At the end of this preface, we provide suggested course plans for various disciplines.

Organization of the book

Before we jump into a mathematical description of probability theory and random processes, we will provide in Chapter 1, Introduction, specific reasons why the subjects of this book pertain to study and research across diverse fields or disciplines: (i) communications, information and control systems, (ii) signal processing, (iii) machine learning, (iv) bioinformatics and related fields, (v) econometrics and mathematical finance, (vi) queueing and loss systems, and (vii) other applications. We will then provide a brief but fascinating historical review of the development of (a) classical probability theory, (b) modern probability theory, (c) random processes, and (d) statistical analysis and inference. This historical review also serves as an overview of various topics discussed in this volume.

Type
Chapter
Information
Probability, Random Processes, and Statistical Analysis
Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance
, pp. xxiii - xxix
Publisher: Cambridge University Press
Print publication year: 2011

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  • Preface
  • Hisashi Kobayashi, Princeton University, New Jersey, Brian L. Mark, George Mason University, Virginia, William Turin, AT&T Bell Laboratories, New Jersey
  • Book: Probability, Random Processes, and Statistical Analysis
  • Online publication: 05 June 2012
  • Chapter DOI: https://doi.org/10.1017/CBO9780511977770.001
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Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

  • Preface
  • Hisashi Kobayashi, Princeton University, New Jersey, Brian L. Mark, George Mason University, Virginia, William Turin, AT&T Bell Laboratories, New Jersey
  • Book: Probability, Random Processes, and Statistical Analysis
  • Online publication: 05 June 2012
  • Chapter DOI: https://doi.org/10.1017/CBO9780511977770.001
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Preface
  • Hisashi Kobayashi, Princeton University, New Jersey, Brian L. Mark, George Mason University, Virginia, William Turin, AT&T Bell Laboratories, New Jersey
  • Book: Probability, Random Processes, and Statistical Analysis
  • Online publication: 05 June 2012
  • Chapter DOI: https://doi.org/10.1017/CBO9780511977770.001
Available formats
×