文档介绍：Probability,EE E Random Processes,
and Ergodic Properties
Robert M. Gray
Probability, Random Processes,
and Ergodic Properties
Second Edition
Robert M. Gray
Department of Electrical Engineering
Stanford University
Stanford, CA 94305-4075
USA
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ISBN 978-1-4419-1089-9 e-ISBN 978-1-4419-1090-5
DOI -1-4419-1090-5
Springer Dordrecht Heidelberg London New York
Library of Congress Control Number: 2009932896
© Springer Science
+ Business Media, LLC 2009
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To my brother, Peter R. Gray
April 1940 – May 2009
Preface
This book has a long history. It began over two decades ago as the first
half of a book then in progress on information and ergodic theory. The
intent was and remains to provide a reasonably self-contained advanced
(at least for engineers) treatment of measure theory, probability theory,
and random processes, with an emphasis on general alphabets and on
ergodic and stationary properties of random processes that might be nei-
ther ergodic nor stationary. The intended audience was mathematically
inclined engineering graduate students and visiting scholars who had
not had formal courses in measure theoretic pr