Fourier analysis is one of the most useful tools in many applied sciences. The recent developments of wavelet analysis indicate that in spite of its long history and well-established applications, the field is still one of active research. This text bridges the gap between engineering and mathematics, providing a rigorously mathematical introduction of Fourier analysis, wavelet analysis and related mathematical methods, while emphasizing their uses in signal processing and other applications in communications engineering. The interplay between Fourier series and Fourier transforms is at the...
Fourier analysis is one of the most useful tools in many applied sciences. The recent developments of wavelet analysis indicate that in spite of its l...
Introduction to the basic concepts of probability theory: independence, expectation, convergence in law and almost-sure convergence. Short expositions of more advanced topics such as Markov Chains, Stochastic Processes, Bayesian Decision Theory and Information Theory.
Introduction to the basic concepts of probability theory: independence, expectation, convergence in law and almost-sure convergence. Short expositions...
This book discusses both the theory and applications of Markov chains. The author studies both discrete-time and continuous-time chains and connected topics such as finite Gibbs fields, non-homogeneous Markov chains, discrete time regenerative processes, Monte Carlo simulation, simulated annealing, and queueing networks are also developed in this accessible and self-contained text. The text is firstly an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level. Its primary objective is to initiate the student to the art of stochastic modelling. The...
This book discusses both the theory and applications of Markov chains. The author studies both discrete-time and continuous-time chains and connected ...
Cette introduction aux concepts probabilistes et au calcul des probabilites s'adresse aux eleves-ingenieurs ou aux etudiants qui ne se destinent pas a priori a une carriere en mathematiques. La presentation, bien qu'utilisant le formalisme moderne, ne fait donc pas appel a une connaissance prealable de la Theorie de la Mesure et de l'Integration. En revanche, l'auteur insiste tout au long du livre sur l'aspect essentiel de la modelisation, a l'aide d'exercises varies en genetique (processus de branchement) en theorie des communicaitons (transmission de donnees, codage), en theorie du signal...
Cette introduction aux concepts probabilistes et au calcul des probabilites s'adresse aux eleves-ingenieurs ou aux etudiants qui ne se destinent pas a...
Fourier analysis is one of the most useful tools in many applied sciences. The recent developments of wavelet analysis indicate that in spite of its long history and well-established applications, the field is still one of active research. This text bridges the gap between engineering and mathematics, providing a rigorously mathematical introduction of Fourier analysis, wavelet analysis and related mathematical methods, while emphasizing their uses in signal processing and other applications in communications engineering. The interplay between Fourier series and Fourier transforms is at the...
Fourier analysis is one of the most useful tools in many applied sciences. The recent developments of wavelet analysis indicate that in spite of its l...
Queueing theory is a fascinating subject in Applied Probability for two con- tradictory reasons: it sometimes requires the most sophisticated tools of stochastic processes, and it often leads to simple and explicit answers. More- over its interest has been steadily growing since the pioneering work of Erlang in 1917 on the blocking of telephone calls, to the more recent applications on the design of broadband communication networks and on the performance evaluation of computer architectures. All this led to a huge literature, articles and books, at various levels of mathematical rigor....
Queueing theory is a fascinating subject in Applied Probability for two con- tradictory reasons: it sometimes requires the most sophisticated tools of...
Introduction to the basic concepts of probability theory: independence, expectation, convergence in law and almost-sure convergence. Short expositions of more advanced topics such as Markov Chains, Stochastic Processes, Bayesian Decision Theory and Information Theory.
Introduction to the basic concepts of probability theory: independence, expectation, convergence in law and almost-sure convergence. Short expositions...
This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes).
It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological...
This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite m...
The emphasis in this book is placed on general models (Markov chains, random fields, random graphs), universal methods (the probabilistic method, the coupling method, the Stein-Chen method, martingale methods, the method of types) and versatile tools (Chernoff's bound, Hoeffding's inequality, Holley's inequality) whose domain of application extends far beyond the present text. Although the examples treated in the book relate to the possible applications, in the communication and computing sciences, in operations research and in physics, this book is in the first instance concerned with...
The emphasis in this book is placed on general models (Markov chains, random fields, random graphs), universal methods (the probabilistic method, t...