Mathematical Models of Information and Stochastic Systems

With a simple, accessible style, Mathematical Models of Information and Stochastic Systems presents basic principles of probability followed by important concepts derived from these principles. The book provides comprehensive coverage of joint, conditional, and total probabilities; random variables and their functions; conditional distribution functions; average values, moments, and correlations; randomness and average randomness; random systems; information; random processes; spectral densities; data analysis; and chaotic systems. Making it an ideal resource for students, the text features numerous case studies, examples, and problems as well as a solutions manual.