Gray R. - Probability, Random Processes, and Ergodic Properties.pdf

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Probability,
Random Processes,
and Ergodic Properties
November 3, 2001
ii
Probability,
Random Processes,
and Ergodic Properties
Robert M. Gray
Information Systems Laboratory
Department of Electrical Engineering
Stanford University
iv
°
1987 by Springer Verlag, 2001 revision by Robert M. Gray.
c
v
This book is a®ectionately dedicated to
Elizabeth Dubois Jordan Gray
and to the memory of
R. Adm. Augustine Heard Gray, U.S.N.
1888-1981
Sara Jean Dubois
and
William \Billy" Gray
1750-1825

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