内容

目次

1. Introduction; 2. Probability; 3. Discrete random variables; 4.Continuous random variables; 5. Functions of random variables and theirdistributions; 6. Fundamentals of statistical analysis; 7. Distributionsderived from the normal distribution; 8. Moment generating function andcharacteristic function; 9. Generating function and Laplace transform; 10.Inequalities, bounds and large deviation approximation; 11. Convergence of asequence of random variables; 12. Random process and spectral analysis; 13.Statistical estimation and decision theory; 14. Markov process andsemi-Markov process; 15. Point process, renewal process and birth-and-deathprocess; 16. Random walk, Brownian motion and diffusion process; 17.Filtering and prediction of random processes; 18. Queueing and loss models;19. Hidden Markov models and applications; Appendices.