Probability, Random Processes, and Ergodic Properties


Revised: 20 August 2008
This site provides the current version of the book Probability, Random Processes, and Ergodic Properties by R.M. Gray in the Adobe portable document format (PDF).

The current version is a corrected and somewhat revised version of the version published by Springer Verlag in 1988, which is out of print. This corrected version is made available with the permission of Springer-Verlag.

Permission is hereby given to freely print and circulate copies of this book so long as it is left intact and not reproduced for commercial purposes. The author would welcome all typos and comments.