Probability, Random Processes, and Ergodic Properties


27 June 2007

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). This format can be read from a Web browser by using the Acrobat Reader helper application, which is available for free downloading from Adobe.

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. The book has been converted from troff to LaTeX and many simplifications of notation have been made. Doubtless many conversion errors remain and I welcome any email pointing out definite or possible errors.

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.