Table of Contents: Probability in Electrical Engineering and Computer Science :

Probability in Electrical Engineering and Computer Science : An Application-Driven Course.

Bibliographic Details
Main Author:	Walrand, Jean.
Format:	eBook
Language:	English
Published:	Cham : Springer International Publishing AG, 2021.
Edition:	1st ed.
Subjects:	Electronic books.
Online Access:	Click to View

Table of Contents:

Intro
Preface
Acknowledgements
Introduction
About This Second Edition
Contents
1 PageRank: A
1.1 Model
1.2 Markov Chain
1.2.1 General Definition
1.2.2 Distribution After n Steps and Invariant Distribution
1.3 Analysis
1.3.1 Irreducibility and Aperiodicity
1.3.2 Big Theorem
1.3.3 Long-Term Fraction of Time
1.4 Illustrations
1.5 Hitting Time
1.5.1 Mean Hitting Time
1.5.2 Probability of Hitting a State Before Another
1.5.3 FSE for Markov Chain
1.6 Summary
1.6.1 Key Equations and Formulas
1.7 References
1.8 Problems
2 PageRank: B
2.1 Sample Space
2.2 Laws of Large Numbers for Coin Flips
2.2.1 Convergence in Probability
2.2.2 Almost Sure Convergence
2.3 Laws of Large Numbers for i.i.d. RVs
2.3.1 Weak Law of Large Numbers
2.3.2 Strong Law of Large Numbers
2.4 Law of Large Numbers for Markov Chains
2.5 Proof of Big Theorem
2.5.1 Proof of Theorem 1.1 (a)
2.5.2 Proof of Theorem 1.1 (b)
2.5.3 Periodicity
2.6 Summary
2.6.1 Key Equations and Formulas
2.7 References
2.8 Problems
3 Multiplexing: A
3.1 Sharing Links
3.2 Gaussian Random Variable and CLT
3.2.1 Binomial and Gaussian
3.2.2 Multiplexing and Gaussian
3.2.3 Confidence Intervals
3.3 Buffers
3.3.1 Markov Chain Model of Buffer
3.3.2 Invariant Distribution
3.3.3 Average Delay
3.3.4 A Note About Arrivals
3.3.5 Little's Law
3.4 Multiple Access
3.5 Summary
3.5.1 Key Equations and Formulas
3.6 References
3.7 Problems
4 Multiplexing: B
4.1 Characteristic Functions
4.2 Proof of CLT (Sketch)
4.3 Moments of N(0, 1)
4.4 Sum of Squares of 2 i.i.d. N(0, 1)
4.5 Two Applications of Characteristic Functions
4.5.1 Poisson as a Limit of Binomial
4.5.2 Exponential as Limit of Geometric
4.6 Error Function.
4.7 Adaptive Multiple Access
4.8 Summary
4.8.1 Key Equations and Formulas
4.9 References
4.10 Problems
5 Networks: A
5.1 Spreading Rumors
5.2 Cascades
5.3 Seeding the Market
5.4 Manufacturing of Consent
5.5 Polarization
5.6 M/M/1 Queue
5.7 Network of Queues
5.8 Optimizing Capacity
5.9 Internet and Network of Queues
5.10 Product-Form Networks
5.10.1 Example
5.11 References
5.12 Problems
6 Networks-B
6.1 Social Networks
6.2 Continuous-Time Markov Chains
6.2.1 Two-State Markov Chain
6.2.2 Three-State Markov Chain
6.2.3 General Case
6.2.4 Uniformization
6.2.5 Time Reversal
6.3 Product-Form Networks
6.4 Proof of Theorem 5.7
6.5 References
7 Digital Link-A
7.1 Digital Link
7.2 Detection and Bayes' Rule
7.2.1 Bayes' Rule
7.2.2 Circumstances vs. Causes
7.2.3 MAP and MLE
Example: Ice Cream and Sunburn
7.2.4 Binary Symmetric Channel
7.3 Huffman Codes
7.4 Gaussian Channel
Simulation
7.4.1 BPSK
7.5 Multidimensional Gaussian Channel
7.5.1 MLE in Multidimensional Case
7.6 Hypothesis Testing
7.6.1 Formulation
7.6.2 Solution
7.6.3 Examples
Gaussian Channel
Mean of Exponential RVs
Bias of a Coin
Discrete Observations
7.7 Summary
7.7.1 Key Equations and Formulas
7.8 References
7.9 Problems
8 Digital Link-B
8.1 Proof of Optimality of the Huffman Code
8.2 Proof of Neyman-Pearson Theorem 7.4
8.3 Jointly Gaussian Random Variables
8.3.1 Density of Jointly Gaussian Random Variables
8.4 Elementary Statistics
8.4.1 Zero-Mean?
8.4.2 Unknown Variance
8.4.3 Difference of Means
8.4.4 Mean in Hyperplane?
8.4.5 ANOVA
8.5 LDPC Codes
8.6 Summary
8.6.1 Key Equations and Formulas
8.7 References
8.8 Problems
9 Tracking-A
9.1 Examples
9.2 Estimation Problem.
9.3 Linear Least Squares Estimates
9.3.1 Projection
9.4 Linear Regression
9.5 A Note on Overfitting
9.6 MMSE
9.6.1 MMSE for Jointly Gaussian
9.7 Vector Case
9.8 Kalman Filter
9.8.1 The Filter
9.8.2 Examples
Random Walk
Random Walk with Unknown Drift
Random Walk with Changing Drift
Falling Object
9.9 Summary
9.9.1 Key Equations and Formulas
9.10 References
9.11 Problems
10 Tracking: B
10.1 Updating LLSE
10.2 Derivation of Kalman Filter
10.3 Properties of Kalman Filter
10.3.1 Observability
10.3.2 Reachability
10.4 Extended Kalman Filter
10.4.1 Examples
10.5 Summary
10.5.1 Key Equations and Formulas
10.6 References
11 Speech Recognition: A
11.1 Learning: Concepts and Examples
11.2 Hidden Markov Chain
11.3 Expectation Maximization and Clustering
11.3.1 A Simple Clustering Problem
11.3.2 A Second Look
11.4 Learning: Hidden Markov Chain
11.4.1 HEM
11.4.2 Training the Viterbi Algorithm
11.5 Summary
11.5.1 Key Equations and Formulas
11.6 References
11.7 Problems
12 Speech Recognition: B
12.1 Online Linear Regression
12.2 Theory of Stochastic Gradient Projection
12.2.1 Gradient Projection
12.2.2 Stochastic Gradient Projection
12.2.3 Martingale Convergence
12.3 Big Data
12.3.1 Relevant Data
12.3.2 Compressed Sensing
12.3.3 Recommendation Systems
12.4 Deep Neural Networks
12.4.1 Calculating Derivatives
12.5 Summary
12.5.1 Key Equations and Formulas
12.6 References
12.7 Problems
13 Route Planning: A
13.1 Model
13.2 Formulation 1: Pre-planning
13.3 Formulation 2: Adapting
13.4 Markov Decision Problem
13.4.1 Examples
13.5 Infinite Horizon
13.6 Summary
13.6.1 Key Equations and Formulas
13.7 References
13.8 Problems
14 Route Planning: B
14.1 LQG Control.
14.1.1 Letting N →∞
14.2 LQG with Noisy Observations
14.2.1 Letting N →∞
14.3 Partially Observed MDP
14.3.1 Example: Searching for Your Keys
14.4 Summary
14.4.1 Key Equations and Formulas
14.5 References
14.6 Problems
15 Perspective and Complements
15.1 Inference
15.2 Sufficient Statistic
15.2.1 Interpretation
15.3 Infinite Markov Chains
15.3.1 Lyapunov-Foster Criterion
15.4 Poisson Process
15.4.1 Definition
15.4.2 Independent Increments
15.4.3 Number of Jumps
15.5 Boosting
15.6 Multi-Armed Bandits
15.7 Capacity of BSC
15.8 Bounds on Probabilities
15.8.1 Applying the Bounds to Multiplexing
15.9 Martingales
15.9.1 Definitions
15.9.2 Examples
15.9.3 Law of Large Numbers
15.9.4 Wald's Equality
15.10 Summary
15.10.1 Key Equations and Formulas
15.11 References
15.12 Problems
Correction to: Probability in Electrical Engineering and Computer Science
Correction to: Probability in Electrical Engineering and Computer Science (Funding Information)
A Elementary Probability
A.1 Symmetry
A.2 Conditioning
A.3 Common Confusion
A.4 Independence
A.5 Expectation
A.6 Variance
A.7 Inequalities
A.8 Law of Large Numbers
A.9 Covariance and Regression
A.10 Why Do We Need a More Sophisticated Formalism?
A.11 References
A.12 Solved Problems
B Basic Probability
B.1 General Framework
B.1.1 Probability Space
B.1.2 Borel-Cantelli Theorem
B.1.3 Independence
B.1.4 Converse of Borel-Cantelli Theorem
B.1.5 Conditional Probability
B.1.6 Random Variable
B.2 Discrete Random Variable
B.2.1 Definition
B.2.2 Expectation
B.2.3 Function of a RV
B.2.4 Nonnegative RV
B.2.5 Linearity of Expectation
B.2.6 Monotonicity of Expectation
B.2.7 Variance, Standard Deviation.
B.2.8 Important Discrete Random Variables
B.3 Multiple Discrete Random Variables
B.3.1 Joint Distribution
B.3.2 Independence
B.3.3 Expectation of Function of Multiple RVs
B.3.4 Covariance
B.3.5 Conditional Expectation
B.3.6 Conditional Expectation of a Function
B.4 General Random Variables
B.4.1 Definitions
B.4.2 Examples
B.4.3 Expectation
B.4.4 Continuity of Expectation
B.5 Multiple Random Variables
B.5.1 Random Vector
B.5.2 Minimum and Maximum of Independent RVs
B.5.3 Sum of Independent Random Variables
B.6 Random Vectors
B.6.1 Orthogonality and Projection
B.7 Density of a Function of Random Variables
B.7.1 Linear Transformations
B.7.2 Nonlinear Transformations
B.8 References
B.9 Problems
References
Index.

Probability in Electrical Engineering and Computer Science : An Application-Driven Course.

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