Probability, Random Processes, and Statistical Analysis Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance
Book contents
- Frontmatter
- Contents
- List of abbreviations and acronyms
- Preface
- Acknowledgments
- 1 Introduction
- Part I Probability, random variables, and statistics
- Part II Transform methods, bounds, and limits
- 8 Moment-generating function and characteristic function
- 9 Generating functions and Laplace transform
- 10 Inequalities, bounds, and large deviation approximation
- 11 Convergence of a sequence of random variables and the limit theorems
- Part III Random processes
- Part IV Statistical inference
- Part V Applications and advanced topics
- References
- Index
8 - Moment-generating function and characteristic function
from Part II - Transform methods, bounds, and limits
Published online by Cambridge University Press: 05 June 2012
Book contents
- Frontmatter
- Contents
- List of abbreviations and acronyms
- Preface
- Acknowledgments
- 1 Introduction
- Part I Probability, random variables, and statistics
- Part II Transform methods, bounds, and limits
- 8 Moment-generating function and characteristic function
- 9 Generating functions and Laplace transform
- 10 Inequalities, bounds, and large deviation approximation
- 11 Convergence of a sequence of random variables and the limit theorems
- Part III Random processes
- Part IV Statistical inference
- Part V Applications and advanced topics
- References
- Index
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- Probability, Random Processes, and Statistical AnalysisApplications to Communications, Signal Processing, Queueing Theory and Mathematical Finance, pp. 185 - 210Publisher: Cambridge University PressPrint publication year: 2011