papoulis_probability_notes.bib

@Book{papoulis2002probability,
  title     = {Probability, random variables, and stochastic processes},
  publisher = {Tata McGraw-Hill Education},
  year      = {2002},
  author    = {Papoulis, Athanasios and Pillai, S Unnikrishna},
  edition   = {4th}
}

@article{takacs1980problem,
  title={The problem of coincidences},
  author={Tak{\'a}cs, Lajos},
  journal={Archive for History of Exact Sciences},
  volume={21},
  number={3},
  pages={229--244},
  year={1980},
  publisher={Springer}
}

@article{hathout2003old,
  title={The Old Hats Problem},
  author={Hathout, Heba},
  journal={Rose-Hulman Undergraduate Mathematics Journal},
  volume={4},
  number={1},
  pages={2},
  year={2003}
}

@Book{miller2017probability,
  title     = {The Probability Lifesaver: All the Tools You Need to Understand Chance},
  publisher = {Princeton University Press},
  year      = {2017},
  author    = {Miller, Steven J},
}

@InBook{miller2017probability_chap19,
 title = {The Probability Lifesaver: All the Tools You Need to Understand Chance},
 chapter = {Generating Functions and Convolutions},
 publisher = {Princeton University Press},
 year = {2017},
 author = {Miller, Steven J},
}

@InBook{ross2009first9th,
  author = {Ross, Sheldon},
  title = {A First Course in Probability},
  chapter = {Axioms of Probability},
  publisher = {Pearson},
  year = {2014},
  edition = {9th}
}

@article{mosteller2006optimal,
  title={Optimal length of play for a binomial game},
  author={Mosteller, Frederick},
  journal={Selected Papers of Frederick Mosteller},
  pages={333--335},
  year={2006},
  publisher={Springer}
}

@misc{weisstein18gaussian,
    author   = {Weisstein, Eric W.},
    title    = {Gaussian Integral},
    url      = {\url{http://mathworld.wolfram.com/GaussianIntegral.html}},
    note     = {{From MathWorld---A Wolfram Web Resource.}
		\url{http://mathworld.wolfram.com/GaussianIntegral.html}. Last visited on 2018-01-31},
}

@article{landau1983hardy,
  title={A Hardy old problem},
  author={Landau, Martin D and Jones, William R},
  journal={Mathematics Magazine},
  volume={56},
  number={4},
  pages={230--232},
  year={1983},
  publisher={JSTOR}
}

@misc{73080,
    TITLE = {Variance of sample variance?},
    AUTHOR = {user940},
    HOWPUBLISHED = {Mathematics Stack Exchange},
    NOTE = {URL: \url{https://math.stackexchange.com/q/73080} (version: 2011-10-23)},
    EPRINT = {https://math.stackexchange.com/q/73080},
    URL = {https://math.stackexchange.com/q/73080}
}

@book{smith2011spectral,
  title={Spectral audio signal processing},
  author={Smith III, Juliu O},
  year={2011},
  publisher={W3K publishing}
}

@InBook{smith2011spectral_chap_gaussian,
 title = {Spectral audio signal processing},
 chapter = {Gaussian Function Properties},
 publisher = {W3K publishing},
 year = {2011},
 author = {Smith III, Julius O.},
 ALTeditor = {},
 OPTkey = {},
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 OPTmonth = {},
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 OPTnote = {},
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 url = {https://ccrma.stanford.edu/\~jos/sasp/Gaussian_Integral_Complex_Offset.html},
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 OPTissn = {},
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}

@misc{do2008more,
 author = {Chuong B. Do},
 title = {More on multivariate gaussians},
 note = {URL: \url{http://vision.csee.wvu.edu//\~doretto/courses/2016-fall-ml/reading/more\_on\_gaussians.pdf} (last checked: 2018-06-01)},
 OPTkey = {},
 OPTmonth = {},
 year = {2008},
 OPTannote = {},
 OPTlastchecked = {},
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}

@misc{weisstein18bivarite,
    author   = {Weisstein, Eric W.},
    title    = {Bivariate Normal Distribution},
    url      = {\url{http://mathworld.wolfram.com/BivariateNormalDistribution.html}},
    note     = {{From MathWorld---A Wolfram Web Resource.}
		\url{http://mathworld.wolfram.com/BivariateNormalDistribution.html}. Last visited on 2018-05-16},
}

@misc{kupferman09lectures,
  author        = {Raz Kupferman},
  title         = {Lecture Notes in Probability},
  year          = {2009},
  note = {The Hebrew University of Jerusalem. Institute of Mathematics}
}

@Book{resnick1999probability,
  title     = {A probability path},
  publisher = {Birkhäuser Boston},
  year      = {1999},
  author    = {Resnick, Sidney I},
}

@Book{grimmett2001probability,
  title     = {Probability and random processes},
  publisher = {Oxford University Press},
  year      = {2001},
  author    = {Grimmett, Geoffrey and Stirzaker, David},
  edition   = {3rd}
}


@InCollection{polyanskiy18lec17,
 author = {Yury Polyanskiy},
 title = {{Lecture 17: Laws of Large Numbers I}},
 booktitle = {6.436J Fundamentals of Probability},
 OPTcrossref = {},
 OPTkey = {},
 OPTpages = {},
 publisher = {Massachusetts Institute of Technology},
 year = {2018},
 OPTeditor = {},
 OPTvolume = {},
 OPTnumber = {},
 OPTseries = {},
 OPTtype = {},
 OPTchapter = {},
 OPTaddress = {},
 OPTedition = {},
 OPTmonth = {},
 note = {MIT OpenCourseWare. License: Creative Commons BY-NC-SA. URL: \url{https://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-436j-fundamentals-of-probability-fall-2018/index.htm} (last visited on 2021-09-28)},
 OPTannote = {},
 url = {https://ocw.mit.edu/courses/electrical-engineering-and-computer-science/6-436j-fundamentals-of-probability-fall-2018/index.htm},
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}


@article{singer2006moment,
  title={{Moment equations and Hermite expansion for nonlinear stochastic differential equations with application to stock price models}},
  author={Singer, Hermann},
  journal={Computational Statistics},
  volume={21},
  number={3},
  pages={385--397},
  year={2006},
  publisher={Springer}
}


@book{casella2001statistical,
  title={Statistical inference},
  author={Casella, George and Berger, Roger L},
  year={2001},
  publisher={Cengage Learning},
  edition = {2nd}
}


@InCollection{panchenko03lec8,
 author = {Dmitry Panchenko},
 title = {{Lecture 8: Gamma Distribution, Beta Distribution}},
 booktitle = {18.650 Statistics for Applications},
 OPTcrossref = {},
 OPTkey = {},
 OPTpages = {},
 publisher = {Massachusetts Institute of Technology},
 year = {2003},
 OPTeditor = {},
 OPTvolume = {},
 OPTnumber = {},
 OPTseries = {},
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 OPTchapter = {},
 OPTaddress = {},
 OPTedition = {},
 OPTmonth = {},
 note = {MIT OpenCourseWare. License: Creative Commons BY-NC-SA. URL: \url{https://ocw.mit.edu/courses/mathematics/18-443-statistics-for-applications-fall-2003/index.htm} (last visited on 2021-11-16)},
 OPTannote = {},
 url = {https://ocw.mit.edu/courses/mathematics/18-443-statistics-for-applications-fall-2003/index.htm},
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}

@Book{kay93fundamentals,
  Title                    = {Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory},
  Author                   = {Steven M. Kay},
  Publisher                = {Prentice Hall},
  Year                     = {1993},
  Edition                  = {1st}
}

@article{bhattacharyya1946some,
  title={On some analogues of the amount of information and their use in statistical estimation},
  author={Bhattacharyya, A},
  journal={Sankhy{\=a}: The Indian Journal of Statistics},
  pages={1--14},
  year={1946},
  publisher={JSTOR}
}

@inproceedings{pillai1991improvements,
  title={{Improvements on the Cramer-Rao bound}},
  author={Pillai, S Unnikrishna and Sinha, Nikhileshwar D},
  booktitle={Acoustics, Speech, and Signal Processing, IEEE International Conference on},
  pages={3565--3566},
  year={1991},
  organization={IEEE Computer Society}
}

@online{lopez21estudiando,
  author  = {Ernesto López},
  title   = {{Estudiando el libro \enquote{Fundamentals of Statistical Signal Processing: Estimation Theory}  de Steven M. Kay}},
  year    = {2021},
  url     = {https://github.com/bor9/estudiando_el_kay/blob/main/kay_statistical_signal_processing.pdf},
  urldate = {2022-01-15},
  note = {URL: \url{https://github.com/bor9/estudiando_el_kay/blob/main/kay_statistical_signal_processing.pdf} (last visited on 2022-01-15)}
}

@Book{lathi2009modern4th,
  Title                    = {Modern digital and analog communication systems},
  Author                   = {Bhagwandas P. Lathi},
  Publisher                = {Oxford University Press, Inc.},
  Year                     = {2009},
  Edition                  = {4th}
}

@book{oppenheim96signals,
  author = {Alan V. Oppenheim and Alan S. Willsky and S. Hamid},
  title = {Signals and Systems},
  publisher = {Prentice Hall},
  year = {1996},
  edition = {2nd}
}

@MISC{891822,
    TITLE = {Integration of the cardinal sine},
    AUTHOR = {{SuperAbound}},
    HOWPUBLISHED = {Mathematics Stack Exchange},
    NOTE = {URL: \url{https://math.stackexchange.com/q/891822} (version: 2014-08-09)},
    EPRINT = {https://math.stackexchange.com/q/891822},
    URL = {https://math.stackexchange.com/q/891822}
}