Probability, Random Variables, and Random Signal Principles

The fourth edition of "Probability, Random Variables and Random Signal Principles" continues the success of previous editions with its concise introduction to probability theory for the junior-senior level course in electrical engineering. The book offers a careful, logical organization which stress [...]
Visa längre beskrivning

The fourth edition of "Probability, Random Variables and Random Signal Principles" continues the success of previous editions with its concise introduction to probability theory for the junior-senior level course in electrical engineering. The book offers a careful, logical organization which stresses fundamentals and includes almost 900 student exercises and abundant practical applications for engineers to understand probability concepts.

The most important new material in this edition relates to discrete-time random processes and sequences, and other topics in the general area of digital signal processing, such as the DT linear system.

CONTENTS

1 Probability

2 The Random Variable

3 Operations on one Random Variable Expectation

4 Multiple Random Variables

5 Operations of Multiple Random Variables

6 Random Processes-Temporal Characteristics

7 Random Processes-Spectral Characteristics

8 Linear Systems with Random Inputs

9 Optimum Linear Systems

10 Some Practical Applications of the Theory

Appendix A Review of the Impulse Function

Appendix B Gaussian Distribution Function

Appendix C Useful Mathematical Quantities

Appendix D Review of Fourier Transforms

Appendix E Table of Useful Fourier Transforms

Appendix F Some Probability Densities and Distributions

Appendix G Some Mathematical Topics of Interest