A Signal Theoretic Introduction to Random Processes

PREFACE

This book has arisen from research, over a 30 year period, related to modeling and characterizing random phenomena. From this research I have formed the view, which underpins the book, that an introduction to random processes should be grounded in signal theory as well as probability theory; results for random processes should be established on the finite interval; and mathematical rigor is of fundamental importance.

Writing of material for the book commenced around 2005 with an initial goal of extending my book Principles of Random Signal Analysis and Low Noise Design: The Power Spectral Density and its Applications, Wiley, 2002. Around 2006 it became clear that a new book was required and, when time permitted, research and writing for this book was undertaken. Significant impetus for the book was given with a Sabbatical taken between August 2011 and January 2012, which was spent at The Technical University of Darmstadt, Darmstadt, Germany.

The book assumes a prior introduction to probability theory and random variable theory and is suited to final year Electrical, Electronic, and Communications Engineering students, postgraduate students, and researchers with an interest in characterizing randomness.

The following people have contributed to the book in various ways. First, Prof. A. Zoubir, Head of the Signal Processing Group, The Technical University of Darmstadt, Darmstadt, Germany, has generously supported my career and visits to The Technical University of ...