Introduction to Probability Theory

Many electrical engineering students have studied, analyzed, and designed systems from the point of view of steady-state and transient signals using time domain or frequency domain techniques. However, these techniques do not provide a method for accounting for variability in the signal nor for unwanted disturbances such as interference and noise. We will see that the theory of probability and random processes is useful for modeling the uncertainty of various events (e.g., the arrival of telephone calls and the failure of electronic components). We also know that the performance of many systems is adversely affected by noise, which may often be present in the form of an undesired signal that degrades ...

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