Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications

Preface

The goal of this book is to provide a more rigorous mathematical framework for probability, random variables, and random processes than is generally available in most undergraduate textbooks on probability and statistics for engineers. The material is designed for first-year graduate students, though much of it is accessible to seniors who have a strong mathematical background, and if some of the more theoretical sections are excluded by the instructor. The book has several features:

• Numerous detailed figures and tables are given that summarize the various techniques and show example results. These include a combination of more than 600 illustrations and plots generated using MATLAB® that are designed to reinforce the material.
• Many examples are included to illuminate subtle points that are often overlooked or not fully explained in basic textbooks. Each chapter also contains homework problems, for which there is a solution manual available to the instructor.
• Several appendices provide background material on related topics in mathematics and signals and systems so that the book is relatively self-contained. A summary of several parametric univariate distributions is included in Appendix A.
• The third part of the book describes signal processing and communications applications that a student is likely to encounter in subsequent courses in engineering. This introductory material is based on several courses offered at the University of California, Santa Barbara, and serves ...