Chapter 11
Random Variables and Random Processes
The material in Part IV of this book, requires a strong background in random variables and random processes. Users of this book are advised to use this chapter as means for a quick top-level review of random variables and random processes. Instructors using this book as a text may assign Chapter 11 as a reading assignment to their students. This chapter is written in such a way that it only highlights the major points of the subject.
11.1. Random Variables
Consider an experiment with outcomes defined by a certain sample space. The rule or functional relationship that maps each point in this sample space into a real number is called a random variable. Random variables are designated by capital letters ...
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