Probability and Random Processes provides a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course.
It includes unique chapters on narrowband random processes and simulation techniques. It also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields. The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Exceptional exposition and numerous worked out problems make the book extremely readable and accessible.
It is meant for practicing engineers as well as graduate students.
- Exceptional exposition and numerous worked out problems make the book extremely readable and accessible
- The authors connect the applications discussed in class to the textbook
- The new edition contains more real world signal processing and communications applications
- Includes an entire chapter devoted to simulation techniques
2. Introduction to Probability Theory
3. Random Variables, Distributions and Density Functions
4. Operations on a Single Random Variable
5. Pairs of Random Variables
6. Multiple Random Variables
7. Random Sequences and Series
8. Random Processes
9. Markov Processes
10. Power Spectral Density
11. Random Processes in Linear Systems
12. Simulation Techniques