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Probability and Random Processes: With Applications to Signal Processing and Communications / Edition 1

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Overview

Miller and Childers have focused on creating 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 is aimed at graduate students as well as practicing engineers, and includes unique chapters on narrowband random processes and simulation techniques.

The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Probability and Random Processes also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields.

* 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

Miller and Childers have focused on creating 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 is aimed at graduate students as well as practicing engineers, and includes unique chapters on narrowband random processes and simulation techniques.

The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Probability and Random Processes also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields. Exceptional exposition and numerous worked out problems make the book extremely readable and accessible

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Editorial Reviews

From the Publisher
"...very well written...very recommendable for students, researchers as well as practitioners interested in signal processing and communications."
- Stefan Reh, Carnegie Mellon University

"...it is well written, providing the intended readership with tools and methods to study and solve problems concerning random signals and systems."
-Evelyn Buckwar, Zentralblatt MATH Berlin

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Product Details

  • ISBN-13: 9780121726515
  • Publisher: Elsevier Science
  • Publication date: 10/7/2004
  • Edition description: New Edition
  • Edition number: 1
  • Pages: 552
  • Product dimensions: 7.70 (w) x 9.20 (h) x 1.00 (d)

Meet the Author

Scott Miller

As a correspondent for The Wall Street Journal and Reuters news agency, Scott Miller spent nearly two decades in Asia and Europe, reporting from more than twenty-five countries. His articles—covering fields as varied as the Japanese economic collapse, the birth of a single European currency, French culinary traditions, and competitive speed knitting—have also appeared in The Washington Post and the Far Eastern Economic Review, among others. He has been a contributor to CNBC and Britain’s Sky News.

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Table of Contents

1 Introduction 1
2 Introduction to probability theory 7
3 Random variables, distributions, and density functions 47
4 Operations on a single random variable 87
5 Pairs of random variables 147
6 Multiple random variables 207
7 Random sequences and series 239
8 Random processes 277
9 Markov processes 323
10 Power spectral density 369
11 Random processes in linear systems 413
12 Simulation techniques 457
App. A Review of set theory 487
App. B Review of linear algebra 491
App. C Review of signals and systems 499
App. D Summary of common random variables 505
App. E Mathematical tables 517
App. F Numerical methods for evaluating the Q-function 525
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