Probability and Random Processes / Edition 1

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"More than 400 figures drawn to scale assist readers in understanding and applying theory. Many of these figures accompany the more than 300 examples given to help readers visualize how to solve the problem at hand. In many instances, worked examples are solved with more than one approach to illustrate how different probability methodologies can work for the same problem." This book is of particular value to undergraduate and graduate students in electrical, computer, and civil engineering, as well as students in physics and applied mathematics. Engineers, computer scientists, biostatisticians, and researchers in communications will also benefit from having a single resource to address most issues in probability and random processes.
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Editorial Reviews

From the Publisher
"…an excellent read for students who wish to deepen and enrich their understanding of random processes…" (Technometrics, August 2007)

"A very readable and pleasant book for students and researchers alike." (CHOICE, January 2007)

"This book is of particular value to students and professionals in electrical, computer, and civil engineering, physics, communications, biostatic[s]…and applied mathematics." (PTC Express, March 2007)

"…an exceptional reference…" (Computing, February 1, 2007)

"This book is recommended to libraries and all who are interested in statistics, especially engineers and econometrics." (Chemistry World, August 2007)

"…a single resource to address most issues in probability and random processes." (Zentralblatt MATH, 1105, 85)

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Product Details

Meet the Author

VENKATARAMA KRISHNAN, PhD, is Professor Emeritus in the Department of Electrical Engineering at the University of Massachusetts Lowell. Previously, he has taught at the Indian Institute of Science, Polytechnic University, the University of Pennsylvania, Princeton University, Villanova University, and Smith College. He also worked for two years (1974–1976) as a senior systems analyst for Dynamics Research Corporation on estimation problems associated with navigation and guidance and continued as their consultant for more than a decade. Professor Krishnan's research interests include estimation of steady-state queue distributions, tomographic imaging, biosystems, and digital, aerospace, control, communications, and stochastic systems. As a senior member of IEEE, Dr. Krishnan has authored three other books in addition to technical publications.
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Table of Contents

Ch. 1 Sets, fields, and events 1
Ch. 2 Probability space and axioms 10
Ch. 3 Basic combinatorics 25
Ch. 4 Discrete distributions 37
Ch. 5 Random variables 64
Ch. 6 Continuous random variables and basic distributions 79
Ch. 7 Other continuous distributions 95
Ch. 8 Conditional densities and distributions 122
Ch. 9 Joint densities and distributions 135
Ch. 10 Moments and conditional moments 146
Ch. 11 Characteristic functions and generating functions 155
Ch. 12 Functions of a single random variable 173
Ch. 13 Functions of multiple random variables 206
Ch. 14 Inequalities, convergences, and limit theorems 241
Ch. 15 Computer methods for generating random variates 264
Ch. 16 Elements of matrix algebra 284
Ch. 17 Random vectors and mean-square estimation 311
Ch. 18 Estimation theory 340
Ch. 19 Random processes 406
Ch. 20 Classification of random processes 490
Ch. 21 Random processes and linear systems 574
Ch. 22 Weiner and Kalman filters 625
Ch. 23 Probabilistic methods in transmission tomography 666
App. A A Fourier transform tables 683
App. B Cumulative Gaussian tables 687
App. C Inverse cumulative Gaussian tables 692
App. D Inverse chi-square tables 694
App. E Inverse student-t tables 701
App. F Cumulative Poisson distribution 704
App. G Cumulative binomial distribution 708
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