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Synopsis: Details This book is the fourth book in the Wiley Survival Guides in Engineering and Science, a series designed for both the professional and layman with the objective of providing a clear overview of a particular subject and its various interconnections. Probability and Random Processes explains most of the essential topics, such as set theory, combinatorics, random variables, most of the commonly used discrete and continuous probability distribution functions, functions of random variables, characteristic and generating functions, moments of random variables, convergence of random variables, estimation theory and the associated orthogonality principle, vector random variables, random processes, autocovariance and cross covariance functions, stationarity concepts, random processes through linear systems, and Wiener and Kalman filters. Many of the topics discussed are referred to every day by practitioners and students of engineering and science. This book facilitates understanding by presenting clear examples and solutions. A number of probability tables with accuracy up to nine places of decimal are given in the appendices, enhancing the utility of the book. A particular feature is the presentation of the commonly occurring Fourier transforms where both the time and frequency functions are drawn to scale.
Title: PROBABILITY AND RANDOM PROCESSES
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