Probability Distributions Involving Gaussian Random Variables

This book is intended for use by students, academicians and practicing engineers who in the course of their daily study or research have need for the probability distributions and associated statistics of random variables that are themselves Gaussian or in various forms derived from them. The format of the book is primarily that of a handbook in that, for the most part, the results are merely presented in their final form without derivation or discussion. As such the reader must rely on the typographical accuracy of the documented expressions, which the author has taken great pains to assure. Also included at the end of the book are numerous curves illustrating the behavior of a variety of the probability measures presented in mathematical form. The author wishes to acknowledge his many colleagues in industry and academia for the encouragement and support they provided for this project without which it might never have gotten started. INTRODUCTION There are certain reference works that engineers and scientists alike find invaluable in their day-to-day work activities. Many of these reference volumes are of a generic nature such as tables of integrals, tables of series, handbooks of mathematical formulas and transforms, etc. (see Refs. 1, 2, 3, and 4 for example), whereas others are collections of technical papers and textbooks that directly relate to the individual's specific field of specialty.

This handbook, now available in paperback, brings together a comprehensive collection of mathematical material in one location. It also offers a variety of new results interpreted in a form that is particularly useful to engineers, scientists, and applied mathematicians. The handbook is not specific to fixed research areas, but rather it has a generic flavor that can be applied by anyone working with probabilistic and stochastic analysis and modeling.

• Classic results are presented in their final form without derivation or discussion, allowing for much material to be condensed into one volume.
• Concise compilation of disparate formulae saves time in searching different sources.
• Focused application has broad interest for many disciplines: engineers, computer scientists, statisticians, physicists; as well as for any researcher working in probabilistic and stochastic analysis and modeling in the natural or social sciences.
• The material is timeless, with intrinsic value to practicing engineers and scientists.

Excerpts from reviews of the hardbound edition:

This is a unique book and an invaluable reference for engineers and scientists in the fields of electrical engineering, mathematics and statistics. There is no other single reference book that covers Gaussian and Gaussian-related distributions of random variables that are encountered in research work and practice. This is a reference book that I recommend to all my graduate students working in the area of telecommunication system analysis and design.

--John Proakis, Professor Emeritus, Northeastern University and Adjunct Professor, University of California, San Diego

The reference book Probability Distributions Involving Gaussian Random Variables, authored by Dr. Marvin Simon, has become, in a very short time frame, one of the most useful aids to research in the field of digital communications that has come out in many years. It has numerous results that can save researchers in the field endless hours of work. It has replaced various other well known resources because of its concentration of relevant, timely, and easily accessible results.

-- Larry Milstein, UCSD

There are a small number of reference works that have proven so invaluable that I have purchased a home copy in addition to my office copy. This handbook is one of them.

-- Dr. Norman C. Beaulieu, University of Alberta

 The Gaussian distribution and those derived from it are at the very core of a huge number of problems in multi-disciplinary fields of engineering, mathematics and science… The book, with its comprehensive information in analytical, tabular, and graphical form, is an invaluable tool for scientists and engineers.

-- Sergio Benedetto, Politecnico di Torino

More testimonials can be found in the front of this edition.