Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers

• The text follows a single model that begins with an experiment consisting of a procedure and observations.
• The mathematics of discrete random variables appears separately from the mathematics of continuous random variables.
• Stochastic processes are introduced in Chapter 6, immediately after the presentation of discrete and continuous random variables. Subsequent material, including central limit theorem approximations, laws of large numbers, and statistical inference, then use examples that reinforce stochastic process concepts.
• An abundance of exercises are provided that help students learn how to put the theory to use.

David J. Goodman is Director of WINLAB and a Professor of Electrical and Computer Engineering at Rutgers University. Before coming to Rutgers, he enjoyed a twenty year research career at Bell Labs where he was a Department Head in Communications Systems Research. He has made fundamental contributions to digital signal processing, speech coding, and wireless information networks.