Theory of Random Variables

This book discusses diverse concepts and notions – and their applications – concerning probability and random variables at the intermediate to advanced level. It explains basic concepts and results in a clearer and more complete manner than the extant literature. In addition to a range of concepts and notions concerning probability and random variables, the coverage includes a number of key advanced concepts in mathematics. Readers will also find unique results on e.g. the explicit general formula of joint moments and the expected values of nonlinear functions for normal random vectors. In addition, interesting applications of the step and impulse functions in discussions on random vectors are presented. Thanks to a wealth of examples and a total of 330 practice problems of varying difficulty, readers will have the opportunity to significantly expand their knowledge and skills. The book is rounded out by an extensive index, allowing readers to quickly and easily find what they are looking for.

Iickho Song received the BSE and MSE degrees in electronics engineering fromSeoul National University, Seoul, Korea, in 1982 and 1984, respectively, and the

MSE and PhD degrees in electrical engineering from the University of Pennsylvania,

Philadelphia, PA, USA, in 1985 and 1987, respectively.

In March 1988, Dr. Song joined the School of Electrical Engineering, Korea Advanced

Institute of Science and Technology, Daejeon, Korea, where Dr. Song is currently a Professor. Dr. Song is also a

The research interests of Dr. Song include communications theory, signal detection theory,

and statistical signal processing. Dr. Song is a Fellow of the IEEE and IET.

 

So Ryoung Park received the BS degree in electronics engineering from Yonsei University,

Seoul, Korea, in 1997, and the MSE and PhD degrees in electrical engineering from Korea

Advanced Institute of Science and Technology, Daejeon, Korea, in 1999 and 2002, respectively.

In March 2003, Dr. Park joined the School of Information, Communications, and Electronics

Engineering, the Catholic University of Korea, Bucheon, Korea, where Dr. Park is currently a Professor.

The current research interests of Dr. Park include detection and estimation theory, statistical

signal processing, and wireless communications. Dr. Park is a Senior Member of the IEEE.

 

Seokho Yoon received the BSE, MSE, and PhD degrees in electrical engineering from Korea

Advanced Institute of Science and Technology, Daejeon, Korea, in 1997, 1999, and 2002, respectively.

In March 2003, Dr. Yoon joined the College of Information and Communication Engineering,

Sungkyunkwan University, Suwon, Korea, where Dr. Yoon is currently a Professor.

The research interests of Dr. Yoon include detection and estimation theory and mobile

communications. Dr. Yoon is a Senior Member of the IEEE.