Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications

by John J. Shynk

Probability, Random Variables, and Random Processes is a comprehensive textbook on probability theory for engineers that provides a more rigorous mathematical framework than is usually encountered in undergraduate courses. It is intended for first-year graduate students who have some familiarity with probability and random variables, though not necessarily of random processes and systems that operate on random signals. It is also appropriate for advanced undergraduate students who have a strong mathematical background. The book has the following features: Probability, Random Variables, and Random Processes is the only textbook on probability for engineers that includes relevant background material, provides extensive summaries of key results, and extends various statistical techniques to a range of applications in signal processing.

794 pages, Hardcover

First published September 17, 2012