Probability and Random Processes for Electrical and Computer Engineers

by John A. Gubner

The theory of probability is a powerful tool that helps electrical and computer engineers to explain, model, analyze, and design the technology they develop. The text begins at the advanced undergraduate level, assuming only a modest knowledge of probability, and progresses through more complex topics mastered at graduate level. The first five chapters cover the basics of probability and both discrete and continuous random variables. The later chapters have a more specialized coverage, including random vectors, Gaussian random vectors, random processes, Markov Chains, and convergence. Describing tools and results that are used extensively in the field, this is more than a textbook; it is also a reference for researchers working in communications, signal processing, and computer network traffic analysis. With over 300 worked examples, some 800 homework problems, and sections for exam preparation, this is an essential companion for advanced undergraduate and graduate students. Further resources for this title, including solutions (for instructors only), are available online at www.cambridge.org/9780521864701.

628 pages, Hardcover

First published June 1, 2006

Reviews

[Scott · Rating 5 out of 5]

This is a heavy math text that is used in upper division or graduate work in probability and random processes. This book is designed to be used over two courses/semesters. The explanations are very good and samples are used to assist.

[Benjamin Nysetvold · Rating 5 out of 5]

I used this textbook for my first introduction to probability course at an undergraduate level. The treatment of the material is good and this textbook covered the line between heavy theory and practical application quite well. The last four chapters do a good job of introducing random signals, a topic that is often omitted at the undergraduate level, in an approachable manner. Overall an excellent textbook, but somewhat difficult to use as a reference material given how the content is organized.

[Maya · Rating 4 out of 5]

Excellent text for getting back into statistics.