Offering extra practice on topics such as bivariate random variables, joint distribution functions, moment generating functions, Poisson processes, Wiener processes, power spectral densities and white noise, this book provides a useful guide to probability, random variables and random processes.
Good and thorough, building up from fundamentals to advanced topics. Consistent with the Shaum’s ethos, large numbers of problems with solutions to check one’s work — this makes a big difference in nurturing fundamental understanding of probability. The book does not touch measure theory, but has pretty much everything else covered. Personally, I also enjoyed the computer science and electrical engineering flavour seeping through the author’s background.