The fourth edition of "Probability, Random Variables and Stochastic Processes" has been updated significantly from the previous edition, and it now includes co-author S. Unnikrishna Pillai of Polytechnic University. The book is intended for a senior/graduate level course in probability and is aimed at students in electrical engineering, math, and physics departments. The authors' approach is to develop the subject of probability theory and stochastic processes as a deductive discipline and to illustrate the theory with basic applications of engineering interest. Approximately 1/3 of the text is new material - this material maintains the style and spirit of previous editions. In order to bridge the gap between concepts and applications, a number of additional examples have been added for further clarity, as well as several new topics.
Part 1 Probability and Random Variables
Ch1 The Meaning of Probability
Ch2 The Axioms of Probability
Ch3 Repeated Trials
Ch4 The Concept of a Random Variable
Ch5 Functions of One Random Variable
Ch6 Two Random Variables
Ch7 Sequences of Random Variables
Ch8 Statistics
Part 2 Stochastic Processes
Ch9 General Concepts
Ch10 Random Walks and Other Applications
Ch11 Spectral Representation
Ch12 Spectrum Estimation
Ch13 Mean Square Estimation