Probability and Random Processes, Second Edition presents pertinent applications to signal processing and communications, two areas of key interest to students and professionals in today's booming communications industry. The book includes unique chapters on narrowband random processes and simulation techniques. It also describes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and others.
Exceptional exposition and numerous worked out problems make this book extremely readable and accessible. The authors connect the applications discussed in class to the textbook. The new edition contains more real world signal processing and communications applications. It introduces the reader to the basics of probability theory and explores topics ranging from random variables, distributions and density functions to operations on a single random variable. There are also discussions on pairs of random variables; multiple random variables; random sequences and series; random processes in linear systems; Markov processes; and power spectral density.
This book is intended for practicing engineers and students in graduate-level courses in the topic.
- Exceptional exposition and numerous worked out problems make the book extremely readable and accessible
- The authors connect the applications discussed in class to the textbook
- The new edition contains more real world signal processing and communications applications
- Includes an entire chapter devoted to simulation techniques
"...very well written...very recommendable for students, researchers as well as practitioners interested in signal processing and communications."
- Stefan Reh, Carnegie Mellon University
"...it is well written, providing the intended readership with tools and methods to study and solve problems concerning random signals and systems."
-Evelyn Buckwar, Zentralblatt MATH Berlin