Introduction To Random Processes

Introduction to Random Processes

Introduction to Probability, Statistics, and Random Processes

The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.

Random Processes for Engineers

An engaging introduction to the critical tools needed to design and evaluate engineering systems operating in uncertain environments.