Probability and Random Processes

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John Wiley & Sons, Jul 28, 2006 - Mathematics - 420 pages
A resource for probability AND random processes, with hundreds of worked examples and probability and Fourier transform tables

This survival guide in probability and random processes eliminates the need to pore through several resources to find a certain formula or table. It offers a compendium of most distribution functions used by communication engineers, queuing theory specialists, signal processing engineers, biomedical engineers, physicists, and students.

Key topics covered include:
* Random variables and most of their frequently used discrete and continuous probability distribution functions
* Moments, transformations, and convergences of random variables
* Characteristic, generating, and moment-generating functions
* Computer generation of random variates
* Estimation theory and the associated orthogonality principle
* Linear vector spaces and matrix theory with vector and matrix differentiation concepts
* Vector random variables
* Random processes and stationarity concepts
* Extensive classification of random processes
* Random processes through linear systems and the associated Wiener and Kalman filters
* Application of probability in single photon emission tomography (SPECT)

More than 400 figures drawn to scale assist readers in understanding and applying theory. Many of these figures accompany the more than 300 examples given to help readers visualize how to solve the problem at hand. In many instances, worked examples are solved with more than one approach to illustrate how different probability methodologies can work for the same problem.

Several probability tables with accuracy up to nine decimal places are provided in the appendices for quick reference. A special feature is the graphical presentation of the commonly occurring Fourier transforms, where both time and frequency functions are drawn to scale.

This book is of particular value to undergraduate and graduate students in electrical, computer, and civil engineering, as well as students in physics and applied mathematics. Engineers, computer scientists, biostatisticians, and researchers in communications will also benefit from having a single resource to address most issues in probability and random processes.

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CHAPTER 1 Sets Fields and Events
CHAPTER 2 Probability Space and Axioms
CHAPTER 3 Basic Combinatorics
CHAPTER 4 Discrete Distributions
CHAPTER 5 Random Variables
CHAPTER 6 Continuous Random Variables and Basic Distributions
CHAPTER 7 Other Continuous Distributions
CHAPTER 8 Conditional Densities and Distributions
CHAPTER 15 Computer Methods for Generating Random Variates
CHAPTER 16 Elements of Matrix Algebra
CHAPTER 17 Random Vectors and MeanSquare Estimation
CHAPTER 18 Estimation Theory
CHAPTER 19 Random Processes
CHAPTER 20 Classification of Random Processes
CHAPTER 21 Random Processes and Linear Systems
CHAPTER 22 Weiner and Kalman Filters

CHAPTER 9 Joint Densities and Distributions
CHAPTER 10 Moments and Conditional Moments
CHAPTER 11 Characteristic Functions and Generating Functions
CHAPTER 12 Functions of a Single Random Variable
CHAPTER 13 Functions of Multiple Random Variables
CHAPTER 14 Inequalities Convergences and Limit Theorems
CHAPTER 23 Probabilistic Methods in Transmission Tomography

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Page 7 - AU (BUC) = (AUB) UC, A n (B n C) = (A n B) n c.
Page 5 - Finally, the difference of two sets A and B, denoted by A — B, is the set of all elements of A that are not elements of B. A — B = {x: xe A and x $ B} For example, {1,3, 9} -{3, 5, 7} = {1,9}.

About the author (2006)

VENKATARAMA KRISHNAN, PhD, is Professor Emeritus in the Department of Electrical Engineering at the University of Massachusetts Lowell. Previously, he has taught at the Indian Institute of Science, Polytechnic University, the University of Pennsylvania, Princeton University, Villanova University, and Smith College. He also worked for two years (1974–1976) as a senior systems analyst for Dynamics Research Corporation on estimation problems associated with navigation and guidance and continued as their consultant for more than a decade. Professor Krishnan's research interests include estimation of steady-state queue distributions, tomographic imaging, biosystems, and digital, aerospace, control, communications, and stochastic systems. As a senior member of IEEE, Dr. Krishnan has authored three other books in addition to technical publications.

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