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Probability and Random Processes for Electrical and Computer Engineers

Probability and Random Processes for Electrical and Computer Engineers

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  • Date Published: June 2006
  • availability: Available
  • format: Hardback
  • isbn: 9780521864701

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  • The theory of probability is a powerful tool that helps electrical and computer engineers to explain, model, analyze, and design the technology they develop. The text begins at the advanced undergraduate level, assuming only a modest knowledge of probability, and progresses through more complex topics mastered at graduate level. The first five chapters cover the basics of probability and both discrete and continuous random variables. The later chapters have a more specialized coverage, including random vectors, Gaussian random vectors, random processes, Markov Chains, and convergence. Describing tools and results that are used extensively in the field, this is more than a textbook; it is also a reference for researchers working in communications, signal processing, and computer network traffic analysis. With over 300 worked examples, some 800 homework problems, and sections for exam preparation, this is an essential companion for advanced undergraduate and graduate students. Further resources for this title, including solutions (for instructors only), are available online at www.cambridge.org/9780521864701.

    • Each chapter contains a 'Notes' section at the end to discuss the more technical points of theory
    • There are worked examples throughout the main text, accompanied by homework problems (800 in total) and exam preparation at the end of each chapter: a number of examples and problems use MATLAB
    • The book is structured so that the level of the text varies as the material progresses, such that instructors can target the level (undergraduate or graduate) of the course to suit the background of the students
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    Reviews & endorsements

    "Probability and Random Processes for Electrical and Computer Engineers stands alone as a textbook that encourages readers to work through and obtain working knowledge of probability and random processes."
    Scott Brookhart, Bookshelf

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    Product details

    • Date Published: June 2006
    • format: Hardback
    • isbn: 9780521864701
    • length: 646 pages
    • dimensions: 249 x 170 x 33 mm
    • weight: 1.38kg
    • contains: 801 exercises
    • availability: Available
  • Table of Contents

    Preface
    1. Introduction to probability
    2. Introduction to discrete random variables
    3. More about discrete random variables
    4. Continuous random variables
    5. Cumulative distribution functions and their applications
    6. Statistics
    7. Bivariate random variables
    8. Introduction to random vectors
    9. Gaussian random vectors
    10. Introduction to random processes
    11. Advanced concepts in random processes
    12. Introduction to Markov chains
    13. Mean convergence and applications
    14. Other modes of convergence
    15. Self similarity and long-range dependence
    Bibliography
    Index.

  • Resources for

    Probability and Random Processes for Electrical and Computer Engineers

    John A. Gubner

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    These resources are provided free of charge by Cambridge University Press with permission of the author of the corresponding work, but are subject to copyright. You are permitted to view, print and download these resources for your own personal use only, provided any copyright lines on the resources are not removed or altered in any way. Any other use, including but not limited to distribution of the resources in modified form, or via electronic or other media, is strictly prohibited unless you have permission from the author of the corresponding work and provided you give appropriate acknowledgement of the source.

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  • Instructors have used or reviewed this title for the following courses

    • Applied Mathematics for Telecommunication
    • Engineering Probability and Statistics
    • Inrtoduction to Probability and Random Processes
    • Noise Theory
    • Probability and Random Process
    • Probability, Random Variables and Stochastic Processes
    • Random Processes and Optimum Filtering
    • Random Processes and Signals in Engineering
    • Random Processes for Engineers
    • Software Project Management
    • Stochastic Processes in Electronic Systems
  • Author

    John A. Gubner, University of Wisconsin, Madison
    John A. Gubner received his PhD in 1988 from the University of Maryland, College Park, after which he joined the University of Wisconsin, Madison, where he is currently a faculty member in the Department of Electrical and Computer Engineering. His research interests include ultra-wideband communications, point processes and shot noise, subspace methods in statistical processing, and information theory.

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