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Bruce Hajek,University of Illinois, Urbana-Champaign
Published 2015
Description
This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations,…
Provides an engaging introduction to random processes for senior undergraduate and graduate students
Covers both methods of using Markov processes (for inference with hidden states and for modelling/analysis of random dynamical systems) which are central to practical applications
Includes over 300 end-of-chapter problems, with worked solutions to half supplied at the back of the text, and the rest available online for instructors
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Author
Bruce Hajek,University of Illinois, Urbana-Champaign
Bruce Hajek has been an avid student, instructor, and user of probability theory for his entire career. He is the Mary Lou and Leonard C. Hoeft Chair of Engineering, Center for Advanced Study Professor of Electrical and Computer Engineering, and Professor in the Coordinated Science Laboratory at the University of Illinois. Among his many awards, he is a member of the US National Academy of Engineering and a recipient of the IEEE Koji Kobayashi Computers and Communications Award. He is co-author, with E. Wong, of the more advanced classic book, Stochastic Processes in Engineering Systems, 2nd edition (1985).