Skip to main content Accessibility help
Internet Explorer 11 is being discontinued by Microsoft in August 2021. If you have difficulties viewing the site on Internet Explorer 11 we recommend using a different browser such as Microsoft Edge, Google Chrome, Apple Safari or Mozilla Firefox.
Home
> Random Processes for Engineers

Random Processes for Engineers

Authors

Bruce Hajek, University of Illinois, Urbana-Champaign

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,…

  • Add bookmark
  • Cite
  • Share

Key features

  • 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

About the book

Access options

Check your access to the full version of this content by using one of the options below.

  • Institutional login

    Log in with Open Athens, Shibboleth, or your institutional credentials

    Log in
  • Personal login

    If you have previously obtained access using your personal account

    Log in
  • Already purchased an access code?

    You must be logged into your account in order to be able to activate an access code.

    Log in

If you believe you should have access to this content, please contact your institutional librarian or consult our FAQ page for further information about accessing our content.

Also available to purchase from these educational ebook suppliers
US