Probability and Random Processes (PDF)

The second edition enhanced with new chapters, figures, and
appendices to cover the new developments in applied mathematical
functions

This book examines the topics of applied mathematical functions
to problems that engineers and researchers solve daily in the
course of their work. The text covers set theory, combinatorics,
random variables, discrete and continuous probability, distribution
functions, convergence of random variables, computer generation of
random variates, random processes and stationarity concepts with
associated autocovariance and cross covariance functions,
estimation theory and Wiener and Kalman filtering ending with two
applications of probabilistic methods. Probability tables with nine
decimal place accuracy and graphical Fourier transform tables are
included for quick reference. The author facilitates understanding
of probability concepts for both students and practitioners by
presenting over 450 carefully detailed figures and illustrations,
and over 350 examples with every step explained clearly and some
with multiple solutions.

Additional features of the second edition of Probability and
Random Processes are:

* Updated chapters with new sections on Newton-Pepys'
problem; Pearson, Spearman, and Kendal correlation coefficients;
adaptive estimation techniques; birth and death processes; and
renewal processes with generalizations

* A new chapter on Probability Modeling in Teletraffic
Engineering written by Kavitha Chandra

* An eighth appendix examining the computation of the roots of
discrete probability-generating functions

With new material on theory and applications of probability,
Probability and Random Processes, Second Edition is a
thorough and comprehensive reference for commonly occurring
problems in probabilistic methods and their applications.