Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers

This text introduces engineering students to probability theory and stochastic processes. Along with a thorough mathematical development of the subject, the book presents intuitive explanations of key points in order to give students the insights they need to apply the math to practical engineering problems. For each new principle it presents, the book provides an example of the application of the mathematics to an engineering problem. Each section ends with a quiz (with solutions posted on the book's web site) to help students gauge their understanding of the new material. Homework problems are annotated with symbols indicating their degree of difficulty. The initial five chapters contain the core material that will be present in any introductory course. In one-semester undergraduate courses, instructors will select material from the remaining seven chapters to meet their individual goals. Graduate students can cover all twelve chapters in one semester. All the techniques in the book are derived from a single, unifying model of an experiment consisting of a procedure and observations. The mathematical exposition begins with the axioms of probability and proceeds with clearly annotated definitions and theorems that convey the logical structure of the theory. To help students quickly understand the underlying principles of probability theory and to learn how to solve practical problems, the book introduces discrete random variables and continuous random variables in separate chapters.