A resource for probability AND random processes, with hundreds of worked examples and probability and Fourier transform tables
This survival guide in probability and random processes eliminates the need to pore through several resources to find a certain formula or table. It offers a compendium of most distribution functions used by communication engineers, queuing theory specialists, signal processing engineers, biomedical engineers, physicists, and students.
Key topics covered include:
Random variables and most of their frequently used discrete and continuous probability distribution functions
Moments, transformations, and convergences of random variables
Characteristic, generating, and moment-generating functions
Computer generation of random variates
Estimation theory and the associated orthogonality principle
Linear vector spaces and matrix theory with vector and matrix differentiation concepts
Vector random variables
Random processes and stationarity concepts
Extensive classification of random processes
Random processes through linear systems and the associated Wiener and Kalman filters
Application of probability in single photon emission tomography (SPECT)
More than 400 figures drawn to scale assist readers in understanding and applying theory.