Probability and Random Processes

With Applications to Signal Processing and Communications


  • Donald Childers, University of Florida, Gainesville


  • Scott Miller, Texas A & M University

Miller and Childers have focused on creating a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course. It is aimed at graduate students as well as practicing engineers, and includes unique chapters on narrowband random processes and simulation techniques. The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Probability and Random Processes also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields.
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Graduate-level courses in the topic with secondary interest to professionals.


Book information

  • Published: January 2012
  • ISBN: 978-0-12-386981-4


"...primarily focused toward undergraduate students in areas of electrical and computer engineering...the book is very well written and wasy to read and follow."
-Ali Esmaili, in TECHNOMETRICS, VOL. 47, 2005

"...very well written...I think this is a highly valuable textbook that is very recommendable for students, researchers as well as practitioners interested in signal processing and communications."
- Stefan Reh, Carnegie Mellon University

" is well written, providing the intended readership with tools and methods to study and solve problems concerning random signals and systems."
-Evelyn Buckwar, Zentralblatt MATH Berlin

"Electrical and computer engineers Miller (Texas A&M U.) and Childers (emeritus, U. of Florida) present a textbook for an upper-division undergraduate course in probability, or an introductory graduate course in random processes within an electrical engineering curriculum. Students are assumed to have the background appropriate to those levels. The area is primarily mathematical, but they treat the mathematics as a tool for engineers rather than a rigorous or elegant entity in its own right. They seek a balance between explaining elementary concepts clearly and providing enough depth that students can study modern communications systems, control systems, signal processing techniques, and other applications."--Reference and Research Book News, Inc.

Table of Contents

Preface1. Introduction2. Introduction to Probability Theory3. Random Variables, Distributions and Density Functions4. Operations on a Single Random Variable5. Pairs of Random Variables6. Multiple Random Variables7. Random Sequences and Series8. Random Processes9. Markov Processes10. Power Spectral Density11. Random Processes in Linear Systems12. Simulation TechniquesAppendix AAppendix BAppendix CAppendix DAppendix EAppendix F