Probability, Random Variables, and Stochastic Processes
Updated:
7 Sep 2020
The Third Edition emphasizes a concentrated revision of Parts II and III (leaving Part I virtually intact). The later sections will show greater elaboration of the basic concepts of stochastic processes, typical sequences of random variables, and a greater emphasis on realistic methods of spectral estimation and analysis. There are problems, exercises, and applications throughout. Aimed at senior/graduate students in electrical engineering, math, and physics departments.