Probability and Random Processes for Electrical and Computer Engineers

Probability and Random Processes for Electrical and Computer Engineers

JOHN A. GUBNER

University of Wisconsin-Madison

CAMBRIDGE UNIVERSITY PRESS

Cambridge, New York, Melbourne, Madrid, Cape Town, Singapore, S o Paulo

Cambridge University Press

The Edinburgh Building, Cambridge CB2 2RU, UK

Published in the United States of America by Cambridge University Press, New York

www.cambridge.org

Information on this title: www.cambridge.org/9780521864701

2006 Cambridge University Press

This publication is in copyright. Subject to statutory exception and to the provision of relevant collective licensing agreements, no reproduction of any part may take place without the written permission of Cambridge University Press.

First published in print format 2006

ISBN-13 978-0-511-21813-2 eBook (Adobe Reader)

ISBN-10 0-511-21813-3 eBook (Adobe Reader)

ISBN-13 9780521864701 hardback

ISBN-10 0-521-86470-4 hardback

Cambridge University Press has no responsibility for the persistence or accuracy of URLs for external or third-party internet websites referred to in this publication, and does not guarantee that any content on such websites is, or will remain, accurate or appropriate.

Dedication

To Sue and Joe

Probability and Random Processes forElectrical And Computer Engineers

The theory of probability is a powerful tool that helps electrical and computerengineers explain, model, analyze, and design the technology they develop. Thetext begins at the advanced undergraduate level, assuming only a modest knowledgeof probability, and progresses through more complex topics mastered at the graduatelevel. The first five chapters cover the basics of probability and both discrete andcontinuous random variables. The later chapters have a more specialized coverage, including random vectors, Gaussian random vectors, random processes, MarkovChains, and convergence. Describing tools and results that are used...

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