Probability is ubiquitous in every branch of science and engineering. This text on probability and random processes assumes basic prior knowledge of the subject at the undergraduate level. Targeted for first– and second–year graduate students in engineering, the book provides a more rigorous understanding of probability via measure theory and fields and random processes, with extensive coverage of correlation and its usefulness. The book also provides the background necessary for the study of such topics as digital communications, information theory, adaptive filtering, linear and nonlinear estimation and detection, and more.
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