Schaum's Outline of Probability, Random Variables, and Random Processes, 3rd Edition

by Hwei P. Hsu

The ideal review for the thousands of electrical engineering college students who enroll in probability, variables, and processes courses

"Schaum's Outline of Probability, Random Variables, and Random Processes" mirrors the courses in scope and sequence to help enrolled students understand basic concepts and offer extra practice on topics such as bivariate random variables, joint distribution functions, moment generating functions, Poisson processes, Wiener processes, power spectral densities, and white noise. Coverage will also include response of linear systems to random outputs, Fourier series and Karhunen-Loeve expansions, Fourier transform of random processes, parameter estimation, Bayes' estimation, and mean square estimation. Features Outline format supplies a concise guide to the standard college courses in probability, variables, and processes 405 solved problems New chapter on statistical communication theory Additional material on distributions, the Markov Process, and martingales Supports all the major textbooks for probability, variables, and processes courses

Genres: Mathematics, Engineering, Physics, Electrical Engineering, Reference

432 pages, Paperback

First published October 1, 1996

Reviews

[Daniel · Rating 5 out of 5]

Good and thorough, building up from fundamentals to advanced topics. Consistent with the Shaum’s ethos, large numbers of problems with solutions to check one’s work — this makes a big difference in nurturing fundamental understanding of probability. The book does not touch measure theory, but has pretty much everything else covered. Personally, I also enjoyed the computer science and electrical engineering flavour seeping through the author’s background.

[Jessica Maxey · Rating 3 out of 5]

Useful for review if you have had a college level course in the topic.