Probability and Random Processes with Applications to Signal Processing
For courses in Probability and Random Processes. An accessible, yet mathematically solid, treatment of probability and random processes. More explanations and more detailed derivations - Given throughout. Many computer examples - Integrated throughout.. Presents probability examples in BASIC.. Includes random process examples in MATLAB using the Student Edition. Discussions of fundamental principles, especially basic probability - Expanded in this edition. Functions of Random Variables - Included as a separate chapter. Problems dealing with applications of basic theory - Added in such areas as medical imaging, percolation theory in fractals, and generation of random numbers. Several new topics covered - Failure rates, the Chernoff bound, interval estimation and the Student t-distribution, and power spectral density estimation. More rigor in the latter half of the text- Mean square convergence and introduction of Martingales. Brief appendix- Reviews relevant mathematics.
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I read this book in my graduate studies. It is one of the toughest book of all time and not for new readers. Most of the topics are written without proper explanation and relevant examples.