Probability, Random Variables, and Random Signal Principles

Book Description

This concise introduction to probability theory carries on the success of previous editions, offering readers a logical, well-organized look at the fundamental of the subject--includes applications that strengthen engineers' grasp of probability concepts. New! Coverage of discrete-time random processes and sequences, and other general topics related to digital signal processing.

Customer Reviews:

Horrible book.......2007-03-13

The book offers no rigor in any sense and the author seems to have simply copied a large number of formulas from a real probability book. Explanations are sparse and incoherent with vague references to "important applications" with no sense of the abstract concept and virtually no insight into any of the information presented; as another reviewer wrote it is quite dry, I can't see Ben Stein narrating it, but I can picture the author sitting at his keyboard haphazardly plunking in text from other 'sources' all the while wondering what it means.

Skip this and get something with more substance, Peebles offers nothing more than you could find on wikipedia, perhaps less.

A bad book to start with.........2006-05-01

This book though looks simple and pretends to present concepts in a lucid manner, does not match international standards. Very few examples are present with less/no illustrations. I struggled with this book for almost 2 years to understand the concepts as this book was the only popular book in my UG college and was readily available in our library. It has ideally no practical examples which can easily discourage reader. After reading contemporary books from Prof Roy Yates and Prof Leon-Garcia, I could do little favor for this book by giving 1 star.

However, one who is already thorough with concepts can use this book for revision. There is a huge element of risk involved in starting with this book to learn probability concepts.

It's okay........2006-04-10

Layout of book is really bland and examples are scant. The subject matter is interesting, but the book itself is dry- you can almost hear Ben Stein narrating when you read it.

Very little examples, no answers in the back of the book.......2006-03-23

This book does not have enough examples in the text. I tend to learn better by example and this book is not for people like myself. Also, there are no solutions to any of the homework problems in the back of the book. So you can't check your answers to see if you are doing the problems right.

4.5 stars as an undergraduate textbook for EE students.......2002-09-13

This book is one of the best undergradute textbooks for EE students, especially students having focus on physical-layer communication engineering. The highlight of this book is the enormous amount of well-written problems at the end of each chapter. These problems really help students fully understand abstract definitions and theorems which otherwise will not be easily cracked.

This book, however, has the following drawbacks:
1. The author should have emphasized in the first chapter the importance of real analysis and measure theory in order to motivate the students planning graduate research to study and prepare for the math courses during their undergraduate study.
2. No section for complex Gaussian random variable and vector, which are very important in digital communications.
3. No limit theorems except CLT.
4. No handling of convergence of a random sequence.

Book Description

Provides users with an accessible, yet mathematically solid, treatment of probability and random processes. Many computer examples integrated throughout, including random process examples in MATLAB. Includes expanded discussions of fundamental principles, especially basic probability. Includes new problems which deal with applications of basic theory—in such areas as medical imaging, percolation theory in fractals, and generation of random numbers. Several new topics include Failure rates, the Chernoff bound, interval estimation and the Student t-distribution, and power spectral density estimation. Functions of Random Variables is included as a separate chapter. Mean square convergence and introduction of Martingales is covered in the latter half of the book. Provides electrical and computer engineers with a solid treatment of probability and random processes.

Customer Reviews:

Good book for learning prob and stochastics for EEs.......2007-05-10

Used this for a course.
It is pretty good to learn the basics from, although it gets pretty deep pretty fast by the fifth chapter or so, at which point you may need to use other references to help you stay afloat. Contains a lot of good sideitems that other books don't capture, and some decent examples. Lots of emphasis on DSP, a plus if that is what you are using this material for. Yates and Goodman is good as a companion if you need help understanding the basics. Papoulis is a good companion text for the advanced stuff.

Wow..........2007-04-05

I am amazed that this book is used as a primary text at so many universities. While initially I was unsure if this was a poor text, or if I was simply not adequately prepared to take a probability course, I qucikly realized upon viewing other references that this book was useless and that there are so many other books on this subject which address probability in an intuitive manner. I sometimes read this book and wonder who the authors were writing this book for. The examples are completely overbearing in some cases. Take Example 5.5-3, which was a 4 page discourse on Black Lung, which was probably pulled out of a journal paper. While this could be an interesting topic in probability, it is frustrating, confusing and discouraging to someone trying to learn the subject. I will not even go into the books typographical errors, as they have been mentioned in several other reviews. My advice would be to check out other references if you are taking a class using this text. This book is useful only to people who have mastered the subject.

Some good some bad.......2007-01-20

I found this book to be terrible when I was looking for something specific, but good if read from the start to finish of each chapter. My style of studying doesn't mesh well with the book's lack of a useful index and procedural organization within the text. The index is useless because common, major terms refer to pages that almost exclusively off-handedly mention the term with no further explanation. This organization makes it nearly useless as a reference book.

Great random processes book for engineers.......2005-11-13

This book is ideal as a textbook in a class on random processes, particularly for engineers and those interested in signal processing and telecommunications. I have found the book very easy to follow, quite accessible and complete, and the example problems are very indicative of the approach you need to solve the exercises at the end of each chapter. I would not recommend this book for self-study, however, as I think that self-study of a subject as difficult as random processes would be tough going for anybody. The criticisms that I would make are:
1. The book is poorly edited. There are a moderate number of typos. Some are in places where it is obvious what the author meant, but a few are in critical equations that could mislead the reader.
2. There are no solutions to any of the exercises included in the book. It would really help if there were solutions to either odd or even problems included so that you would know you are on the right path.
Since Amazon does not currently show the table of contents for this book, I do so for the purpose of completeness:
Chapter one is an introduction to probability. This material is covered quickly, so the reader should just use this as a review.
Chapter two introduces random variables. Included topics are the definition of a random variable, the probability density and distribution functions. This material is presented with exceptional clarity.
Functions of Random Variables are introduced in chapter three. This is one of the hardest chapters in the book, although I have not been able to find another book that explains the same material as well. This is mainly concerned with finding the probability density functions of f(x) and f(x,y) given the pdf of the input functions. Convolution and multiple integrals abound in this chapter.
Chapter 4 is Expectation and Introduction to Estimation. This sounds straightforward, but the material on conditional expectation can get complex, although the book covers it well.
Chapter 5 is Random Vectors and Parameter Estimation. This chapter takes concepts from numerical linear algebra and applies it to random processes.
Chapter six is random sequences and introduces linear systems concepts and markov processes.
Chapters seven and eight talk about advanced concepts in random processes.
Chapter nine discusses applications of the previous eight chapters to statistical signal processing.
To get the most out of this book you should already be familiar with probability theory, multiple variable calculus, and linear algebra. If you are not, there is no way you are going to understand this material. A good companion to this book is Schaum's outline of Probability, Random Variables, and Random Processes. It covers most of the same material as this book, except that it does so with more of a mathematician's viewpoint. The Schaum's outline's solved problems also help offset the fact that there are no solutions to exercises in this book. Just remember that there is no textbook on a subject as complex as random processes that is going to negate the need for an instructor of exceptional ability.

Well written but lacks editing, a bit sloppy.......2005-03-13

This book is well written, and is especially interesting for electrical engineers because it uses examples from their field almost from the start. However, it is rife with typos, which can be frustrating in a math book, where you often assume its true, then try to figure out why. Also, it exhibits the sloppy math style common to engineers, especially when it comes to the distinction between constants and variables. This can lead to alot confusion at first.

Probabilistic Systems and Random Signals

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Hard to understand

Probabilistic Systems and Random Signals
Abraham H Haddad
Manufacturer: Prentice Hall
ProductGroup: Book
Binding: Hardcover

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ASIN: 0130094552

Book Description

In-depth mathematical treatment, including examples of real systems to explain many of the probabilistic models and the use of Matlab both in examples and problem assignments, ensures students can relate to the mathematical material in practical terms Unique applications—covering issues such as reliability, measurement errors, and arrival and departure of events in networks—provide students with a broader range of topical coverage.

Customer Reviews:

Hard to understand.......2006-09-11

This book covers a lot of material, but only skims over the basic mathematical concepts. Unless you have a good background in statistics, you will find yourself confused very quickly. I spent most of the course looking through other books from the library.

Principles of Random Signal Analysis and Low Noise Design: The Power Spectral Density and its Applications

Average customer rating:

Covering the gap between engineering and rigour

Principles of Random Signal Analysis and Low Noise Design: The Power Spectral Density and its Applications
Roy M. Howard
Manufacturer: Wiley-IEEE Press
ProductGroup: Book
Binding: Hardcover

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An Introduction to the Theory of Random Signals and Noise

ASIN: 0471226173

Book Description

Describes the leading techniques for analyzing noise.
Discusses methods that are applicable to periodic signals, aperiodic signals, or random processes over finite or infinite intervals.
Provides readers with a useful reference when designing or modeling communications systems.

Customer Reviews:

Covering the gap between engineering and rigour.......2007-02-28

Power Spectral Density is widespread used in electronic engineering books as the Fourier Transform of correlation functions. However this definition seems rather mysterious and not very well connected with the intuitive idea of power, specially for stochastic processes.

This books gives the definitions, proofs and motivations behind Power Spectral Density. It rigorously establishes the bridge between "engineers intuitive concepts" and mathematical laid-down definitions.

Although it introduces Lebesgue and measure theory, the first chapters of the book are not intended to mathematicians, so it only deals with those fundamental results which will be needed further in the book. In following chapters one readily get a great insight into the concepts and connections between those split worlds of engineering and mathematics. The exposition is clear even in the case of stochastic processes, where the Power Spectral Density is clearly definded as a statistical average power.

For those engineers aware of the gaps and flaws of engineering books and who can't turn a blind eye to mathematics, this is a must have book.

Probability, Random Signals, and Statistics

Average customer rating:

Not recommended for beginners
A pleasant surprise
Excellent text for probability theory

Probability, Random Signals, and Statistics
X. Rong Li
Manufacturer: CRC
ProductGroup: Book
Binding: Hardcover

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ASIN: 0849304334

Book Description

With this innovative text, the study-and teaching- of probability and random signals becomes simpler, more streamlined, and more effective. Its unique "textgraph" format makes it both student-friendly and instructor-friendly. Pages with a larger typeface form a concise text for basic topics and make ideal transparencies; pages with smaller type provide more detailed explanations and more advanced material.

Customer Reviews:

Not recommended for beginners.......2002-03-24

I am afraid I can't wholly recommend this text for people taking a first look at probabilities, especially if they are studying independently. The major problem is Li's lack of clarity and explanation. He just seems unnecessarily confusing and abstract. He does state essential points right up front, but not enough attempt is made to provide intuitive or common-sense explanations. Examples are mostly derivations of special cases. More useful examples are provided at the end of chapters, but they would be better if integrated with the text. Readers experienced with the subject might appreciate Dr. Li's terseness, but for beginners I would more highly recommend "The Probability Tutoring Book" by Ash.

A pleasant surprise.......2001-12-28

While the literature on probability and random signals is enormous, college classrooms have long been dominated by a few classics. New books attempting to compete in this area haven't seen much success in recent years.

As a college instructor, I find this new addition a really pleasant surprise. The style certainly is a notch above many other texts, yet the more important feature to me is the way theories are presented. While mathematical rigor is not compromised, a clear emphasis on fundamental principles and intuitive thinking has its great appeal, especially to students who have not had much experience with random variables etc. As claimed by the author, it is ``extremely instructor-friendly'' because of its Textgraph format. Indeed, the clever mixture of `viewgraph' with the in depth discussion in the book makes it very appealing for classroom use.

Another feature is the carefully compiled problems including self-test problems that should be well received by motivated students. Reading chapter 5 has also been a quite enjoyable experience as it summarizes succinctly major applications of probability theory before it gets to the more advanced topics on random processes. The accompanied user-friendly software is also a plus --- being able to play with various probability concepts will certainly enhance greatly the students' understanding of the subject matter.

Excellent text for probability theory.......2000-04-18

I picked up this book as a reference book to complement the probability intro book and digital communications, dsp books I have. This book provides readers a good grasp of the basic concept of random variables, linear systems (incl. matched filter, wiener filter ..)The main advantage of this book is the presentation method(textgraph -like well-typed lecture notes which is a privilege for me). Excellent explanation (concise and well organized). Historical/interesting anedotes too.

A First Course in Statistics for Signal Analysis

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A First Course in Statistics for Signal Analysis
Wojbor A. Woyczynski
Manufacturer: Birkhäuser Boston
ProductGroup: Book
Binding: Paperback

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Stochastic Ageing and Dependence for Reliability
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ASIN: 0817643982

Book Description

This essentially self-contained, deliberately compact, and user-friendly textbook is designed for a first, one-semester course in statistical signal analysis for a broad audience of students in engineering and the physical sciences. The emphasis throughout is on fundamental concepts and relationships in the statistical theory of stationary random signals, explained in a concise, yet fairly rigorous presentation.

Topics and Features:

* Fourier series and transforms—fundamentally important in random signal analysis and processing—are developed from scratch, emphasizing the time-domain vs. frequency-domain duality.

* Basic concepts of probability theory, laws of large numbers, the stability of fluctuations law (central limit theorem), and statistical parametric inference procedures are presented so that no prior knowledge of probability and statistics is required; the only prerequisite is a basic two–three semester calculus sequence.

* Introduction of the fundamental concept of a stationary random signal and its autocorrelation structure.

* Power spectra of stationary signals and transmission analysis.

* Filter design with optimal signal-to-noise ratio.

* Computer simulation algorithms of stationary random signals with a given power spectrum density.

* Complementary bibliography for readers who wish to pursue the study of random signals in greater depth.

* Many diverse examples as well as end-of-chapter problems and exercises.

Developed by the author over the course of several years of classroom use, A First Course in Statistics for Signal Analysis may be used by junior/senior undergraduates or graduate students in electrical, systems, computer, and biomedical engineering, as well as the physical sciences. The work is also an excellent resource of educational and training material for scientists and engineers working in research laboratories.

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Signal Detection Theory
Vyacheslav P. Tuzlukov
Manufacturer: Birkhauser
ProductGroup: Book
Binding: Hardcover

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ASIN: 0817641521

Book Description

The problem of noise immunity is a key problem for complex signal processing systems research in science and engineering. New approaches to such problems allow the development of a better quality of signal detection in noise. This book is devoted to a new generalized approach to signal detection theory. The main purpose is to present the basic fundamental concepts of the generalized approach to signal processing in noise and to show how it may be applied in various areas of signal processing. The generalized approach allows extension of the well-known boundaries of the potential noise immunity set up by classical and modern signal detection theories. New approaches for construction of detectors with the amplitude, frequency, and phase tracking systems based on the generalized approach are presented. Features and Topics: * New approaches to the statistical theory of signal detection * New features of signal detection based on experimental study * More rigorous definition of potential noise immunity * Chapter summaries and an analsys of recent observations obtained by computer modeling and experiment * Particularly useful applications for detection problems in radar, communications, wireless communications, acoustics, remote sensing, sonar, underwater signal processing, geophysical signal processing, and biomedical signal processing. The book is an excellent resource for understanding and solving problems in modern signal detection theories. Professionals, scientists, engineers, and researchers in electrical engineering, computer science, geophysics, and applied mathematics will benefit from using the techniques presented.

Lectures on Probability and Second Order Random Fields (Series on Advances in Mathematics for Applied Sciences)

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Lectures on Probability and Second Order Random Fields (Series on Advances in Mathematics for Applied Sciences)
Diego Bricio Hernandez , and D. B. Hernandez
Manufacturer: World Scientific Pub Co Inc
ProductGroup: Book
Binding: Hardcover

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ASIN: 9810219083

Markov Random Fields: Theory and Application

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Markov Random Fields: Theory and Application
Rama Chellappa
Manufacturer: Academic Pr
ProductGroup: Book
Binding: Hardcover

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Probability and Random Processes: With Applications to Signal Processing and Communications

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Excelent!
Not recommended

Probability and Random Processes: With Applications to Signal Processing and Communications
Scott Miller , and Donald Childers
Manufacturer: Academic Press
ProductGroup: Book
Binding: Hardcover

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ASIN: 0121726517

Book Description

Miller and Childers have focused on creating a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course. It is aimed at graduate students as well as practicing engineers, and includes unique chapters on narrowband random processes and simulation techniques.

The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Probability and Random Processes also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields.

* Exceptional exposition and numerous worked out problems make the book extremely readable and accessible
* The authors connect the applications discussed in class to the textbook
* The new edition contains more real world signal processing and communications applications
* Includes an entire chapter devoted to simulation techniques

Customer Reviews:

Excelent!.......2007-01-06

A very nice textbook. Very clear and rich in examples. Ideal to support graduate courses on Probability and Stochastic Processes.

Not recommended.......2006-12-17

This is one of the worst texts I've had to use in my 6 years of engineering education. There are almost no relevant examples in this book and the homework problems stray far from the material in the text. Many fundamental steps are glossed over or skipped, leaving the student without the intuition to solve problems that stray from the norm.

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