An Exploration of Random Processes for Engineers
by Bruce Hajek
Publisher: University of Illinois at Urbana-Champaign 2009
Number of pages: 381
These notes were written for the first semester graduate course on random processes, offered by the Department of Electrical and Computer Engineering at the University of Illinois at Urbana-Champaign. Students in the class are assumed to have had a previous course in probability, some familiarity with real analysis and elementary linear algebra, and some familiarity with transform methods and complex analysis.
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Multidimensional calculus, linear analysis, linear operators, vector algebra, ordinary differential equations. Directed at first year graduate students in engineering and undergraduates who wish to become better prepared for graduate studies.
The goal of this handbook is to help scientists and engineers incorporate statistical methods in their work as efficiently as possible. Many parts of the book feature case studies or examples with computations from the free downloadable software.
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