An Exploration of Random Processes for Engineers

An Exploration of Random Processes for Engineers
by Bruce Hajek

Publisher: University of Illinois at Urbana-Champaign 2009
Number of pages: 381

Description:
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.