Probability And Random Processes For Electrical Engineering by Alberto León García

Aimed at electrical engineering students and practitioners, this book introduces probability theory and stochastic processes with an engineering focus, covering probability axioms, random variables and vectors, common distributions, expectation and moments, and limit theorems; it then develops random processes including stationarity, autocorrelation, power spectral density, Gaussian and Poisson processes, and Markov chains. It emphasizes analysis of linear systems driven by random inputs, noise in communication systems, and fundamentals of detection and estimation, using worked examples and problem sets to connect theory to practical signal-processing and communications applications.

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