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Probability and Random Processes, by Venkatarama Krishnan
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A resource for probability AND random processes, with hundreds of worked examples and probability and Fourier transform tables
This survival guide in probability and random processes eliminates the need to pore through several resources to find a certain formula or table. It offers a compendium of most distribution functions used by communication engineers, queuing theory specialists, signal processing engineers, biomedical engineers, physicists, and students.
Key topics covered include:
* Random variables and most of their frequently used discrete and continuous probability distribution functions
* Moments, transformations, and convergences of random variables
* Characteristic, generating, and moment-generating functions
* Computer generation of random variates
* Estimation theory and the associated orthogonality principle
* Linear vector spaces and matrix theory with vector and matrix differentiation concepts
* Vector random variables
* Random processes and stationarity concepts
* Extensive classification of random processes
* Random processes through linear systems and the associated Wiener and Kalman filters
* Application of probability in single photon emission tomography (SPECT)
More than 400 figures drawn to scale assist readers in understanding and applying theory. Many of these figures accompany the more than 300 examples given to help readers visualize how to solve the problem at hand. In many instances, worked examples are solved with more than one approach to illustrate how different probability methodologies can work for the same problem.
Several probability tables with accuracy up to nine decimal places are provided in the appendices for quick reference. A special feature is the graphical presentation of the commonly occurring Fourier transforms, where both time and frequency functions are drawn to scale.
This book is of particular value to undergraduate and graduate students in electrical, computer, and civil engineering, as well as students in physics and applied mathematics. Engineers, computer scientists, biostatisticians, and researchers in communications will also benefit from having a single resource to address most issues in probability and random processes.
- Sales Rank: #1989756 in Books
- Published on: 2006-07-11
- Original language: English
- Number of items: 1
- Dimensions: 10.02" h x 1.61" w x 7.24" l, 3.05 pounds
- Binding: Hardcover
- 723 pages
Review
"…an excellent read for students who wish to deepen and enrich their understanding of random processes…" (Technometrics, August 2007)
"A very readable and pleasant book for students and researchers alike." (CHOICE, January 2007)
"This book is of particular value to students and professionals in electrical, computer, and civil engineering, physics, communications, biostatic[s]…and applied mathematics." (PTC Express, March 2007)
"…an exceptional reference…" (Computing Reviews.com, February 1, 2007)
"This book is recommended to libraries and all who are interested in statistics, especially engineers and econometrics." (Chemistry World, August 2007)
"…a single resource to address most issues in probability and random processes." (Zentralblatt MATH, 1105, 85)
From the Back Cover
A resource for probability AND random processes, with hundreds of worked examples and probability and Fourier transform tables
This survival guide in probability and random processes eliminates the need to pore through several resources to find a certain formula or table. It offers a compendium of most distribution functions used by communication engineers, queuing theory specialists, signal processing engineers, biomedical engineers, physicists, and students.
Key topics covered include:
- Random variables and most of their frequently used discrete and continuous probability distribution functions
- Moments, transformations, and convergences of random variables
- Characteristic, generating, and moment-generating functions
- Computer generation of random variates
- Estimation theory and the associated orthogonality principle
- Linear vector spaces and matrix theory with vector and matrix differentiation concepts
- Vector random variables
- Random processes and stationarity concepts
- Extensive classification of random processes
- Random processes through linear systems and the associated Wiener and Kalman filters
- Application of probability in single photon emission tomography (SPECT)
More than 400 figures drawn to scale assist readers in understanding and applying theory. Many of these figures accompany the more than 300 examples given to help readers visualize how to solve the problem at hand. In many instances, worked examples are solved with more than one approach to illustrate how different probability methodologies can work for the same problem.
Several probability tables with accuracy up to nine decimal places are provided in the appendices for quick reference. A special feature is the graphical presentation of the commonly occurring Fourier transforms, where both time and frequency functions are drawn to scale.
This book is of particular value to undergraduate and graduate students in electrical, computer, and civil engineering, as well as students in physics and applied mathematics. Engineers, computer scientists, biostatisticians, and researchers in communications will also benefit from having a single resource to address most issues in probability and random processes.
About the Author
VENKATARAMA KRISHNAN, PhD, is Professor Emeritus in the Department of Electrical Engineering at the University of Massachusetts Lowell. Previously, he has taught at the Indian Institute of Science, Polytechnic University, the University of Pennsylvania, Princeton University, Villanova University, and Smith College. He also worked for two years (1974-1976) as a senior systems analyst for Dynamics Research Corporation on estimation problems associated with navigation and guidance and continued as their consultant for more than a decade. Professor Krishnan's research interests include estimation of steady-state queue distributions, tomographic imaging, biosystems, and digital, aerospace, control, communications, and stochastic systems. As a senior member of IEEE, Dr. Krishnan has authored three other books in addition to technical publications. He is also listed in, "Who is Who in America," 2010.
Most helpful customer reviews
0 of 0 people found the following review helpful.
I don't speak Probability
By Julie
I feel like you have to know the subject completely before you even open this book. I admit I don't like probability, but my eyes instantly glazed over with this book. I have no reference if the material in this book is good, but this book is certainly not helping me get through my class. I also don't like how it's written in multiple columns per page.
9 of 9 people found the following review helpful.
Excellent text and scholarly work
By Michael A. Fiddy
Probability and Random Processes by V. Krishnan is a most impressive book. It represents the culmination of many years of in-depth study by the author combined with a meticulous attention to details and clarity of expression. With over 700 pages, this book provides a comprehensive introduction to the subject beginning with fundamental definitions and explanations of basic concepts and then systematically growing the subject from discrete distributions, to random variables and on to continuous distributions. Conditional and joint densities, moments, characteristic functions and generating functions are described in great detail in the first quarter of the book (chapters 1 to 11). These are very important concepts to fully understand, in order to have a firm foundation for the appreciation of the more complex and subtle concepts that follow. The treatment of functions of one or more random variables, estimation theory and the classification of random processes follow logically from these early chapters and the book ends with a very relevant and practically important presentation of the analysis of random processes through linear systems, Wiener and Kalman filtering and a final chapter on the application of probabilistic methods in an imaging modality (transmission tomography).
The unique feature of this book is its comprehensive and detailed treatment of these topics in one cohesive and extremely well written tome. Rather than having to search through several texts for help in this field, both students and practicing scientists and engineers will almost certainly find that this one book will meet all of their needs. The book is full of useful illustrations and convenient tables for quick reference and the indexing has been done with great care, and very much with a user's needs in mind. In addition, the over 300 worked examples, provide a valuable learning aid that further illuminate the topics and concepts of probability and random processes.
For me, the very complete index and the many excellent figures and diagrams throughout, make the book user friendly as a quick reference book, in addition to being a text to learn from. I would recommend it to both graduate and undergraduate students in engineering disciplines as well as those in the applied sciences and mathematics. Equally I recommend the book to professional practitioners in the field, who are looking for a scholarly book that goes further than most others in both its depth and breadth. The latter will particularly appreciate the appendices that include formulae, an extensive set of highly accurate distribution and probability tables.
6 of 6 people found the following review helpful.
An Excllent Book on Random Processes
By Pankaj K. Das
Prof. Krishnan has been teaching random processes and probablity course in electrical engineering departments for more than 40 years. This book really shows his expertise in this subject and brings forward his ability to teach students through many figures and worked out examples what is really important while keeping the mathematical rigor. The book develops all the basic mathematics needed for the topics from the very fundamentals. This way the reader won't have to look for another book for the tutorial. A good example is the chapter on matrix algebra.
The book does not have homework problems. So it is not a text book. But it has so many examples worked out in detail it can be considered one. It has also details of nearly all known and useful distributions so that it is a very nice reference book also. The worked out examples include many actual and practical cases of communication systems. Thus it is quite valuable for an electrical engineer who is specialising in communication
theory and systems.
I also like the chapter on numerical simulation which is an integral part of the present day teaching and research.
My only criticism about the book is that it has many obvious typographical errors. However,for the first edition of a book of this magnitude, it is probably expected.
Overall I think it is an excellent book. I will always keep it handy in my book case. I have already used it quite a few times. Prof. Krishnan might have started a new trend in technical book writing--the book is very useful but it is not a text book only nor a reference only but somewhere in between.
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