ThispageintentionallyleftblankPROBABILITYANDRANDOMPROCESSESFORELECTRICALANDCOMPUTERENGINEERSThetheoryofprobabilityisapowerfultoolthathelpselectricalandcomputerengineersexplain,model,analyze,anddesignthetechnologytheydevelop.Thetextbeginsattheadvancedundergraduatelevel,assumingonlyamodestknowledgeofprobability,andprogressesthroughmorecomplextopicsmasteredatthegraduatelevel.Thefirstfivechapterscoverthebasicsofprobabilityandbothdiscreteandcontinuousrandomvariables.Thelaterchaptershaveamorespecializedcoverage,includingrandomvectors,Gaussianrandomvectors,randomprocesses,MarkovChains,andconvergence.Describingtoolsandresultsthatareusedextensivelyinthefield,thisismorethanatextbook:itisalsoareferenceforresearchersworkingincommunications,signalprocessing,andcomputernetworktrafficanalysis.Withover300workedexamples,some800homeworkproblems,andsectionsforexampreparation,thisisanessentialcompanionforadvancedundergraduateandgraduatestudents.Furtherresourcesforthistitle,includingsolutions,areavailableonlineatwww.cambridge.org/9780521864701.JohnA.GubnerhasbeenontheFacultyofElectricalandComputerEngineeringattheUniversityofWisconsin-MadisonsincereceivinghisPh.D.in1988,fromtheUniversityofMarylandatCollegePark.Hisresearchinterestsincludeultra-widebandcommunications;pointprocessesandshotnoise;subspacemethodsinstatisticalprocessing;andinformationtheory.AmemberoftheIEEE,hehasauthoredorco-authoredmanypapersintheIEEETransactions,includingthoseonInformationTheory,SignalProcessing,andCommunications.PROBABILITYANDRANDOMPROCESSESFORELECTRICALANDCOMPUTERENGINEERSJOHNA.GUBNERUniversityofWisconsin-MadisoncambridgeuniversitypressCambridge,NewYork,Melbourne,Madrid,CapeTown,Singapore,SãoPauloCambridgeUniversityPressTheEdinburghBuilding,Cambridgecb22ru,UKFirstpublishedinprintformatisbn-13978-0-521-86470-1isbn-13978-0-511-22023-4©CambridgeUniversityPress20062006Informationonthistitle:www.cambridge.org/9780521864701Thispublicationisincopyright.Subjecttostatutoryexceptionandtotheprovisionofrelevantcol...
