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Random Processes for Engineers

Authors

Bruce Hajek
, University of Illinois, Urbana-Champaign
Published 2015

Description

This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations,…

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Key features

  • Provides an engaging introduction to random processes for senior undergraduate and graduate students
  • Covers both methods of using Markov processes (for inference with hidden states and for modelling/analysis of random dynamical systems) which are central to practical applications
  • Includes over 300 end-of-chapter problems, with worked solutions to half supplied at the back of the text, and the rest available online for instructors

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