Engineering Applications of Stochastic Processes : Theory, Problems and Solutions (New ed)

A concise, systematic treatment of probabilistic calculations of the sort used in electronic communication, radar, and automatic control.

Appropriate as a text in stochastic processes, statistical communication methods, or automatic control.

First section discusses random variables. Second section deals with random processes, and response of linear systems to random processes.

Each theoretical topic is followed by a description of the associated computational procedures.

Chapters contain problems, with solutions.