Theory_and_Problems_of_Probability_Random_Variables_and_Random_Processes-Hsu.pdf

Schaum's Outline of

Theory and Problems of

Probability, Random Variables, and Random

Processes

Hwei P. Hsu, Ph.D.

Professor of Electrical Engineering

Fairleigh Dickinson University

Start of Citation[PU]McGraw-Hill Professional[/PU][DP]1997[/DP]End of Citation

HWEI P. HSU is Professor of Electrical Engineering at Fairleigh Dickinson

University. He received his B.S. from National Taiwan University and M.S. and

Ph.D. from Case Institute of Technology. He has published several books which

include Schaum's Outline of Analog and Digital Communications and Schaum's

Outline of Signals and Systems.

Schaum's Outline of Theory and Problems of

PROBABILITY, RANDOM VARIABLES, AND RANDOM PROCESSES

in the United States of America. Except as permitted under the Copyright Act of

1976, no part of this publication may be reproduced or distributed in any form or by

any means, or stored in a data base or retrieval system, without the prior written

permission of the publisher.

2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 PRS PRS 9 0 1 0 9 8 7

ISBN 0-07-030644-3

Sponsoring Editor: Arthur Biderman

Production Supervisor: Donald F. Schmidt

Editing Supervisor: Maureen Walker

Library of Congress Cataloging-in-Publication Data

Hsu, Hwei P. (Hwei Piao), date

Schaum's outline of theory and problems of probability, random

variables, and random processes / Hwei P. Hsu.

p. cm. — (Schaum's outline series)

Includes index.

ISBN 0-07-030644-3

1. Probabilities—Problems, exercises, etc. 2. Probabilities-

Outlines, syllabi, etc. 3. Stochastic processes—Problems, exercises, etc. 4. Stochastic

processes—Outlines, syllabi, etc.

I. Title.

QA273.25.H78 1996

519.2'076—dc20 96-

18245

CIP

Preface

The purpose of this book is to provide an introduction to principles of

probability, random variables, and random processes and their applications.

The book is designed for students in various disciplines of engineering,

science, mathematics, and management. It may be used as a textbook and/or as

a supplement to all current comparable texts. It should also be useful to those

interested in the field for self-study. The book combines the advantages of both

the textbook and the so-called review book. It provides the textual explanations

of the textbook, and in the direct way characteristic of the review book, it gives

hundreds of completely solved problems that use essential theory and

techniques. Moreover, the solved problems are an integral part of the text. The

background required to study the book is one year of calculus, elementary

differential equations, matrix analysis, and some signal and system theory,

including Fourier transforms.

I wish to thank Dr. Gordon Silverman for his invaluable suggestions and

critical review of the manuscript. I also wish to express my appreciation to the

editorial staff of the McGraw-Hill Schaum Series for their care, cooperation,

and attention devoted to the preparation of the book. Finally, I thank my wife,

Daisy, for her patience and encouragement.

HWEI P. HSU

MONTVILLE, NEW JERSEY

Start of Citation[PU]McGraw-Hill Professional[/PU][DP]1997[/DP]End of Citation

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