EE 533 Random Processes

    Textbook:

    Although there is no ideal textbook for the course, any of the following should be helpful:
    1. Stochastic Processes, S. M. Ross, John Wiley, 1983.
    2. Random Signals, Detection, Estimation and Data Analysis, K. S. Shanmugan, A. M. Breipohl, John Wiley, 1988.
    3. Probability and Random Processes for Electrical Engineering, A. Leon-Garcia, 2nd edition, 1994.
    4. Probability, Random Variables, and Stochastic Processes, A. Papoulis, 3rd edition, McGraw-Hill, 1991.
    5. Introduction to Random Processes with Applications to Signals and Systems, W. A. Gardner, Macmillan, 1986.
    6. Probability, Random Processes, and Estimation Theory for Engineers, H. Stark, J. W. Woods, Prentice Hall, 1986.
    7. Probability, Random Variables and Random Signal Principles, P. Z. Peebles, McGraw-Hill, 1993.
    8. Stochastic Processes, J. L. Doob, John Wiley, 1990.
    9. Probability and Random Processes, Problems and Solutions, G. R. Grimmet, D. R. Stirzaker, Oxford Science Publications, 1991.


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    Last updated: 12/01/99