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Probability and Random Processes, by Venkatarama Krishnan
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The second edition enhanced with new chapters, figures, and appendices to cover the new developments in applied mathematical functions
This book examines the topics of applied mathematical functions to problems that engineers and researchers solve daily in the course of their work. The text covers set theory, combinatorics, random variables, discrete and continuous probability, distribution functions, convergence of random variables, computer generation of random variates, random processes and stationarity concepts with associated autocovariance and cross covariance functions, estimation theory and Wiener and Kalman filtering ending with two applications of probabilistic methods. Probability tables with nine decimal place accuracy and graphical Fourier transform tables are included for quick reference. The author facilitates understanding of probability concepts for both students and practitioners by presenting over 450 carefully detailed figures and illustrations, and over 350 examples with every step explained clearly and some with multiple solutions.
Additional features of the second edition of Probability and Random Processes are:
- Updated chapters with new sections on Newton-Pepys’ problem; Pearson, Spearman, and Kendal correlation coefficients; adaptive estimation techniques; birth and death processes; and renewal processes with generalizations
- A new chapter on Probability Modeling in Teletraffic Engineering written by Kavitha Chandra
- An eighth appendix examining the computation of the roots of discrete probability-generating functions
With new material on theory and applications of probability, Probability and Random Processes, Second Edition is a thorough and comprehensive reference for commonly occurring problems in probabilistic methods and their applications.
- Sales Rank: #1755827 in eBooks
- Published on: 2015-07-15
- Released on: 2015-07-15
- Format: Kindle eBook
From the Back Cover
The second edition enhanced with new chapters, figures, and appendices to cover the new developments in applied mathematical functions
This book examines the topics of applied mathematical functions to problems that engineers and researchers solve daily in the course of their work. The text covers set theory, combinatorics, random variables, discrete and continuous probability, distribution functions, convergence of random variables, computer generation of random variates, random processes and stationarity concepts with associated autocovariance and cross covariance functions, estimation theory and Wiener and Kalman filtering ending with two applications of probabilistic methods. Probability tables with nine decimal place accuracy and graphical Fourier transform tables are included for quick reference. The author facilitates understanding of probability concepts for both students and practitioners by presenting over 450 carefully detailed figures and illustrations, and over 350 examples with every step explained clearly and some with multiple solutions.
Additional features of the second edition of Probability and Random Processes are:
- Updated chapters with new sections on Newton-Pepys’ problem; Pearson, Spearman, and Kendal correlation coefficients; adaptive estimation techniques; birth and death processes; and renewal processes with generalizations
- A new chapter on Probability Modeling in Teletraffic Engineering written by Kavitha Chandra
- An eighth appendix examining the computation of the roots of discrete probability-generating functions
With new material on theory and applications of probability, Probability and Random Processes, Second Edition is a thorough and comprehensive reference for commonly occurring problems in probabilistic methods and their applications.
Venkatarama Krishnan, PhD., is Professor Emeritus in the Department of Electrical and Computer Engineering at the University of Massachusetts at Lowell. He has served as a consultant to the Dynamics Research Corporation, the U.S. Department of Transportation, and Bell Laboratories. Dr. Krishnan’s research includes estimation of steady-state queue distribution, tomographic imaging, aerospace, control, communications, and stochastic systems. Dr. Krishnan is a senior member of the IEEE and listed in Who is Who in America.
About the Author
Venkatarama Krishnan, PhD., is Professor Emeritus in the Department of Electrical and Computer Engineering at the University of Massachusetts at Lowell. He has served as a consultant to the Dynamics Research Corporation, the U.S. Department of Transportation, and Bell Laboratories. Dr. Krishnan’s research includes estimation of steady-state queue distribution, tomographic imaging, aerospace, control, communications, and stochastic systems. Dr. Krishnan is a senior member of the IEEE and listed in Who is Who in America.
Most helpful customer reviews
9 of 9 people found the following review helpful.
Excellent text and scholarly work
By Michael A. Fiddy
Probability and Random Processes by V. Krishnan is a most impressive book. It represents the culmination of many years of in-depth study by the author combined with a meticulous attention to details and clarity of expression. With over 700 pages, this book provides a comprehensive introduction to the subject beginning with fundamental definitions and explanations of basic concepts and then systematically growing the subject from discrete distributions, to random variables and on to continuous distributions. Conditional and joint densities, moments, characteristic functions and generating functions are described in great detail in the first quarter of the book (chapters 1 to 11). These are very important concepts to fully understand, in order to have a firm foundation for the appreciation of the more complex and subtle concepts that follow. The treatment of functions of one or more random variables, estimation theory and the classification of random processes follow logically from these early chapters and the book ends with a very relevant and practically important presentation of the analysis of random processes through linear systems, Wiener and Kalman filtering and a final chapter on the application of probabilistic methods in an imaging modality (transmission tomography).
The unique feature of this book is its comprehensive and detailed treatment of these topics in one cohesive and extremely well written tome. Rather than having to search through several texts for help in this field, both students and practicing scientists and engineers will almost certainly find that this one book will meet all of their needs. The book is full of useful illustrations and convenient tables for quick reference and the indexing has been done with great care, and very much with a user's needs in mind. In addition, the over 300 worked examples, provide a valuable learning aid that further illuminate the topics and concepts of probability and random processes.
For me, the very complete index and the many excellent figures and diagrams throughout, make the book user friendly as a quick reference book, in addition to being a text to learn from. I would recommend it to both graduate and undergraduate students in engineering disciplines as well as those in the applied sciences and mathematics. Equally I recommend the book to professional practitioners in the field, who are looking for a scholarly book that goes further than most others in both its depth and breadth. The latter will particularly appreciate the appendices that include formulae, an extensive set of highly accurate distribution and probability tables.
6 of 6 people found the following review helpful.
An Excllent Book on Random Processes
By Pankaj K. Das
Prof. Krishnan has been teaching random processes and probablity course in electrical engineering departments for more than 40 years. This book really shows his expertise in this subject and brings forward his ability to teach students through many figures and worked out examples what is really important while keeping the mathematical rigor. The book develops all the basic mathematics needed for the topics from the very fundamentals. This way the reader won't have to look for another book for the tutorial. A good example is the chapter on matrix algebra.
The book does not have homework problems. So it is not a text book. But it has so many examples worked out in detail it can be considered one. It has also details of nearly all known and useful distributions so that it is a very nice reference book also. The worked out examples include many actual and practical cases of communication systems. Thus it is quite valuable for an electrical engineer who is specialising in communication
theory and systems.
I also like the chapter on numerical simulation which is an integral part of the present day teaching and research.
My only criticism about the book is that it has many obvious typographical errors. However,for the first edition of a book of this magnitude, it is probably expected.
Overall I think it is an excellent book. I will always keep it handy in my book case. I have already used it quite a few times. Prof. Krishnan might have started a new trend in technical book writing--the book is very useful but it is not a text book only nor a reference only but somewhere in between.
4 of 4 people found the following review helpful.
Outstanding reference
By Pradeep Subrahmanyan
I bought this book primarily to serve as a reference in random processes in addition to owning the rather established text by Papoulis. This is clearly a reference - the "survival guide" aptly describes the book. It is a great addition to the personal library of the practicing engineer with an abundance of worked out examples and figures. In quite a few cases, a few different approaches have also been taken to the solution of the same problem. The book does not relegate some of the basics that are required for a good understanding of the subject to the appendices, instead building up slowly, yet deliberately to more advanced material. The appendices are another great resource with one of the most complete listings of probability tables.
Despite viewing the book with some initial suspicion (yet another addition to the many available already), I recommend this highly - it is a one-stop reference for those of us that need to solve real problems and do not have the time or energy to consult ten different texts. While being really useful as a reference, a more patient and deliberate reading reveals a rich set of worked-out examples, again a useful resource.
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