Probability and Random Processes, 2/e（Hardcover）

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.

第二版增加了新的章節、圖表和附錄，以涵蓋應用數學函數的新發展。本書探討了應用數學函數在工程師和研究人員日常工作中解決的問題。內容涵蓋集合論、組合學、隨機變數、離散和連續概率、分佈函數、隨機變數的收斂、隨機變數的計算機生成、隨機過程和平穩性概念，以及相關的自協方差和交叉協方差函數、估計理論和Wiener和Kalman濾波，最後介紹了兩個概率方法的應用。書中還包含了具有九位小數精度的概率表和圖形傅立葉變換表，以供快速參考。作者通過提供超過450個精心詳細的圖片和插圖，以及超過350個例子，每一步都清晰解釋，其中一些還有多個解決方案，來幫助學生和從業人員理解概率概念。

第二版《概率與隨機過程》的其他特點包括：
- 更新的章節，新增了關於牛頓-佩皮斯問題、皮爾森、斯皮爾曼和肯德爾相關係數、自適應估計技術、出生和死亡過程以及帶有泛化的更新過程的新節
- 由Kavitha Chandra撰寫的關於電信流量工程中的概率建模的新章節
- 第八個附錄，探討離散概率生成函數的根的計算

《概率與隨機過程，第二版》通過新的理論和應用材料，是概率方法和其應用中常見問題的全面參考資料。