The fourth edition of Probability, Random Variables and Stochastic Processes has been updated significantly from the previous edition, and it now includes co-author S. Unnikrishna Pillai of Polytechnic University. The book is intended for a senior/graduate level course in probability and is aimed at students in electrical engineering, math, and physics departments. The authors' approach is to develop the subject of probability theory and stochastic processes as a deductive discipline and to illustrate the theory with basic applications of engineering interest. Approximately 1/3 of the text is new material--this material maintains the style and spirit of previous editions. In order to bridge the gap between concepts and applications, a number of additional examples have been added for further clarity, as well as several new topics.

Table of Contents:
PART 1 PROBABILITY AND RANDOM VARIABLES Chapter 1 The Meaning of Probability Chapter 2 The Axioms of Probability Chapter 3 Repeated Trials Chapter 4 The Concept of a Random Variable Chapter 5 Functions of One Random Variable Chapter 6 Two Random Variables Chapter 7 Sequences of Random Variables Chapter 8 Statistics PART 2 STOCHASTIC PROCESSES Chapter 9 General Concepts Chapter 10 Random Walk and Other Applications Chapter 11 Spectral Representation Chapter 12 Spectral Estimation Chapter 13 Mean Square Estimation Chapter 14 Entropy Chapter 15 Markov Chains Chapter 16 Markov Processes and Queueing Theory