ECE 534: Random Processes (Fall 2012)

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References

Required course notes

• Bruce Hajek, An Exploration of Random Processes for Engineers
• Available for download here and for sale in the ECE Store, Room 60 Everitt Laboratory.

Additional references

The following books are useful and have been placed on reserve at the Grainger Engineering Library:

• W.M. Feller, An Introduction to Probability Theory and its Applications, vols. 1 and 2, 3rd ed.
• R.M. Gallager, Discrete Stochastic Processes
• G.R. Grimmett and D.R. Stirzaker, Probability and Random Processes, 3rd ed.
• A. Papoulis, Probability, Random Variables, and Stochastic Processes, 3rd ed.
• A. Papoulis, Probability, Random Variables, and Stochastic Processes, 4th ed.
• W. Rudin, Principles of Mathematical Analysis, 3rd ed.
• H. Stark and J. Woods, Probability, Random Processes, and Estimation Theory, 2nd ed.
• E. Wong, Introduction to Random Processes
• E. Wong and B. Hajek, Stochastic Processes in Engineering Systems

• R. M. Gray, Probability, Random Proceses, and Ergodic Properties
• R.M. Gray and L.D. Davisson, Introduction to Statistical Signal Processing