Probability and Random Processes 2nd Edition by Venkatarama Krishnan (PDF)

Description

The second edition enhanced with new chapters, figures, and appendices to cover the new developments in applied mathematical functionsThis 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 generalizationsA new chapter on Probability Modeling in Teletraffic Engineering written by Kavitha ChandraAn eighth appendix examining the computation of the roots of discrete probability-generating functionsWith 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.

User’s Reviews

Editorial Reviews: From the Inside Flap The second edition enhanced with new chapters, figures, and appendices to cover the new developments in applied mathematical functionsThis 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 generalizationsA new chapter on Probability Modeling in Teletraffic Engineering written by Kavitha ChandraAn eighth appendix examining the computation of the roots of discrete probability-generating functionsWith 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. From the Back Cover The second edition enhanced with new chapters, figures, and appendices to cover the new developments in applied mathematical functionsThis 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 generalizationsA new chapter on Probability Modeling in Teletraffic Engineering written by Kavitha ChandraAn eighth appendix examining the computation of the roots of discrete probability-generating functionsWith 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. Read more

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐I feel like you have to know the subject completely before you even open this book. I admit I don’t like probability, but my eyes instantly glazed over with this book. I have no reference if the material in this book is good, but this book is certainly not helping me get through my class. I also don’t like how it’s written in multiple columns per page.

⭐This book is an excellent treatise on probability and random processes. The uniqueness of this book lies in its comprehensive coverage of topics related to probability and random processes. It should be highly valuable for graduate and undergraduate students in a variety of areas including several branches of engineering, applied mathematics, physics, etc. There are more than 300 illustrative examples and 400 diagrams that help the readers understand the concepts easily.Salient features of the book include explanation of functional and statistical independence of random variables, reference to commonly occurring density and distribution functions and their properties, real life applications such as the detection of tax fraud, development of bounds on tails of Gaussian probability, matrix algebra to aid in estimation problems, an extensive coverage on estimation problems, applications of probability, Fourier transform tables, etc.The book is self contained – all the basic concepts needed to understand advanced concepts are provided in the initial chapters. For example, the following concepts are covered in Chapters 1 through 4: set theory, the concept of independence, fields, probability space and axioms, basics of combinatorics, basic discrete distributions, etc. The following topics are covered in Chapters 5 through 10: Random Variables, Continuous random variables, Conditional densities and distributions, Joint densities and distributions, and Moments and conditional moments.Real life applications make the book more attractive and motivate the readers. Examples are: the correlation between fasting and average blood sugars (Chapter 10), traffic engineering (Chapter 23), and medical imaging (Chapter 24).Chapters 11 through 22 span the following topics: Characteristic and generating functions, Functions of a single and multiple random variable(s), Limit theorems, Computer generation of random variates, an introduction to matrix algebra, Random vectors, Estimation theory, Random processes and their classification, Random processes and linear systems, and Filters.The Appendix carries a number of extremely useful tools including Fourier transform tables, cumulative and inverse cumulative Gaussian tables, inverse chi-square tables, inverse student-t tables, cumulative Poisson distribution, and cumulative binomial distribution.This second edition reflects a number of timely additions including a discussion on Newton-Pepys problem, several correlation coefficients, adaptive estimation techniques, computing the roots of discrete probability generating functions, probability modeling in traffic engineering, and so on.The writing style is very lucid throughout and hence the book is suitable for everyone including undergraduate students, graduate students, professors, practitioners, engineers, etc.In summary, this book has an extensive coverage on all relevant topics in probability theory and stochastic processes so as to be valuable to a wide variety of audiences. The topics are also presented at sufficient depth. Accessibility of the book is greatly enhanced by numerous examples and diagrams. As a result, this is easily a landmark book in the general areas of probability and random processes.

⭐Review of the second edition of ” Probability and Random Processes” by V. Krishnan with contributions from K. Chandra, Wiley, 2016.Professor V. Krishnan is to be congratulated for bringing out an expanded second edition (with contributions from Professor K. Chandra) of his very valuable book on “Probability and Random Processes” first published in 2006. I am delighted to add to my previous review [1] of the first edition by highlighting many of the salient features of this second edition. In addition to fixing typos, Prof. Krishnan has added several features. An entire chapter 23 devoted to stochastic modeling in Tele-Traffic engineering dealing with multi-faceted applications of queuing theory has been added by his colleague Prof. Chandra. Other additions include new sections on birth and death processes in 20.10, renewal process and its generalizations in 20.11, adaptive estimation in 19.6, a detailed treatment of basic convergence concepts in 14.7 and an extensive coverage of concepts and algorithms for computing correlations and partial correlations in 10.5. While these additions are very welcome and indeed extend the reach of the book to a larger audience, the addition that deserves a special mention and accolade is the statement and the coverage of the classical Newton-Pepys problem in Section 4.8. This section not only provides an excellent historical background behind the problem and clearly brings out the genius of Newton as a problem solver.This second edition is highly recommended to undergraduate, graduate students, teachers and professionals from Science, Engineering, Bio and Ecological Sciences, Economics and Finance who would like to gain a good working facility with basic concepts in Probability Theory and Random Processes and their varied applications.[1] S. Lakshmivarahan (2008) “A review of the first edition of the book “Probability and Random Processes” by V. Krishnan ” appeared in IIE Transactions on Operations Engineering, Vol 40:2, page 160

⭐This really is an excellent book on Probability and Random Processes. It covers all the topics I needed to study in this subject. The book opens out like an Atlas, and it is easy to jump to the relevant section of interest. Having said that, the book also has good pedagogical chapter organisation. The Author has all the right credentials. Great for Engineers and Researchers.

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