Probability, Statistics, And Random Processes

This textbook is aimed at advanced undergraduate and graduate students interested in learning the fundamental mathematical concepts and tools widely used in different areas of physics. The author draws on a vast teaching experience, and presents a comprehensive and self-contained text which explains how mathematics intertwines with and forms an integral part of physics in numerous instances.

Probability, Random Variables, and Random Processes is a comprehensive textbook on probability theory for engineers that provides a more rigorous mathematical framework than is usually encountered in undergraduate courses.

Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very important for today’s practitioners.