EEL5544: References

- H. Stark and J. W. Wood,
*Probability and Random Processes with Applications to Signal Processing*, 3rd ed., Prestice Hall, 2002. (ISBN 0-13-020071-9)

- A. Papoulis and S. U. Pillai,
*Probability, Random Variables and Stochastic Processes*, McGraw Hill, 4th ed., 2002. An engineering classic. - A. Leon-Garcia,
*Probability and Random Processes for Electrical Engineering*, Prentice-Hall, 2nd ed., 1994. Last year's textbook. - S. Ross,
*A first course in probability*, Prentice-Hall, 6th ed., 2002. Another widely used textbook. - Michael B. Pursley,
*Random Processes in Linear Systems*, Prentice Hall, 2002. A nice concise little book focuses mostly on random processes and linear systems written by my graduate advisor's graduate advisor. - B. Hajek,
*An Exploration of Random Processes for Engineers*, Aug. 2004. A free and great book by a top researcher. - Google search

- W. B. Davenport,
*Probability and random processes*, McGraw-Hill, 1970. - W. Feller,
*An introduction to probability theory and it applications*, John Wiley, 1950. - P. Billingsley,
*Probability and measure*, Wiley Interscience, 3rd ed., 1995. - E. Wong and B. Hajek,
*Stochastic processes in engineering systems*Springer-Verlag, 1985. - J. L. Doob,
*Stochastic Processes*, John Wiley, 1953.

- J. G. Proakis and M. Salehi,
*Contemporary Communication Systems using MATLAB*, Brooks/Cole, 2000. - V. K. Ingle and J. G. Proakis,
*Digital Signal Processing using MATLAB*, Brooks/Cole, 2000.

EEL5544 Homepage

Last modified: 8/20/04