Probability and random processes: engineering approach

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Two notable e-books on probability and random processes are highlighted, aimed primarily at graduate electrical engineering students but valuable for a broader audience. The first is authored by Professor Hajek from the University of Illinois, which is praised for its professional quality and inclusion of solutions to even-numbered problems. The second e-book is by Gray from Stanford and Davisson from the University of Maryland, also published by Cambridge University Press. Both texts present concepts of measure theory without extensive proofs and cover random processes at an advanced level without necessitating a deep understanding of measure theory. Hajek's book is favored for its focus on electrical engineering applications and less emphasis on probability review, while Gray and Davisson's work is noted for being somewhat verbose yet still engaging. The discussion also confirms that copyright issues have been addressed, ensuring the removal of illegal links.
jasonRF
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There are a couple of fantastic e-books on probability and random processes, designed for graduate electrical engineering classes but should be interesting to many other folks as well.

The first is from prof. Hajek at Illinois.

http://www.ifp.illinois.edu/~hajek/Papers/randomprocesses.html

The second is from Gray (Stanford) and Davisson (UMD)

http://ee.stanford.edu/~gray/sp.htmlBoth books are professional quality (hardcopy of Gray+Davisson is also published by Cambridge University Press). Hajek includes solutions to even numbered problems.

These present notions of measure-theory without the detailed proofs, and present random processes at a reasonably high level, again without requiring measure theory. Hajek is my favorite. It is not that different of a level as Grimmett and Stirzaker, but is geared more towards electrical engineering applications and doesn't review as much probability. Gray and Davisson is a little wordy, but still very interesting
 
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