Prob/Stats Textbook for Grad Electrical Engg Course: "Random Processes

[snowman_]

Hi, I need a textbook for a graduate electrical engineering course 'Random Processes'.

Here is the course description
"Elements of probability theory, random variables, and stochastic processes."

The recommended textbook is
https://www.amazon.com/dp/0131471228/?tag=pfamazon01-20

Any recommended supplemental books would be great.

 

[micromass]

Why isn't the recommended textbook suitable? I guess what I want to know, what are you looking for in a book that you won't find in the recommended book?

 

[snowman_]

Reviews made it seem like the chapter was light on examples and derivations/explanations of core theory compared to what is needed to solve chapter problems. Admittedly I only read 5 reviews.

Another thing is, I've always felt like I had a weak statistics/probability background so I want to have access to extra material if needed.

 

[micromass]

OK. Well, the best source for you seems to be the online site "random". It covers a lot of statistics and probability theory in a very detailed way. Examples and conceptual understand are most important here, but it does have rigorous derivations of almost everything. This site is as good or even better than the usual probability books.

http://www.math.uah.edu/stat/

 

[jasonRF]

I took a class that used a previous edition of that book. It's not awful or wonderful, but it is reasonable.

If I were you I would wait until you find out the emphasis of the class and what other books the professor recommends (and puts on reserve in the library!). This class can be taught many different ways. In the deppartment I was in, either that book or Papoulis was the text of choice. The year I took it I had a prof. that just marched through Leon-Garcia and taught at his level. Other years a different prof. taught it with the same book, but the course was much more mathematically sophisticated.

For a graduate course it is even less certain. Almost none of my grad courses closely followed a book, even though one was usually assigned. So I wouldn't buy a book now since you don't know what you need. If you want to work ahead, get the book that you will have to buy anyway and start there. You might like it.

One idea is to try looking at some free books, for example:
http://www.e-booksdirectory.com/listing.php?category=392
http://hajek.ece.illinois.edu/ECE534Notes.htmljason

 

[snowman_]

Awesome, thanks for the resources. I always prefer to self-study a course a little bit before it begins, these resources will help with that.

@jasonRF , I'm working in the lab over summer, I can stop by the professor's office and see how he plans to teach the course.

 

[mpresic]

The recommended book is a good one. I also like Probability, Random Variables and Statistics by Athanasios Papoulis.