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Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, by Roy D. Yates, David J. Goodman

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This user-friendly resource will help you grasp the concepts of probability and stochastic processes, so you can apply them in professional engineering practice. The book presents concepts clearly as a sequence of building blocks that are identified either as an axiom, definition, or theorem. This approach provides a better understanding of the material, which can be used to solve practical problems.
Key Features:
- The text follows a single model that begins with an experiment consisting of a procedure and observations.
- The mathematics of discrete random variables appears separately from the mathematics of continuous random variables.
- Stochastic processes are introduced in Chapter 6, immediately after the presentation of discrete and continuous random variables. Subsequent material, including central limit theorem approximations, laws of large numbers, and statistical inference, then use examples that reinforce stochastic process concepts.
- An abundance of exercises are provided that help students learn how to put the theory to use.
- Sales Rank: #35996 in Books
- Published on: 2004-05-20
- Original language: English
- Number of items: 1
- Dimensions: 9.31" h x .95" w x 7.68" l, 2.19 pounds
- Binding: Hardcover
- 544 pages
From the Back Cover
Clear, engaging, and always friendly
Maintaining their highly popular, user-friendly approach, Roy Yates and David Goodman demystify probability unlike any other text today. The authors help you develop an intuitive grasp of the principles of probability and stochastic processes, allowing you to successfully solve basic engineering problems using these principles... with a smile.
The authors present the principles of probability and stochastic processes as a logical sequence of building blocks that are clearly identified as an axiom, definition, or theorem. For each new principle, examples illustrate the application of the mathematics to engineering problems. You’ll also have many opportunities for practice.
Now revised, this Second Edition features a new chapter on random vectors, expanded coverage of the applications of probability, a streamlined presentation of Markov chains and elementary queuing theory, and a tutorial in each chapter on using MATLAB.
With this text, you’ll be able to:
- Develop an intuitive understanding of the concepts.
- Follow a single clear model that begins with an experiment consisting of a procedure and observations.
- Put the theory into practice with an extensive collection of exercises (examples, quizzes, and homework problems).
- Gain hands-on experience with MATLAB applications.
- Master basic principles without the confusion of learning two different ways of calculating probabilities and averages at the same time. (Discrete and continuous random variables are treated separately.)
About the Author
Dr. Roy Yates received the B.S.E. degree in 1983 from Princeton University, and the S.M. and Ph.D. degrees in 1986 and 1990 from M.I.T., all in Electrical Engineering. Since 1990, he has been with the Wireless Information Networks Laboratory (WINLAB) and the ECE department at Rutgers, University. He is currently an associate professor.
David J. Goodman is Director of WINLAB and a Professor of Electrical and Computer Engineering at Rutgers University. Before coming to Rutgers, he enjoyed a twenty year research career at Bell Labs where he was a Department Head in Communications Systems Research. He has made fundamental contributions to digital signal processing, speech coding, and wireless information networks.
Most helpful customer reviews
17 of 20 people found the following review helpful.
Perhaps an excellent book on the subject, but as far as an "introduction" goes...
By Fulluphigh
First, I suppose I should mention that I am a student, and not a lecturer. Next, I'll sum up my opinion of this book by saying that it is a terrible stand-alone way of attempting to learn the material.
My largest concern with the text is that, past the cover of the book, it makes no attempt to be an introduction to anything. My main gripe in this respect is that the author doesn't attempt to explain the notation, beyond a very brief review here and there. A review of what, exactly, I'm not entirely sure. This wouldn't present a huge obstacle if one had a competent professor, but in my situation I was stuck with a lecturer who felt the book was good enough to teach directly, and I mean directly, from. Considering the huge dearth of examples in the text, this can create a massive problem for students that are actually new to the material.
Which prompts my next issue with the book. There are next to no examples for many of the sections. Many sections contain one example, which is useless and inapplicable to the homework problems and quiz problems (Which are all useless and inapplicable themselves without a solutions manual, especially when your professor doesn't take the time to go over them). -A quick aside here, I should note that this review is biased due to my experience with an inept professor. When the class regularly lets out half an hour early, there's no excuse not to take the time to go back over the homework, since the TA's don't. With that in mind, with a decent lecturer, many of the problems with this text could be easily overcome- Why there aren't at least some solutions, or solutions for the quiz problems, is beyond me, as it would really aid understanding to see how one or two actual problems are worked, instead of just showing a graph and calling it an example.
To sum it up, this book is incredibly frustrating.
13 of 16 people found the following review helpful.
Not so much...
By SuSeQ
Hardly a "friendly" and "introductory" text. The language, examples and feel of this book are more suited for someone with prior training in this subject. For the student facing the unfortunate situation of having to learn with this text it may be better to get another book and learn the material from it rather than waste a large amount of time with this one. For folks who already understand the subject I'm sure it's quite good.
5 of 5 people found the following review helpful.
(Great book)'
By M. Bueno
Im so lost as to why this book has such good reviews. Sure the authors may give many examples that they understand, but with no answers or concrete explanations, this book is just a waste of my time reading. I actually started reading this book, but like i said, there are no answers as to know if your on the right path. I actually learned more by searching online. ONE more thing...This book gets pretty boring with all these useless examples...
See all 36 customer reviews...
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