Probability, random variables, and random signal principles / Peyton Z. Peebles, Jr

Includes bibliographical references (pages 389-391) and index

1. Probability -- 2. The random variable -- 3. Operations on one random variable -- Expectation -- 4. Multiple random variables -- 5. Operations on multiple random variables -- 6. Random processes -- 7. Spectral characteristics of random processes -- 8. Linear systems with random inputs -- 9. Optimum linear systems -- 10. Some practical applications of the theory -- Appendix A: Review of the impulse function -- Appendix B: Gaussian distribution function -- Appendix C: Useful mathematical quantities -- Appendix D: Review of Fourier transforms -- Appendix E: Table of useful Fourier transforms -- Appendix F: Some probability densities and distributions.