Probability Theory and Stochastic Processes
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This book provides an introduction into the mathematical concepts and tools necessary for understanding the theory of probability and the dynamics of stochastic processes central to a number of application areas in engineering sciences, biology medicine and finance. The material covered in the book, however, is particularly suited to an undergraduate programme in electronics and communications engineering, for it focuses on probability and the random variable, on random processes, linear systems and probabilistic tools for modelling of noise, which are of direct relevance to this branch of engineering. Each topic is introduced with the fundamental concepts and underlying theories in a concise manner, and is then followed up with several worked-out examples for developing problem-solving skills in the learner. Many of the problems have been drawn from previous years'' examination papers to give students an exposure to the variety and kinds typically encountered in exam situations; the focus of the selection is to train them in the use of explicit probability distributions for solving engineering and physics problems.
The contents are mapped to JNTU ECE syllabus, and many of the solved examples and exercises are drawn from previous JNTU question papers, making it a good match for JNTU market. However, since the coverage of topics is typical of any undergraduate programme on the subject, the book can be promoted everywhere in the country.
Y Mallikarjuna Reddy, Principal, Vasireddy Venkitadri Institute of Technology, Nambur, Guntur, is a professor in the department of Electronics and Communications Engineering. He has more than 22 years of teaching experience. He obtained his MTech degree from JNTU Kakinada in 1990 and his PhD in 2009 from Osmania University, Hyderabad. He is a member of I(E) and ISTE, India. He has published research papers in journals of international repute and is currently engaged in research in the areas of radar signal and image processing.
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