Schaum's Outline of Probability, Random Variables, and Random Processes

I used this book in conjunction with "Probability and Random Processes with Applications to Signal Processing" by Stark & Woods, and I would have to say that this Schaum's outline filled in the gaps nicely. Stark & Woods has a nice selection of exercises, but unfortunately there are no solutions to any of the problems in the book, so you have no way of knowing whether or not you have grasped the material. That is where this outline came in handy. It manages to cover all of the issues in random processes, including basic probability, random variables and multiple random variables, functions of random variables, convolution, estimation and decision theory, and queueing theory. Chapters five and six on the processing and analysis of random processes are particularly useful to those readers who are interested in applications to signal processing and communications theory. Each chapter has an excellent selection of exercises with solutions to test your knowledge. The only possible drawback of this text is that it often approaches the material from a mathematician's viewpoint more than that of an engineer. Therefore, there are quite a few proofs included as exercises that probably won't be that helpful for students of the applied sciences. The reader should already be comfortable with multivariable calculus as well as linear algebra to get the most from this book. Also, though chapter one reviews probability quite well, this should probably not be your first excursion into the subject. The only difficult part of random processes that I found this book a bit weak on was on the subject of functions of random variables. Again, this is probably because this text takes more of a mathematician's point of view and functions of random variables is more of an engineering subject.

If you are taking a course on probability and stochastic process, and are struggling in your course, then look no further. Start working on the problems in this study guide. Like many other reviewers of this study guide, I was one of those "saved" by this book. (My course text was Papoulis.) Let me outline the pros of this book: + Consistent mathematical notations and conventions + Systematic and organized (easily identifiable chapters, sections, and subsections that flow logically from one to another) + Excellent summary of difficult concepts at the beginning of each chapter + Every end-of-chapter problem adds to your understanding (I'm not saying "most of them", I mean "every"!) + Every problem solution is concise and well-presented The only suggestion to the book: - Add more intermediate/advanced material into this study guide (e.g. more on Markov Process/Markov chain, Martingales, Poisson Process, advanced Queueing Theory, etc.) If you like this book, you should also consider the other books (study guides) written by Dr. Hsu as well. Most of them are as compact, concise, and clear as this one.

Very very impressive book. Nothing but clear consise worked out examples. Example after example after example.I had the misfortune of having to take a graduate level course on this topic, using Papoulis (horrible book), and it was being taught by an even worse professor. Since I have used Schaums books before, I grabbed this one. This book is THE ONLY THING that kept me in the game.Considering how cheap this book is, it has value far greater to me than books like Papoulis or Leon-Garcia. It is a shame in my opinion that regular text books are not written like this one.Thank you Dr. Hwei P. Hsu for writing this book.

I purchased around $200 worth of textbooks on Probability and Random Processes for a graduate level course I took. Of those books, this one got the most use. It summed up topics concisely and provided adequate examples with enough detail to actually show me how to get an answer. If you are getting regular textbooks on this topic, it would be well worth your while to pay the extra small price for this handy guide. It will be well worth the money.

After being out of school for ten years, this book proved to be essential for my M.S.E.E. course in Random Signals. This book concisely summed my undergraduate engineering Signals class with solved problems. In addition, the solved problems acted as a guideline for my Master's class. I felt that I could not have gotten through my class without this book. The reason why I ordered this book in the first place was the advice of my professor. My professor is a Ph.D. in the telecommunications workplace, acting as an adjunct professor. This working Ph.D. continues to use his well-worn Schaum's as a reference.