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

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.


Absolutely fantastic book   October 28, 2002
10 out of 10 found this review helpful

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.


Essential supplement for any course in random processes   October 10, 2005
calvinnme
10 out of 10 found this review helpful

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.