Papoulis A. Probability, Random Variables... + Sol.Man. 4ed 2002

Textbook in PDF format

The fourth edition of "Probability, Random Variables and Stochastic Processes" has been updated significantly from the previous edition, and it now includes co-author S. Unnikrishna Pillai of Polytechnic University. The book is intended for a senior/graduate level course in probability and is aimed at students in electrical engineering, math, and physics departments. The authors' approach is to develop the subject of probability theory and stochastic processes as a deductive discipline and to illustrate the theory with basic applications of engineering interest. Approximately 1/3 of the text is new material - this material maintains the style and spirit of previous editions. In order to bridge the gap between concepts and applications, a number of additional examples have been added for further clarity, as well as several new topics.
Probability and Random Variables
The Meaning of Probability
The Axioms of Probability
Repeated Trials
The Concept of a Random Varlable
Functions of One Random Variable
Two Random Variables
Sequences of Random Variables
Statistics
Stochastic Processes
General Concepts
Random Walks and Other Applications
Spectral Representation
Spectrum Estimation
Means Quare Estimation
Entropy
Markov Chains
Markov Processes And Queueing Theory
Index