Random Processes with Applications to Circuits and Communications

Description

This textbook is based on 20 years of teaching a graduate-level course in random processes to a constituency extending beyond signal processing, communications, control, and networking, and including in particular circuits, RF and optics graduate students. In order to accommodate today’s circuits students’ needs to understand noise modeling, while covering classical material on Brownian motion, Poisson processes, and power spectral densities, the author has inserted discussions of thermal noise, shot noise, quantization noise and oscillator phase noise. At the same time, techniques used to analyze modulated communications and radar signals, such as the baseband representation of bandpass random signals, or the computation of power spectral densities of a wide variety of modulated signals, are presented. This book also emphasizes modeling skills, primarily through the inclusion of long problems at the end of each chapter, where starting from a description of the operation of a system, a model is constructed and then analyzed. Provides semester-length coverage of random processes, applicable to the analysis of electrical and computer engineering systems;Designed to be accessible to students with varying backgrounds in undergraduate mathematics and engineering;Includes solved examples throughout the discussion, as well as extensive problem sets at the end of every chapter;Develops and reinforces student’s modeling skills, with inclusion of modeling problems in every chapter;Solutions for instructors included. Front Matter ....Pages i-xiii Introduction (Bernard C. Levy)....Pages 1-9 Front Matter ....Pages 11-11 Probability and Random Variables (Bernard C. Levy)....Pages 13-77 Convergence and Limit Theorems (Bernard C. Levy)....Pages 79-113 Front Matter ....Pages 115-115 Specification of Random Processes (Bernard C. Levy)....Pages 117-164 Discrete-Time Finite Markov Chains (Bernard C. Levy)....Pages 165-206 Wiener Process and White Gaussian Noise (Bernard C. Levy)....Pages 207-234 Poisson Process and Shot Noise (Bernard C. Levy)....Pages 235-258 Processing and Frequency Analysis of Random Signals (Bernard C. Levy)....Pages 259-308 Front Matter ....Pages 309-309 Ergodicity (Bernard C. Levy)....Pages 311-329 Scalar Markov Diffusions and Ito Calculus (Bernard C. Levy)....Pages 331-362 Front Matter ....Pages 363-363 Wiener Filtering (Bernard C. Levy)....Pages 365-405 Quantization Noise and Dithering (Bernard C. Levy)....Pages 407-436 Phase Noise in Autonomous Oscillators (Bernard C. Levy)....Pages 437-464