Probability, random variables, and stochastic processes (McGraw-Hill series in electrical engineering)

Probability, random variables, and stochastic processes (McGraw-Hill series in electrical engineering) by Athanasios Papoulis. hardcover edition. ISBN: 9780070484689.

Designed for graduate-level courses, this text has defined the course of study in probability theory, highly regarded for its strong mathematical orientation and comprehensive coverage. The book classifies topics in probability, random variables, and stochastic processes very logically, carefully incorporating a wide range of illustrations and applications. This edition contains a substantial revision of Parts II & III with greater emphasis on realistic methods of spectral estimation and analysis, and many new problems, examples and applications.