Probability and Random Variables: Theory and Applications

Iickho Song received the BSE and MSE degrees in electronics engineering fromSeoul National University, Seoul, Korea, in 1982 and 1984, respectively, and theMSE and PhD degrees in electrical engineering from the University of Pennsylvania,Philadelphia, PA, USA, in 1985 and 1987, respectively.In March 1988, Dr. Song joined the School of Electrical Engineering, Korea AdvancedInstitute of Science and Technology, Daejeon, Korea, where Dr. Song is currently a Professor. Dr. Song is also aProfessor at Liangjiang International College, Chongqing University of Technology, Chongqing, China.The research interests of Dr. Song include communications theory, signal detection theory,and statistical signal processing. Dr. Song is a Fellow of the IEEE and IET. So Ryoung Park received the BS degree in electronics engineering from Yonsei University,Seoul, Korea, in 1997, and the MSE and PhD degrees in electrical engineering from KoreaAdvanced Institute of Science and Technology, Daejeon, Korea, in 1999 and 2002, respectively.In March 2003, Dr. Park joined the School of Information, Communications, and ElectronicsEngineering, the Catholic University of Korea, Bucheon, Korea, where Dr. Park is currently a Professor.The current research interests of Dr. Park include detection and estimation theory, statisticalsignal processing, and wireless communications. Dr. Park is a Senior Member of the IEEE. Seokho Yoon received the BSE, MSE, and PhD degrees in electrical engineering from KoreaAdvanced Institute of Science and Technology, Daejeon, Korea, in 1997, 1999, and 2002, respectively.In March 2003, Dr. Yoon joined the College of Information and Communication Engineering,Sungkyunkwan University, Suwon, Korea, where Dr. Yoon is currently a Professor.The research interests of Dr. Yoon include detection and estimation theory and mobilecommunications. Dr. Yoon is a Senior Member of the IEEE.

• Preface.- Chapter 1 - Preliminaries.- Chapter 2 - Fundamentals of Probability.- Chapter 3 - Random Variables.- Chapter 4 - Random Vectors.- Chapter 5 - Normal Random Vectors.- Chapter 6 - Convergence of Random Variables.- Answers to Selected Exercises.- Index.