Includes bibliographical references and index.

1. Probability -- 2. The Random Variable -- 3. Operations on One Random Variable -- Expectation -- 4. Multiple Random Variables -- 5. Operations on Multiple Random Variables -- 6. Random Processes -- Temporal Characteristics -- 7. Random Processes -- Spectral Characteristic -- 8. Linear Systems with Random Inputs -- 9. Optimum Linear Systems -- 10. Some Practical Applications of the Theory -- App. A. Review of the Impulse Function -- App. B. Gaussian Distribution Function -- App. C. Useful Mathematical Quantities -- App. D. Review of Fourier Transforms -- App. E. Table of Useful Fourier Transforms -- App. F. Some Probability Densities and Distributions -- App. G. Some Mathematical Topics of Interest.

"This edition maintains the original level and intent of the book as well as its audience of seniors or first-year graduate students. However, many improvements have been made. These include: sampling theory for random processes and how sampling forms the basis for discrete-time random processes. Other new material for digital signal processing (DSP) topics and a summary of DSP systems is included; new examples and problems have been added based on the use of MATLAB software

There are now 134 examples and nearly 900 homework problems; and other topics expanded or added include discussion of probability as a relative frequency, permutations, combinations, transformations of random variables, ergodicity of random processes, laws of large numbers, estimation, various inequalities, properties of impulses, and chapter-end summaries. This new material will prove most useful for students concerned with modern digital systems."--Jacket