Bibliography: Random Variables and Stochastic Processes


  1. [AnAuSu86] J. B. Anderson, T. Aulin and C.-E. Sundberg, Digital Phase Modulation. New York, NY, USA: Plenum Press, 1986.
  2. [BlFo65] A. Blanc-Lapierre and R. Fortet, Theory of Random Functions, vol. I. New York, NY, USA: Gordon and Breach Science Publishers, 1967, c 1965.
  3. [Bo52] G. Boole, Studies in Logic and Probability. London, UK: Watts & Co, 1952.
  4. [BoKo63] J. L. Bogdanoff and F. Kozen, eds, Proceedings of the First Symposium on Engineering Applications of Random Function Theory and Probability. New York, NY, USA: John Wiley & Sons Inc, 1963.
  5. [Br86] R. N. Bracewell, The Fourier Transform and Its Applications. New York, NY, USA: McGraw-Hill Inc, 2nd ed, revised, c 1986.
  6. [Cr46] H. Cramér, Mathematical Methods of Statistics. Princeton, NJ, USA: Princeton University Press, 9th printing 1961, c 1946.
  7. [Cr55] H. Cramér, The Elements of Probability Theory and Some of Its Applications. New York, NY, USA: John Wiley & Sons Inc, 3rd printing Oct. 1956, c 1955.
  8. [Da58] W. B. Davenport, Jr. and W. L. Root, An Introduction to the Theory of Random Signals and Noise. New York, NY, USA: McGraw-Hill Inc, 1958.
  9. [Da70] W. B. Davenport, Jr, Probability and Random Processes: An Introduction for Applied Scientists and Engineers. New York, NY, USA: McGraw-Hill Inc, 1970.
  10. [Do58] J. L. Doob, Stochastic Processes. New York, NY, USA: John Wiley & Sons Inc, 1958.
  11. [Ei92] J. Eichenauer-Herrmann, "Inversive congruential pseudo-random numbers: a tutorial," Internat. Statist. Rev., vol. 60, no. 2, pp. 167-176, Aug. 1992.
  12. [Fr62] J. E. Freund, Mathematical Statistics. Englewood Cliffs, NJ, USA: Prentice-Hall, Inc, 16th printing, 1962.
  13. [FrSi92] J. E. Freund and G. A. Simon, Modern Elementary Statistics. Englewood Cliffs, NJ, USA: Prentice-Hall, Inc, 8th ed, 1992.
  14. [Ga86] W. A. Gardner, Introduction to Random Processes with Applications to Signals and Systems. London, UK: Collier Macmillan Publishers, 1986.
  15. [Ga87] Peter Galko, ELG 5119/92.519 Stochastic Processes Course Notes, Faculty of Engineering, University of Ottawa, Ottawa, ON, Canada, Fall 1987.
  16. [Ga90] W. A. Gardner, Introduction to Random Processes with Applications to Signals and Systems. New York, NY, USA: McGraw-Hill Publishing Company, 2nd ed, 1990.
  17. [GaFr75] W. A. Gardner and L. E. Franks, "Characterization of cyclostationary random processes," IEEE Trans. on Inform. Theory, vol. IT-21, no. 1, pp. 4-14, Jan. 1975.
  18. [Gn63] B. V. Gnedenko, Theory of Probability. New York, NY, USA: Chelsea Publishing Co, 1962. Library of Congress Card No. 61-13496.
  19. [GrDa86] R. M. Gray and L. D. Davisson, Random Processes: A Mathematical Approach for Engineers. Englewood Cliffs, NJ, USA: Prentice-Hall, Inc, 1986.
  20. [Hs97] H. P. Hsu, Schaum's outline of theory and problems of probability, random variables, and random processes. New York, NY, USA: McGraw-Hill Inc, 1997.
  21. [Kn81] D. E. Knuth, The Art of Computer Programming - Vol. 2. Seminumerical Algorithms. Reading, MA, USA: Addison-Wesley Publishing Co. Inc, 2nd ed, 1981.
  22. [Ko56] A. N. Kolmogorov, Foundations of the Theory of Probability. New York, NY, USA: Chelsea Publishing Co, english translation of 1933 german edition, 2nd english ed, 1956.
  23. [Le94] Alberto Leon-Garcia, Probability and Random Processes for Electrical Engineering. Reading, MA, USA: Addison Wesley Publishing Co. Inc, 2nd ed, 1994. ISBN 0-201-50037-X.
  24. [Le94b] Alberto Leon-Garcia, Student Solutions Manual: Probability and Random Processes for Electrical Engineering. Reading, MA, USA: Addison-Wesley Publishing Co. Inc, 2nd ed, 1994. ISBN 0-201-55738-X.
  25. [Lo60] M. Loève, Probability Theory. Princeton, NJ, USA: D. Van Nostrand Co, Inc, 2nd ed, 1960.
  26. [Lo77] M. Loève, Probability Theory, vol. I. New York, NY, USA: Springer, 4th ed, 1977.
  27. [Lo78] M. Loève, Probability Theory, vol. II. New York, NY, USA: Springer, 4th ed, 1978.
  28. [Ma68] G. Marsaglia, "Random numbers fall mainly in the planes," Proc. Nat. Acad. Sci. USA, vol. 61, pp. 25-28, 1968.
  29. [MiFr77] I. Miller and J. E. Freund, Probability and Statistics for Engineers. Englewood Cliffs, NJ, USA: Prentice-Hall, Inc, 2nd ed, 1977.
  30. [MoRoTh61] F. Mosteller, R. E. K. Rourke, and G. B. Thomas, Jr, Probabilty and Statistics. Reading, MA, USA: Addison Wesley Publishing Company Inc, 1961.
  31. [Na55] I. P. Natanson, Theory of Functions of a Real Variable. New York, NY, USA: Frederick Ungar Publishing Co, 1955.
  32. [OF82] M. O'Flynn, Probabilities, Random Variables, and Stochastic Processes. New York, NY, USA: Harper & Row, Publishers, Inc, 1982.
  33. [Pa84] Athanasios Papoulis, Random Variables and Stochastic Processes. New York, NY, USA: McGraw-Hill Book Company, 2nd ed, 1984. ISBN 0-07-048468-6.
  34. [Pa91] Athanasios Papoulis, Probability, Random Variables, and Stochastic Processes. New York, NY, USA: McGraw-Hill Inc, 3rd ed, 1991. ISBN 0-07-048477-5.
  35. [PeWe72] W. W. Peterson and E. J. Weldon, Jr, Error-Correcting Codes. Cambridge, MA, USA: The MIT Press, 2nd ed, 1972.
  36. [PrFlTeVe88] W. H. Press, B. P. Flannery, S. A. Teukolsky, and W. T. Vetterling, Numerical Recipes in C : The Art of Scientific Computing. Cambridge, UK: Cambridge University Press, 1990 printing [2nd, partly rev.], c 1988.
  37. [PrTeVeFl92] W. H. Press, S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery, Numerical Recipes in C : The Art of Scientific Computing. Cambridge, UK: Cambridge University Press, 1996 printing, c 1992.
  38. [Ra96] Theodore S. Rappaport, Wireless Communications Principles and Practice. New York, NY, USA: IEEE Press, 1996.
  39. [Ro94] Sheldon Ross. A First Course in Probability. Englewoods CLiffs, NJ, USA: Prentice-Hall, Inc, 1994.
  40. [SaPu80] D. V. Sarwate and M. B. Pursley, "Crosscorrelation properties of pseudorandom and related sequences," Proc. IEEE, vol. 68, no. 5, pp. 593-619, May 1980.
  41. [Sp87] J. Spanier, An Atlas of Functions. USA: Hemisphere Publishing Corporation, 1987.
  42. [Va68] H. L. Van Trees, Detection, Estimation and Modulation Theory, Part I: Detection, Estimation, and Linear Modulation Theory. New York, NY, USA: John Wiley & Sons Inc, 1968.
  43. [Va71a] H. L. Van Trees, Detection, Estimation and Modulation Theory, Part II: Nonlinear Modulation Theory. New York, NY, USA: John Wiley & Sons Inc, 1971.
  44. [Va71b] H. L. Van Trees, Detection, Estimation and Modulation Theory, Part III: Radar-Sonar Signal Processing and Gaussian Signals in Noise. New York, NY, USA: John Wiley & Sons Inc, 1971.
  45. [Vi98] Y. Viniotis, Probability and Random Processes for Electrical Engineering. New York, NY, USA: McGraw-Hill Inc, 1998.
  46. [Wi58] N. Wiener, Nonlinear Problems in Random Theory. Cambridge, MA, USA: The M.I.T. Press, 1966, c 1958.
  47. [WoJa65] John M. Wozencraft and Irwin Mark Jacobs, Principles of Communication Engineering. New York, NY, USA: John Wiley & Sons Inc, 1965.

World Wide Web Resources

Pseudo-Random Number Generation

pLAB at https://web.archive.org/web/20181116075933/https://random.mat.sbg.ac.at/
A pLAB bibliography at https://web.archive.org/web/20070713110048/https://random.mat.sbg.ac.at/ftp/pub/publications/leeb/lit.bib
This page is located at https://www.ece.unb.ca/petersen/lib/documents/bibliographies/rvs-and-sps/ .
The list of bibliographies is at https://www.ece.unb.ca/petersen/lib/documents/bibliographies/ .
This page was created on December 4, 2002 by Brent Petersen.
This page was updated on October 23, 2021 by Brent Petersen.
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