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Peebles P.Z. Probability, Random Variables and Random Signal Principles
Издательство McGrow-Hill, 1987, -364 pp.

Because the first edition of this book was well received by the academic and engineering community, a special attempt was made in the second edition to include only those changes that seemed to clearly improve the book's use in the classroom. Most of the modifications were included only after obtaining input from several users of the book.
Except for a few minor corrections and additions, just six significant changes were made. Only two, a new section on the central limit theorem and one on Gaussian random processes, represent modification of the original text. A third change, a new chapter (10) added at the end of the book, serves to illustrate a number of the book's theoretical principles by applying them to problems encountered in practice. A fourth change is the addition of Appendix F, which is a convenient list of some useful probability densities that arc often encountered.
The remaining two changes are probably the most significant, especially for instructors using the book. First, the number of examples that illustrate the topics discussed has been increased by about 30 percent (over 85 examples are now included). These examples were carefully scattered throughout the text in an effort to include at least one in each section where practical to do so. Second, over 220 new student exercises (problems) have been added at the ends of the chapters (a 54 percent increase).
The book now contains 630 problems and a complete solutions manual is available to instructors from the publisher. This addition was in response to instructors that had used most of the exercises in the first edition. For these instructors' convenience in identifying the new problems, they are listed in each chapter as "Additional Problems."

Probability.
The Random Variable.
Operations on One Random Variable—Expectation.
Multiple Random Variables.
Operations on Multiple Random Variables.
Random Processes.
Spectral Characteristics of Random Processes.
Linear Systems with Random Inputs.
Optimum Linear Systems.
Some Practical Applications of the Theory.
A Review of the Impulse Function.
B Gaussian Distribution Function.
C Useful Mathematical Quantities.
D Review of Fourier Transforms.
E Table of Useful Fourier Transforms.
F Some Probability Densities and Distributions.
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