Random Processes with Applications to Circuits and Communications

  • Bernard C. Levy

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Bernard C. Levy
    Pages 1-9
  3. Background

    1. Front Matter
      Pages 11-11
    2. Bernard C. Levy
      Pages 13-77
    3. Bernard C. Levy
      Pages 79-113
  4. Main Topics

    1. Front Matter
      Pages 115-115
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      Pages 117-164
    3. Bernard C. Levy
      Pages 165-206
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      Pages 207-234
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      Pages 235-258
  5. Advanced Topics

    1. Front Matter
      Pages 309-309
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      Pages 311-329
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      Pages 331-362
  6. Applications

    1. Front Matter
      Pages 363-363
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      Pages 365-405
    3. Bernard C. Levy
      Pages 407-436
    4. Bernard C. Levy
      Pages 437-464

About this book


This textbook is based on 20 years of teaching a graduate-level course in random processes to a constituency extending beyond signal processing, communications, control, and networking, and including in particular circuits, RF and optics graduate students.  In order to accommodate today’s circuits students’ needs to understand noise modeling, while covering classical material on Brownian motion, Poisson processes, and power spectral densities, the author has inserted discussions of thermal noise, shot noise, quantization noise and oscillator phase noise. At the same time, techniques used to analyze modulated communications and radar signals, such as the baseband representation of bandpass random signals, or the computation of power spectral densities of a wide variety of modulated signals, are presented.  This book also emphasizes modeling skills, primarily through the inclusion of long problems at the end of each chapter, where starting from a description of the operation of a system, a model is constructed and then analyzed.       

  • Provides semester-length coverage of random processes, applicable to the analysis of electrical and computer engineering systems;
  • Designed to be accessible to students with varying backgrounds in undergraduate mathematics and engineering;
  • Includes solved examples throughout the discussion, as well as extensive problem sets at the end of every chapter;
  • Develops and reinforces student’s modeling skills, with inclusion of modeling problems in every chapter;
  • Solutions for instructors included.


Random processes textbook Stochastic processes textbook Probability and Random Variables Random Processes for Engineers Adaptive Filtering

Authors and affiliations

  • Bernard C. Levy
    • 1
  1. 1.University of CaliforniaDavisUSA

Bibliographic information

  • DOI
  • Copyright Information Springer Nature Switzerland AG 2020
  • Publisher Name Springer, Cham
  • eBook Packages Engineering
  • Print ISBN 978-3-030-22296-3
  • Online ISBN 978-3-030-22297-0
  • Buy this book on publisher's site