© 2018

Fundamentals of Probability and Stochastic Processes with Applications to Communications


Table of contents

  1. Front Matter
    Pages i-x
  2. Kun Il Park
    Pages 1-2
  3. Kun Il Park
    Pages 3-49
  4. Kun Il Park
    Pages 51-71
  5. Kun Il Park
    Pages 73-107
  6. Kun Il Park
    Pages 109-133
  7. Kun Il Park
    Pages 135-184
  8. Kun Il Park
    Pages 185-212
  9. Kun Il Park
    Pages 213-265
  10. Back Matter
    Pages 267-275

About this book


This book provides engineers with focused treatment of the mathematics needed to understand probability, random variables, and stochastic processes, which are essential mathematical disciplines used in communications engineering. The author explains the basic concepts of these topics as plainly as possible so that people with no in-depth knowledge of these mathematical topics can better appreciate their applications in real problems. Applications examples are drawn from various areas of communications. If a reader is interested in understanding probability and stochastic processes that are specifically important for communications networks and systems, this book serves his/her need.

  • Narrows down probability, random variables, stochastic processes to an essential set of topics that communications systems engineers must understand;
  • Presents difficult proofs of theories so that the reader can gain working level understanding of the subject as applied to communications networks and systems;
  • Provides examples that the author encountered through his long experience in both teaching and industry;
  • Provides a comprehensive review of the elements of complex variables, linear algebra and set theory -- pre-requisites for understanding the main topics of the book.
  • Keywords

    Random variables Stochastic processes Gaussian process Set Theory Axiomatic Probability Probability density function (pdf) Cumulative distribution functions (CDFs) Queuing theory Channel coding

    Authors and affiliations

    1. 1.HolmdelUSA

    About the authors

    Dr. Kun I. Park has extensive experience in telecommunications. Through his career, he worked at Bell Laboratories, Lucent and MITRE as Member of Technical Staff and Technical Supervisor. He also worked as Adjunct Professor, with the rank of Full Professor, at Stevens Institute of Technology, Hoboken, New Jersey for over 20 years, where he taught, among other courses, probability and stochastic processes. He received his Ph.D. in Electrical Engineering from the University of Pennsylvania, Philadelphia, Pennsylvania.

    Bibliographic information

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    “The topic ‘probability and stochastic processes’ is included into any curriculum for university students in engineering. … This book only, or in a combination with a couple of other books, can be successfully used for the course ‘probability and stochastic processes’ by both students in engineering and their teachers.” (Jordan M. Stoyanov, zbMATH 1409.60001, 2019)