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1、Schaum'sOutlineofTheoryandProblemsofProbability,RandomVariables,andRandomProcessesHweiP.Hsu,Ph.D.ProfessorofElectricalEngineeringFairleighDickinsonUniversityStartofCitation[PU]McGraw-HillProfessional[/PU][DP]1997[/DP]EndofCitationHWEIP.HSUisProfessorofElectricalEngin
2、eeringatFairleighDickinsonUniversity.HereceivedhisB.S.fromNationalTaiwanUniversityandM.S.andPh.D.fromCaseInstituteofTechnology.HehaspublishedseveralbookswhichincludeSchaum'sOutlineofAnalogandDigitalCommunicationsandSchaum'sOutlineofSignalsandSystems.Schaum'sOutlineof
3、TheoryandProblemsofPROBABILITY,RANDOMVARIABLES,ANDRANDOMPROCESSESCopyright©1997byTheMcGraw-HillCompanies,Inc.Allrightsreserved.PrintedintheUnitedStatesofAmerica.ExceptaspermittedundertheCopyrightActof1976,nopartofthispublicationmaybereproducedordistributedinanyformor
4、byanymeans,orstoredinadatabaseorretrievalsystem,withoutthepriorwrittenpermissionofthepublisher.234567891011121314151617181920PRSPRS9010987ISBN0-07-030644-3SponsoringEditor:ArthurBidermanProductionSupervisor:DonaldF.SchmidtEditingSupervisor:MaureenWalkerLibraryofCongr
5、essCataloging-in-PublicationDataHsu,HweiP.(HweiPiao),dateSchaum'soutlineoftheoryandproblemsofprobability,randomvariables,andrandomprocesses/HweiP.Hsu.p.cm.—(Schaum'soutlineseries)Includesindex.ISBN0-07-030644-31.Probabilities—Problems,exercises,etc.2.Probabilities-Ou
6、tlines,syllabi,etc.3.Stochasticprocesses—Problems,exercises,etc.4.Stochasticprocesses—Outlines,syllabi,etc.I.Title.QA273.25.H781996519.2'076—dc2096-18245CIPStartofCitation[PU]McGraw-HillProfessional[/PU][DP]1997[/DP]EndofCitationPrefaceThepurposeofthisbookistoprovide
7、anintroductiontoprinciplesofprobability,randomvariables,andrandomprocessesandtheirapplications.Thebookisdesignedforstudentsinvariousdisciplinesofengineering,science,mathematics,andmanagement.Itmaybeusedasatextbookand/orasasupplementtoallcurrentcomparabletexts.Itshoul
8、dalsobeusefultothoseinterestedinthefieldforself-study.Thebookcombinestheadvantagesofboththetextbookandtheso-calledreviewbook.Itprov