The origins of this book lie in our earlier book Random Processes: A Mathematical Approach for Engineers, Prentice Hall, 1986. This book began as
a second edition to the earlier book and the basic goal remains unchanged
— to introduce the fundamental ideas and mechanics of random processes
to engineers in a way that accurately reflects the underlying mathematics,
but does not require an extensive mathematical background and does not
belabor detailed general proofs when simple cases suffice to get the basic
ideas across. In the thirteen years since the original book was published,
however, numerous improvements in the presentation of the material have
been suggested by colleagues, students, teaching assistants, and by our own
teaching experience.