Many good textbooks exist on probability and random processes written at the under-
graduate level to the research level. However, there is no one handy and ready book
that explains most of the essential topics, such as random variables and most of their
frequently used discrete and continuous probability distribution functions; moments,
transformation, and convergences of random variables; characteristic and generating
functions; estimation theory and the associated orthogonality principle; vector random
variables; random processes and their autocovariance and cross-covariance functions; sta-
tionarity concepts; and random processes through linear systems and the associated
Wiener and Kalman filters.
