Random Processes with Applications to Circuits and Communications

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

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Random Processes with Applications to Circuits and Communications

Random Processes with Applications to Circuits and Communications

Bernard C. Levy

Random Processes with Applications to Circuits and Communications

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Bernard C. Levy University of California Davis, CA, USA

Additional material to this book can be downloaded from http://springer.com. ISBN 978-3-030-22296-3 ISBN 978-3-030-22297-0 (eBook) https://doi.org/10.1007/978-3-030-22297-0 © Springer Nature Switzerland AG 2020 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors, and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, express or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. This Springer imprint is published by the registered company Springer Nature Switzerland AG. The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland

It is likely that unlikely things should happen. Aristotle

Preface

This textbook is based on teaching materials (lecture notes, problem sets, exams) generated over the last 20 years while teaching a first-year graduate course on random processes in the Department of Electrical and Computer Engineering (ECE), UC Davis. Since the ECE Department is a mediumsize department, the course has been designed to appeal to a constituency extending beyond signal processing, communications, control, and networking and including in particular circuits, RF, and optics graduate students. So compared to recent textbooks which tend to focus on communications and networking applications, this book represents in part a return to the more physically oriented focus of early ECE random processes textbooks by Davenport and Root, Papoulis, or Helstrom. Another reason for this focus is that with the relentless shrinking of electronic devices over the last 20 years and the accompanying decrease of voltages to reduce power consumption, noise has become progressively a more severe source of performance limitation, and in this context, circuit designers need often to understand noise mode