Books on Probability Theory (for an engineer) I am an electrical engineering student who deals with probability and stochastic processes for communications systems, but I find that most engineering texts on probability and stochastic processes give very general examples and trivial cases. But in my masters research, I come across problems that are more complicated than their illustrations. Is there any mathematics textbook readable by an engineering student that anyone can recommend? (or an engineering text on probability theory and stochastic processes that is well suited for handling such cases? ) 
 A: *

*Probability and Stochastic Processes for Engineers, C.H. Helstrom is an excellent middle of the road book.

*A slight step up from that although $$$ is Probability, Statistics, and Random Processes For Electrical Engineering (3rd Edition), A. Leon-Garcia

*On a different level is Probability, Random Variables and Stochastic Processes, A. Papoulis, S. U. Pillai. This is now the 4th Ed. and is used by many universities at the graduate level, but is not easy, a very dense book.

*Lastly, you might want to peruse Schaum's Outline of Probability, Random Variables, and Random Processes, Second Edition (Schaum's Outline Series), Hwei Hsu (price and practice problems).


I also wanted to mention that it appears you are also looking at communications and should check out (it depends on what exactly you want from a comms book since there are many topics and areas):


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*Principles of Communication Engineering, John M. Wozencraft, Irwin Mark Jacobs

*Principles of Digital Communication, Robert G. Gallager

