The first editiofl of this book (1986) grew out of a set of notes used by the authorsto teach two one-semester courses on probability and random processes at Rensse-laer Polytechnic Institute (RPI). At that time the probability course at RPI was re-quired of all students in the Computer and Systems Engineering Program and was a highly recommended elective for students in closely related areas. While many un-dergraduate students took the course in the junior year, many seniors and first-year graduate students took the course for credit as well. Then, as now, most of the stu-dents were engineering students. To serve these students well, we felt that we should be rigorous in introducing fundamental principles while furnishing many op- portunities for students to develop their skills at solving problems.
