ABSTRACT
The purpose of this chapter is to provide a brief introduction to the statistical quantities and notation that will be used in the remainder of the book. There are many excellent texts on probability theory, noise, and stochastic processes, covering the subjects at various depths and levels of sophistication. The treatment here is aimed at a nonspecialist user community and we shall present a straightforward engineering exposition that covers only the essentials required to understand the principles, significance, and application of the statistical models that are described in the following chapters. A more comprehensive treatment, taking the same general approach, is to be found in the book
An Introduction to the Theory of Random Signals and Noise
by Davenport and Root [1], while for the ultimate encyclopedic treatment the reader is referred to
An Introduction to Statistical Communication Theory
by Middleton [2]. Optical engineers may find the treatment given in the excellent treatise
Statistical Optics
by Goodman [3] more to their taste.
