Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications

ABBREVIATIONS

a.s.	almost surely
cdf	cumulative distribution function
icdf	inverse of the cdf
iid	independent and identically distributed
isi	independent and stationary increment
pdf	probability density function
plim	convergence in probability
pmf	probability mass function
s.	surely
s.t.	subject to
w.p.1	with probability one
A	ampere
AM	amplitude modulation
AOA	angle of arrival
AR	autoregressive
ARMA	autoregressive moving-average
ASK	amplitude shift keying
AWGN	additive white Gaussian noise
BER	bit error rate
BLU	best linear unbiased
BPSK	binary phase shift keying
BSC	binary symmetric channel
CF	characteristic function
CGF	cumulant generating function
CLT	central limit theorem
CM	constant modulus
CMA	constant modulus algorithm
CMGF	central moment generating function
CRLB	Cramér–Rao lower bound
dB	decibel
DD	decision directed
DE	differential equation or difference equation
DF	direction finding
DFT	discrete Fourier transform
DM	Doob-Meyer
DTFT	discrete-time Fourier transform
EM	expectation maximization
F	Farenheit
FFT	fast Fourier transform
FIR	finite impulse response
FM	frequency modulation
FMGF	factorial moment generating function
FR	forced response
FSK	frequency shift keying
FSM	finite-state machine
GS	Gram–Schmidt
Hz	Hertz
IIR	infinite impulse response
ISI	intersymbol interference
KL	Kullback–Leibler
KLE	Karhunen–Loève expansion
LD	Levinson–Durbin
LMF	least-mean fourth