Book reference on Random Variables - Stochastic Processes

Question

I'm looking for a book (or article, pdfs, etc..) that involve: Stochastic Processes, Random Processes (and their mean and their autocorrelation and crosscorelation functions), Stationarity, Spectral density, cross spectral density ,coherence, Ergodicity..

A good reference I have is the book : "Probability, Statistics, and random processes for electrical engineering " - Alberto Leon-Garcia

However I wan't to see more than just this book. Also the book doesnt have solutions for exercises..

Every book I searched so far about stochastic processes involve Brownian motion and measurable spaces, etc.. , but that's not what I want.

Thanks in advance.

Answer 1

I like Introduction to Probability Models by Sheldon Ross, it seems to have all you are asking for -- undergraduate level, breadth of models, solutions to exercises and very readable English.

Enjoy.