Random Processes

I am not a fan of Papoulis' book although I believe that was our textbook as well. I also referred to Cover & Thomas a lot
in this course. Looking back at the course webpage, there is a good list of references:

Gray Davisson, Random Processes, Prentice-Hall, 1986.
Larson Shubert, Prob. Models in Engr. Sci., 1979.
Hoel, Port Stone, Introd. to Stoch. Proc., 1972.
Picinbono, Random Signals and Systems, Prentice-Hall, 1993.
Karlin Taylor, A First Course in Stochastic Processes, Academic Press, 1975.
Ross, Stochastic Processes, Wiley (1983).