Probability and Random Processes
Geoffrey Grimmett(Author)
Clarendon Press
2nd Edition
Published on 1. August 1992
Book
Paperback/Softback
553 pages
978-0-19-853665-9 (ISBN)
Article exhausted; check for reprint
Description
This successful text has now been comprehensively revised. There are three main aims: to provide a simple but rigorous introduction to probability without exposing the reader to over-much measure theory, to discuss a wide range of random processes in some depth with many examples, and to give the beginner some flavour of more advanced work, by suitable choice of material. The book begins with basic material commonly covered in first-year undergraduate mathematics and statistics courses, and finishes with topics to be found in graduate courses. Important features of this new edition include: new and expanded sections in the early chapters providing more illustrative examples and introducing more ideas early on; two new chapters providing more comprehensive treatment of the simpler properties of martingales and diffusion processes; and more exercises at the ends of almost all sections, with many new problems at the ends of the chapters. The companion volumes Probability and Random Processes: Problems and Solutions (Oxford University Press 1992) includes complete worked solutions to all exercises and problems of this edition.
This book is intended for students at all undergraduate and graduate levels in mathematics and statistics.
This book is intended for students at all undergraduate and graduate levels in mathematics and statistics.
More details
Edition
2nd Revised edition
Language
English
Place of publication
Oxford
United Kingdom
Publishing group
Oxford University Press
Target group
College/higher education
Edition type
Revised edition
Illustrations
line figures, bibliography
ISBN-13
978-0-19-853665-9 (9780198536659)
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Schweitzer Classification
Other editions
New editions

Geoffrey Grimmett | David Stirzaker
Probability and Random Processes
Book
05/2001
3rd Edition
Oxford University Press
€63.14
Article is exhausted; no reprint
Persons
Content
Events and their probabilities; Random variables and their distributions; Discrete random variables; Continuous random variables; Generating functions and their applications; Markov chains; Convergence of random variables; Random processes; Stationary processes; Renewals; Queues; Martingales; Diffusion processes: Appendix I Foundations and notations; Appendix II Further reading; Appendix III History and varieties of probability; Appendix IV John Arbuthnot's Preface to Of the Laws of Chance (1962); Bibliography; List of notation; Index.