Probability and Random Processes

Geoffrey Grimmett; David Stirzaker

ISBN 10: 0198536658 / ISBN 13: 9780198536659

Published by Clarendon Press, 1993

About this Item

Type: Book Small plain label inside cover.Staining to top inch corner of first 100 pages, text unaffected.READING COPY ONLY.

Seller Inventory # 053236

Bibliographic Details

• Title: Probability and Random Processes
• Publisher: Clarendon Press
• Publication Date: 1993
• Language: English
• ISBN 10: 0198536658
• ISBN 13: 9780198536659
• Binding: Paperback
• Edition: Second Edition.
• Condition: Poor
• Dust Jacket Condition: No d/j as Published
• Seller catalogs:
  • MATHEMATICS

About this title

Synopsis

This completely revised text provides a simple but rigorous introduction to probability. It discusses a wide range of random processes in some depth with many examples, and gives the beginner some flavor 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 found in graduate courses. Important features of this 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 chapters. The companion volume Probability and Random Processes: Problems and Solutions includes complete worked solutions to all exercises and problems of this edition. This proven text will be useful for mathematics and natural science undergraduates at all levels, and as a reference book for graduates and all those interested in the applications of probability theory.

About the Author

Geoffrey Grimmett, Statistical Laboratory, University of Cambridge. David Stirzaker, Mathematical Institute, Oxford University.