Probability and random processes /
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 commo...
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| Format: | Book |
| Language: | English |
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Oxford : New York :
Clarendon Press ; Oxford University Press,
©1992.
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| Edition: | 2nd ed. |
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| Summary: | 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. |
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| Physical Description: | xii, 541 pages : illustrations ; 24 cm |
| Bibliography: | Includes bibliographical references (pages 532-533) and index. |
| ISBN: | 0198536658 0198536666 9780198536666 9780198536659 0198534485 9780198534488 |