Probability and random processes /

Probability and random processes /

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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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Bibliographic Details
Main Author: Grimmett, Geoffrey
Other Authors: Stirzaker, David
Format: Book
Language:English
Published: Oxford : New York : Clarendon Press ; Oxford University Press, ©1992.
Edition:2nd ed.
Subjects:
Probabilities.
Stochastic processes.
Probability
Stochastic Processes
Probabilités.
Processus stochastiques.
probability.
Stochastischer Prozess
Wahrscheinlichkeitsrechnung
Wahrscheinlichkeitstheorie
Waarschijnlijkheidstheorie.
Stochastische processen.
Willekeurige variabelen.
Probabilities > Problems, exercises, etc.
Probabilités > Processus stochastiques.
Probabilities
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100 1 |a Grimmett, Geoffrey. 
245 1 0 |a Probability and random processes /  |c G.R. Grimmett, D.R. Stirzaker. 
250 |a 2nd ed. 
260 |a Oxford :  |b Clarendon Press ;  |a New York :  |b Oxford University Press,  |c ©1992. 
300 |a xii, 541 pages :  |b illustrations ;  |c 24 cm 
336 |a text  |b txt  |2 rdacontent 
337 |a unmediated  |b n  |2 rdamedia 
338 |a volume  |b nc  |2 rdacarrier 
504 |a Includes bibliographical references (pages 532-533) and index. 
520 |a 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. 
505 0 |a Machine derived contents note: 1. Events and their Probabilities -- 2. Random Variables and their Distributions -- 3. Discrete Random Variables -- 4. Continuous Random Variables -- 5. Generating Functions and their Applications -- 6. Markov Chains -- 7. Convergence of Random Variables -- 8. Random Processes -- 9. Stationary processes -- 10. Renewals -- 11. Queues -- 12. Martingales. 
650 0 |a Probabilities. 
650 0 |a Stochastic processes. 
650 2 |a Probability 
650 2 |a Stochastic Processes 
650 6 |a Probabilités. 
650 6 |a Processus stochastiques. 
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650 7 |a Stochastic processes.  |2 fast  |0 (OCoLC)fst01133519 
650 7 |a Stochastischer Prozess  |2 gnd 
650 7 |a Wahrscheinlichkeitsrechnung  |2 gnd 
650 7 |a Wahrscheinlichkeitstheorie  |2 gnd 
650 1 7 |a Waarschijnlijkheidstheorie.  |2 gtt 
650 1 7 |a Stochastische processen.  |2 gtt 
650 1 7 |a Willekeurige variabelen.  |2 gtt 
650 7 |a Probabilities  |v Problems, exercises, etc.  |2 nli 
650 7 |a Stochastic processes.  |2 nli 
650 7 |a Probabilités  |x Processus stochastiques.  |2 ram 
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700 1 |a Stirzaker, David. 
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