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...

Full description

Saved in:
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:
Table of Contents:
  • 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.