Probability and random processes /

Probability and random processes /

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This textbook provides a wide-ranging and entertaining indroduction to probability and random processes and many of their practical applications. It includes many exercises and problems with solutions.

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Bibliographic Details
Main Author:	Grimmett, Geoffrey
Other Authors:	Stirzaker, David
Format:	Book
Language:	English
Published:	Oxford ; New York : Oxford University Press, 2001.
Edition:	3rd ed.
Subjects:	Probabilities. Stochastic processes. Probability Stochastic Processes Probabilités. Processus stochastiques. probability. Probabilities Stochastic processes Wahrscheinlichkeitsrechnung Stochastischer Prozess Waarschijnlijkheidstheorie. Stochastische processen. Probabilidade.

Table of Contents:

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
13. Diffusion processes.