Research Catalog
Probability and random processes
- Title
- Probability and random processes / G.R. Grimmett, D.R. Stirzaker.
- Author
- Grimmett, Geoffrey.
- Publication
- Oxford : Clarendon Press ; New York : Oxford University Press, ©1992.
Items in the Library & Off-site
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Use in library | QA273 .G74 1992 | Off-site |
Details
- Additional Authors
- Stirzaker, David.
- Description
- xii, 541 pages : illustrations; 24 cm
- 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.
- Subject
- Probabilities
- Stochastic processes
- Probability
- Stochastic Processes
- probability
- Stochastischer Prozess
- Wahrscheinlichkeitsrechnung
- Wahrscheinlichkeitstheorie
- Waarschijnlijkheidstheorie
- Stochastische processen
- Willekeurige variabelen
- Probabilities > Problems, exercises, etc
- Probabilités > Processus stochastiques
- Bibliography (note)
- Includes bibliographical references (p. [532]-533) and index.
- 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.
- ISBN
- 0198536658
- 0198536666
- 9780198536666
- 9780198536659
- 0198534485
- 9780198534488
- LCCN
- 91029784
- OCLC
- ocm24379060
- 24379060
- SCSB-1963936
- Owning Institutions
- Princeton University Library