Probability and Random Processes - Softcover

Grimmett, Geoffrey

Softcover

ISBN 10: 0198534485 ISBN 13: 9780198534488

Publisher: Clarendon Press, 1992

Synopsis

This book contains around 675 problems in probability and random processes, together with their solutions. Apart from being a volume of worked problems in its own right, it is also a solutions manual for exercises and problems appearing in the companion volume, "Probability and Random Processes". Despite being intended in part as a companion, the present volume is as self-contained as reasonably possible. The covered range of topics is broad, beginning with the elementary theory of probability and random variables, and continuing, via chapters on Markov chains and convergence, to extensive sections devoted to stationarity and ergodic theory, renewals, queues, martingales, and diffusions. There are questions of all standards, the majority being elementary or of intermediate difficulty. Apart from its appeal as a companion to "Probability and Random Processes", the volume should be useful to all those teachers of probability and random processes who set work assignments and examinations.

About this title

Review

"... this is definitely one of my favourites as a textbook ... a wealth of interesting teaching material at all levels" -- Short Book Reviews of the ISI

"As well as its masterful coverage of the material, the book has many appealing stylistic features." -- Mathematical Gazette

"The first edition was excellent, but the second edition is even better. The companion "Problems and Solution", contains 675 carefully chosen problems with well explained solutions. Buy them both!" -- Mathematika

"The reviewer greatly enjoyed going through the book, not least due to its diversity, its up-to-date flavour and its many interesting and amusing examples. It is highly recommended as one of the nicest texts at its level" -- Zentralblatt fur Mathematik

About the Author

Geoffrey Grimmett is at Statistical Laboratory, University of Cambridge. David Stirzaker is at Mathematical Institute, Oxford University.

Edition details

• Publisher: Clarendon Press
• Publication date: 1992
• Language: English
• ISBN 10: 0198534485
• ISBN 13: 9780198534488
• Binding: Paperback
• Number of pages: 376