Probability and Random Processes - Hardcover

Grimmett, Geoffrey; Stirzaker, David

Hardcover

ISBN 10: 0198572239 ISBN 13: 9780198572237

Publisher: Oxford University Press, 2001

Synopsis

The third edition of this text gives a rigorous introduction to probability theory and the discussion of the most important random processes in some depth. It includes various topics which are suitable for undergraduate courses, but are not routinely taught. It is suitable to the beginner, and should provide a taste and encouragement for more advanced work.There are four main aims: 1) to provide a thorough but straightforward account of basic probability, giving the reader a natural feel for the subject unburdened by oppressive technicalities, 2) to discuss important random processes in depth with many examples. 3) to cover a range of important but less routine topics, 4) to impart to the beginner the flavour of more advanced work. The books begins with basic ideas common to many undergraduate courses in mathematics, statistics and the sciences; in concludes with topics usually found at graduate level. The ordering and numbering of material in this third edition has been mostly preserved from the second. Minor alterations and additions have been added for clearer exposition.

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: Oxford University Press
• Publication date: 2001
• ISBN 10: 0198572239
• ISBN 13: 9780198572237
• Binding: Hardcover
• Language: English
• Edition number: 3
• Number of pages: 608