Probability and Random Processes

Grimmett, Geoffrey; Stirzaker, David

ISBN 10: 0198536658 / ISBN 13: 9780198536659

Published by Oxford University Press, 1992

Seller Inventory # U9780198536659

Synopsis:

This successful text has now been comprehensively revised. There are three main aims: to provide a simple but rigorous introduction to probability without exposing the reader to over-much measure theory, to discuss a wide range of random processes in some depth with many examples, and to give the beginner some flavour 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 to be found in graduate courses. Important features of this new 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 the chapters. The companion volumes Probability and Random Processes: Problems and Solutions (Oxford University Press 1992) includes complete worked solutions to all exercises and problems of this edition. This book is intended for students at all undergraduate and graduate levels in mathematics and statistics.

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

Bibliographic Details

Title: Probability and Random Processes
Publisher: Oxford University Press
Publication Date: 1992
Binding: Soft cover
Condition: Very Good
Dust Jacket Condition: 23009341
Signed: 9/5/2025 6:06:01 PM
Edition: 1757095561.