Items related to Probability and Random Processes

Probability and Random Processes

3.85 avg rating
( 80 ratings by Goodreads )
9780198536659: Probability and Random Processes
View all copies of this ISBN edition:

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.

"synopsis" may belong to another edition of this title.


"... 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.

"About this title" may belong to another edition of this title.

Other Popular Editions of the Same Title

9780198572220: Probability And Random Processes

Featured Edition

ISBN 10: 0198572220 ISBN 13: 9780198572220
Publisher: Oxford University Press, U.S.A., 2001

9780198572237: Probability and Random Processes

Oxford..., 2001

9780198536666: Probability and Random Processes

Claren..., 1992

9780198531845: Probability and Random Processes

Oxford..., 1982

9780198534488: Probability and Random Processes: Problems and Solutions (Oxford Science Publications)

Claren..., 1992

Top Search Results from the AbeBooks Marketplace

Stock Image

Geoffrey Grimmett
Published by Oxford University Press (1992)
ISBN 10: 0198536658 ISBN 13: 9780198536659
New Softcover Quantity: 1
Newport Bookstore
(Del Rio, TN, U.S.A.)

Book Description Condition: new. Seller Inventory # newport0198536658

More information about this seller | Contact this seller

Buy New
Convert currency

Add to Basket

Shipping: 2.19
Within U.S.A.
Destination, rates & speeds