Probability and Random Processes

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9780198531845: Probability and Random Processes

This text on probability and stochastic processes begins at an elementary level and progresses quickly to cover more advanced topics. It has been revised, with new chapters, more exercises at the ends of sections, and new problems at the ends of chapters.

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About the Author:

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

Review:

"Since its first appearance in 1982, Probabilty and Randon Processes has been a landmark book on the subject and has become mandatory reading for any mathematician wishing to understand chance.It is aimed mainly at final-year honours students and graduate students, but it goes beyond this
level, and all serious mathematicians and academic libraries should own a copy ... the companion book of exercises is cleverly conceived and ... forma a perfect complement to the amin text. " Times Higher Education Supplement

"Since its first appearance in 1982, Probabilty and Randon Processes has been a landmark book on the subject and has become mandatory reading for any mathematician wishing to understand chance.It is aimed mainly at final-year honours students and graduate students, but it goes beyond this
level, and all serious mathematicians and academic libraries should own a copy ... the companion book of exercises is cleverly conceived and ... forma a perfect complement to the main text. " Times Higher Education Supplement

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