Probability and Random Processes

Geoffrey Grimmett; David Stirzaker

ISBN 10: 0198536658 / ISBN 13: 9780198536659

Editore: Clarendon Press, 1993

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Type: Book Small plain label inside cover.Staining to top inch corner of first 100 pages, text unaffected.READING COPY ONLY.

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Dati bibliografici

• Titolo: Probability and Random Processes
• Editore: Clarendon Press
• Data di pubblicazione: 1993
• Lingua: Inglese
• ISBN 10: 0198536658
• ISBN 13: 9780198536659
• Rilegatura: Paperback
• Edizione: Second Edition.
• Condizione: Poor
• Condizione della sovraccoperta: No d/j as Published
• Peso: 27 once
• Cataloghi dei venditori:
  • MATHEMATICS

Descrizione articolo

Riassunto

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.

L'autore

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