Probability and Random Processes

Front Cover
Oxford University Press, May 31, 2001 - Mathematics - 596 pages
16 Reviews
The third edition of this successful 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 provides 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. Highlights include new sections on sampling and Markov chain Monte Carlo, geometric probability, coupling and Poisson approximation, large deviations, spatial Poisson processes, renewal-reward, queueing networks, stochastic calculus, Itô's formula and option pricing in the Black-Scholes model for financial markets. In addition there are many (nearly 400) new exercises and problems that are entertaining and instructive; their solutions can be found in the companion volume 'One Thousand Exercises in Probability', (OUP 2001).
  

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Review: Probability and Random Processes

User Review  - Goodreads

The content is good, but dense, particularly if it's your first introduction to probability. Should definitely get the companion book containing all the exercises and their solutions. Read full review

Review: Probability and Random Processes

User Review  - Jeff Rogers - Goodreads

The content is good, but dense, particularly if it's your first introduction to probability. Should definitely get the companion book containing all the exercises and their solutions. Read full review

Contents

I
1
IV
4
V
8
VI
13
VII
14
VIII
16
IX
21
X
26
LXXIII
296
LXXIV
305
LXXVI
308
LXXVII
318
LXXVIII
325
LXXIX
329
LXXX
332
LXXXI
333

XII
30
XIII
33
XIV
35
XV
38
XVI
41
XVII
43
XVIII
46
XX
48
XXI
50
XXII
56
XXIII
60
XXIV
62
XXV
67
XXVI
70
XXVII
71
XXVIII
75
XXIX
83
XXX
89
XXXII
91
XXXIII
93
XXXIV
95
XXXV
98
XXXVI
104
XXXVII
107
XXXVIII
113
XXXIX
115
XL
119
XLI
122
XLII
127
XLIII
133
XLIV
140
XLV
148
XLVII
156
XLVIII
162
XLIX
171
L
175
LI
178
LII
181
LIII
186
LIV
189
LV
193
LVI
201
LVII
206
LVIII
213
LX
220
LXI
223
LXII
227
LXIII
237
LXIV
240
LXV
243
LXVI
246
LXVII
256
LXVIII
266
LXIX
268
LXX
274
LXXI
281
LXXII
291
LXXXII
338
LXXXIII
343
LXXXIV
350
LXXXV
354
LXXXVI
360
LXXXVII
361
LXXXVIII
365
LXXXIX
367
XC
370
XCI
371
XCII
373
XCIII
375
XCV
377
XCVI
380
XCVII
387
XCVIII
393
XCIX
405
C
409
CI
412
CIII
417
CIV
421
CV
423
CVI
431
CVII
437
CVIII
440
CIX
442
CX
445
CXI
451
CXII
455
CXIII
462
CXV
468
CXVI
471
CXVII
476
CXVIII
481
CXIX
487
CXX
491
CXXI
496
CXXII
499
CXXIII
503
CXXIV
508
CXXV
513
CXXVII
514
CXXVIII
516
CXXIX
525
CXXX
530
CXXXI
534
CXXXII
561
CXXXIII
564
CXXXIV
569
CXXXV
571
CXXXVI
573
CXXXVII
576
CXXXVIII
578
CXXXIX
580
CXL
583
CXLI
585
Copyright

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References to this book

Statistics in Human Genetics
Pak Sham
No preview available - 1998
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About the author (2001)

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

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