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Probability and random processes

Author: Geoffrey R Grimmett; David R Stirzaker
Publisher: Oxford [u.a.] : Oxford Univ. Press, 2001.
Edition/Format:   Print book : English : 3. edView all editions and formats
Database:WorldCat
Summary:

Provides an introduction to probability and random processes and their practical applications. This third edition emphasizes modeling and understanding rather than abstraction. Many important random  Read more...

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Genre/Form: Lehrbuch
0 Gesamtdarstellung
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Geoffrey R Grimmett; David R Stirzaker
ISBN: 0198572220 9780198572220 0198572239 9780198572237
OCLC Number: 248364573
Notes: Previous edition: Oxford: Clarendon, 1992.
Description: XII, 596 S : graph. Darst
Contents: 1. Events and their probabilities ; 2. Random variables and their distribution ; 3. Discrete random variables ; 4. Continuous random variables ; 5. Generating functions and their applications ; 6. Markov chains ; 7. Convergence of random variables ; 8. Random processes ; 9. Stationary processes ; 10. Renewals ; 11. Queues ; 12. Martingales ; 13. Diffusion processes ; Appendices ; Bibliography ; List of notation ; Index
Responsibility: Geoffrey R. Grimmett and David R. Stirzaker.
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... aims to be a full and comprehensive account of (almost all) the probability theory and stochastic processes one could hope to teach to undergraduates ... Much new material has been included in Read more...

 
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