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    Probability and Random Processes (Paperback) By (author) Geoffrey Grimmett, By (author) David Stirzaker

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    DescriptionThe 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, Ito'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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  • Full bibliographic data for Probability and Random Processes

    Title
    Probability and Random Processes
    Authors and contributors
    By (author) Geoffrey Grimmett, By (author) David Stirzaker
    Physical properties
    Format: Paperback
    Number of pages: 608
    Width: 168 mm
    Height: 239 mm
    Thickness: 33 mm
    Weight: 862 g
    Language
    English
    ISBN
    ISBN 13: 9780198572220
    ISBN 10: 0198572220
    Classifications

    BIC E4L: MAT
    Nielsen BookScan Product Class 3: S7.8
    B&T Book Type: NF
    DC21: 519.2
    B&T Modifier: Region of Publication: 03
    BIC subject category V2: PBT
    LC subject heading:
    B&T General Subject: 710
    Warengruppen-Systematik des deutschen Buchhandels: 16200
    B&T Modifier: Academic Level: 02
    Ingram Subject Code: MA
    B&T Modifier: Text Format: 06
    LC subject heading:
    DC22: 519.2
    LC subject heading:
    BISAC V2.8: MAT029000
    BIC subject category V2: PBWL
    B&T Merchandise Category: UP
    LC subject heading:
    LC classification: QA273 .G74 2001
    Thema V1.0: PBT, PBWL
    Edition
    3, Revised
    Edition statement
    3rd Revised edition
    Illustrations note
    bibliography, index
    Publisher
    Oxford University Press
    Imprint name
    Oxford University Press
    Publication date
    02 August 2001
    Publication City/Country
    Oxford
    Review quote
    ... 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 this third edition to reflect recent developments in the subject ... As well as its masterful coverage of the material, the book has many appealing stylistic features ... extremely valuable in finding good proofs of theorems which are dealt with rather cursorily in other textbooks. The Mathematical Gazette One of the strong features of the book is its large collection of interesting exercises, which has been greatly expanded in this new edition so that there are now over one thousand exercises. These are conveniently collected together in a separate volume that includes full solutions. Biometrics As well as its masterful coverage of the material, the book has many appealing stylistic features. Mathematical Gazette 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 Since its first appearance in 1982 Probability and Random 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 ... form(s) a perfect complement to the main text. Times Higher Education Supplement
    Table of 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