Probability and Random Processes
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Probability and Random Processes by Geoffrey Grimmett
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.PhD (Oxford 1974) under supervision of John Hammersley and Dominic Welsh. Member of the Mathematics Department of Bristol University (1976-1992), and subsequently appointed to the Professorship of Mathematics Statistics at Cambridge University. Author of around 100 articles and five books in probability and related fields, including Percolation (Springer 1999), Probability and Random Processes (with David Stirzaker, Oxford University Press 2001). Managing Editor of Probability Theory and Related Fields, 2001-2005.
| SKU | Unavailable |
| ISBN 13 | 9780198536659 |
| ISBN 10 | 0198536658 |
| Title | Probability and Random Processes |
| Author | Geoffrey Grimmett |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Oxford University Press |
| Year published | 1992-08-01 |
| Number of pages | 553 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |
