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Probability and Random Processes Geoffrey Grimmett

Probability and Random Processes By Geoffrey Grimmett

Probability and Random Processes by Geoffrey Grimmett


$10.00
Condition - Very Good
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Summary

This revised text has three aims: to provide an introduction to probability without too much measure theory, to discuss a range of random processes with examples, and to give the beginner some flavour of more advanced work.

Probability and Random Processes Summary

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.

Table of Contents

Events and their probabilities; Random variables and their distributions; Discrete random variables; Continuous random variables; Generating functions and their applications; Markov chains; Convergence of random variables; Random processes; Stationary processes; Renewals; Queues; Martingales; Diffusion processes: Appendix I Foundations and notations; Appendix II Further reading; Appendix III History and varieties of probability; Appendix IV John Arbuthnot's Preface to Of the Laws of Chance (1962); Bibliography; List of notation; Index.

Additional information

GOR002423363
9780198536659
0198536658
Probability and Random Processes by Geoffrey Grimmett
Used - Very Good
Paperback
Oxford University Press
19920701
553
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

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