Probability and Random Processes

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. These are conveniently collected together in a separate volume that includes full solutions.

Autorentext
Geoffrey Grimmett is Professor Emeritus of Mathematical Statistics at the University of Cambridge. Cambridge has been his base for pursuing probability theory and the mathematics of disordered systems since 1992. He was Master of Downing College, Cambridge from 2013-2018 and has been appointed Chair of the Heilbronn Institute for Mathematical Research from 2020. He has written numerous research articles in probability theory and statistical mechanics, as well as three research books. With David Stirzaker and Dominic Welsh respectively, he has co-authored two successful textbooks on probability and random processes at the undergraduate and postgraduate levels. David Stirzaker was educated at Oxford University and Berkeley before being appointed as Fellow and Tutor in Applied Mathematics at St John's College, Oxford. He is now an Emeritus Research Fellow at St John's College, and an Emeritus Professor at the Mathematical Institute, Oxford. He has written five textbooks on probability and random processes, two of them jointly with Geoffrey Grimmett. Most recently, (2015), he has written The Cambridge Dictionary of Probability and its Applications.

Klappentext

Probability is a core topic in science and life. This successful self-contained volume leads the reader from the foundations of probability theory and random processes to advanced topics and it presents a mathematical treatment with many applications to real-life situations.

Inhalt

• 1: Events and their probabilities

• 2: Random variables and their distributions

• 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