Probability and Random Processes

ISBN-10: 0198572220
ISBN-13: 9780198572220
Edition: 3rd 2001 (Revised)
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Description: This textbook provides a wide-ranging and entertaining indroduction to probability and random processes and many of their practical applications. It includes many exercises and problems with solutions.

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Book details

List price: $85.00
Edition: 3rd
Copyright year: 2001
Publisher: Oxford University Press, Incorporated
Publication date: 8/2/2001
Binding: Paperback
Pages: 608
Size: 6.50" wide x 9.00" long x 1.25" tall
Weight: 1.738
Language: English

This textbook provides a wide-ranging and entertaining indroduction to probability and random processes and many of their practical applications. It includes many exercises and problems with solutions.

David Stirzaker is Associate Professor in the Mathematical Institute at the University of Oxford and an Emeritus Research Fellow at St John's College, Oxford. His previous titles include Probability and Random Processes (with Geoffrey Grimmett, 2001) and Elementary Probability (Cambridge University Press, 2003).

Events and their probabilities
Random variables and their distribution
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
Appendices
Bibliography
List of notation
Index

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