Probability and random processes
by Geoffrey R. Grimmett and David R. Stirzaker
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- 1 Have read
This completely revised text provides a simple but rigorous introduction to probability. It discusses a wide range of random processes in some depth with many examples, and gives the beginner some flavor 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 found in graduate courses. Important features of this 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 chapters.
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Previews available in: English
| Edition | Availability |
|---|---|
1
Probability and Random Processes: Fourth Edition
2020, Oxford University Press
in English
0198847599 9780198847595
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2
Probability and Random Processes: Fourth Edition
2020, Oxford University Press
in English
0198847602 9780198847601
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3
Probability and random processes
2004, Oxford University Press
in English
- 3rd ed.
0198572239 9780198572237
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4
Probability and random processes
2001, Oxford University Press
in English
- 3rd ed.
0198572239 9780198572237
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5
Probability and random processes
1992, Clarendon Press, Oxford University Press
in English
- 2nd ed.
0198536666 9780198536666
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6
Probability and random processes.
1992, Clarendon Press, Oxford University Press
in English
0198534485 9780198534488
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7
Probability and random processes: problems and solutions
1991, Clarendon Press
in English
0198534485 9780198534488
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8
Probability and random processes
1982, Clarendon Press, Oxford University Press
in English
0198531850 9780198531852
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Book Details
Edition Notes
Includes bibliographical references (p. [580]-582) and index.
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| May 20, 2025 | Edited by MARC Bot | import existing book |
| April 6, 2025 | Edited by MARC Bot | import existing book |
| February 26, 2024 | Edited by loopkid | Corrected authors |
| December 19, 2023 | Edited by ImportBot | import existing book |
| December 10, 2009 | Created by WorkBot | add works page |