Probability and Random Processes
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Probability and Random Processes

Probability and Random Processes


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About the Book

The third edition of this successful text gives a rigorous introduction to probability theory and the discussion of the most important random processes in some depth. It includes various topics which are suitable for undergraduate courses, but are not routinely taught. It is suitable to the beginner, and provides a taste and encouragement for more advanced work. There are four main aims: 1) to provide a thorough but straightforward account of basic probability, giving the reader a natural feel for the subject unburdened by oppressive technicalities, 2) to discuss important random processes in depth with many examples. 3) to cover a range of important but less routine topics, 4) to impart to the beginner the flavour of more advanced work. The books begins with basic ideas common to many undergraduate courses in mathematics, statistics and the sciences; in concludes with topics usually found at graduate level. The ordering and numbering of material in this third edition has been mostly preserved from the second. Minor alterations and additions have been added for clearer exposition. Highlights include new sections on sampling and Markov chain Monte Carlo, geometric probability, coupling and Poisson approximation, large deviations, spatial Poisson processes, renewal-reward, queueing networks, stochastic calculus, Itô's formula and option pricing in the Black-Scholes model for financial markets. In addition there are many (nearly 400) new exercises and problems that are entertaining and instructive; their solutions can be found in the companion volume 'One Thousand Exercises in Probability', (OUP 2001).

Table of Contents:
1: Events and their probabilities 2: Random variables and their distribution 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 Appendices Bibliography List of notation Index

Review :
"Since its first appearance in 1982, Probability and Random Processes has been a landmark book on the subject and has become mandatory reading for any mathematician wishing to understand chance.It is aimed mainly at final-year honours students and graduate students, but it goes beyond this level, and all serious mathematicians and academic libraries should own a copy ... the companion book of exercises is cleverly conceived and ... form(s) a perfect complement to the main text. " Times Higher Education Supplement


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Product Details
  • ISBN-13: 9780198572220
  • Publisher: Oxford University Press
  • Publisher Imprint: Oxford University Press
  • Edition: Revised edition
  • Language: English
  • Returnable: N
  • Weight: 989 gr
  • ISBN-10: 0198572220
  • Publisher Date: 31 May 2001
  • Binding: Paperback
  • Height: 239 mm
  • No of Pages: 608
  • Spine Width: 31 mm
  • Width: 168 mm


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