Probability and Random Processes 4/e [Grimmett] 9780198847595

The fourth edition of this successful text provides an introduction to probability and random processes, with many practical applications. It is aimed at mathematics undergraduates and postgraduates, and has four main aims.

• To provide a thorough but straightforward account of basic probability theory, giving the reader a natural feel for the subject unburdened by oppressive technicalities.
• To discuss important random processes in depth with many examples.
• To cover a range of topics that are significant and interesting but less routine.
• To impart to the beginner some flavour of advanced work.

頁數：688
版次：第4版
年份：2020年
規格：平裝/彩色
ISBN：9780198847595

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