Probability and random processes

David Stirzaker, Geoffrey Grimmett

596 pages, parution le 01/06/2001

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Résumé

The third edition of this well-established and popular textbook provides a wide-ranging and entertaining introduction to probability and random processes and many of their practical applications. The emphasis is on modelling and understanding rather than abstraction, but beginners will encounter aspects of more advanced work. Prerequisites are few, and the book is largely self contained. Many important random processes are developed in the text and through informative real-life examples. There are many exercises and problems, with solutions provided in the companion volume.

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

L'auteur - David Stirzaker

Mathematical Institute, University of Oxford

L'auteur - Geoffrey Grimmett

Statistical Laboratory, University of Cambridge

Caractéristiques techniques

	PAPIER
Éditeur(s)	Oxford University Press
Auteur(s)	David Stirzaker, Geoffrey Grimmett
Parution	01/06/2001
Nb. de pages	596
Format	16,8 x 22,7
Couverture	Broché
Poids	933g
Intérieur	Noir et Blanc
EAN13	9780198572220
ISBN13	978-0-19-857222-0