Probability and random processes /

Grimmett, Geoffrey

Probability and random processes / Geoffrey R. Grimmett and David R. Stirzaker - 3rd ed. - Oxford New York Oxford University Press 2001 [Reprinted with corrections, 2005] - xii, 596 p. il. 25 cm.

Incluye referencias bibliográficas e índice.

Events and their probabilities -- Random variables and their distributions -- 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.

0198572220

2001034061


Probabilidad
Procesos estocásticos

QA 273 / G74.2001