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Probability and random processes / Geoffrey R. Grimmett and David R. Stirzaker

By: Contributor(s): Material type: TextTextPublication details: Oxford New York Oxford University Press 2001 [Reprinted with corrections, 2005]Edition: 3rd edDescription: xii, 596 p. il. 25 cmISBN:
  • 0198572220
Subject(s): LOC classification:
  • QA 273 G74.2001
Contents:
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.
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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.

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