Probability and Random Processes

This text on probability and stochastic processes begins at an elementary level and progresses quickly to cover more advanced topics. It has been revised, with new chapters, more exercises at the ends of sections, and new problems at the ends of chapters.

Science & Math

Grimmett, Geoffrey

Mathematics

Oxford University Press

This new undergraduate text offers a concise introduction to probability and random processes. Exercises and problems range from simple to difficult, and the overall treatment, though elementary, includes rigorous mathematical arguments. Chapters contain core material for a beginning course in probability, a treatment of joint distributions leading to accounts of moment-generating functions, the law of large numbers and the central limit theorem, and basic random processes.

Probability: An Introduction

Welsh, Dominic

History & Philosophy

This completely revised text provides a simple but rigorous introduction to probability. It discusses a wide range of random processes in some depth with many examples, and gives the beginner some flavor of more advanced work, by suitable choice of material. The book begins with basic material commonly covered in first-year undergraduate mathematics and statistics courses, and finishes with topics found in graduate courses. Important features of this edition include new and expanded sections in the early chapters, providing more illustrative examples and introducing more ideas early on; two new chapters providing more comprehensive treatment of the simpler properties of martingales and diffusion processes; and more exercises at the ends of almost all sections, with many new problems at the ends of chapters. The companion volume Probability and Random Processes: Problems and Solutions includes complete worked solutions to all exercises and problems of this edition. This proven text will be useful for mathematics and natural science undergraduates at all levels, and as a reference book for graduates and all those interested in the applications of probability theory.

Stirzaker, David

Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour. This book is a compact account of the basic features of probability and random processes at the level of first and second year mathematics undergraduates and Masters' students in cognate fields. It is suitable for a first course in probability, plus a follow-up course in random processes including Markov chains. A special feature is the authors' attention to rigorous mathematics: not everything is rigorous, but the need for rigour is explained at difficult junctures. The text is enriched by simple exercises, together with problems (with very brief hints) many of which are taken from final examinations at Cambridge and Oxford. The first eight chapters form a course in basic probability, being an account of events, random variables, and distributions - discrete and continuous random variables are treated separately - together with simple versions of the law of large numbers and the central limit theorem. There is an account of moment generating functions and their applications. The following three chapters are about branching processes, random walks, and continuous-time random processes such as the Poisson process. The final chapter is a fairly extensive account of Markov chains in discrete time. This second edition develops the success of the first edition through an updated presentation, the extensive new chapter on Markov chains, and a number of new sections to ensure comprehensive coverage of the syllabi at major universities.

Probability and Random Processes: Fourth Edition

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.\nTo 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.\nThe book begins with the basic ideas common to most undergraduate courses in mathematics, statistics, and science. It ends with material usually found at graduate level, for example, Markov processes, (including Markov chain Monte Carlo), martingales, queues, diffusions, (including stochastic calculus with Itô's formula), renewals, stationary processes (including the ergodic theorem), and option pricing in mathematical finance using the Black-Scholes formula. Further, in this new revised fourth edition, there are sections on coupling from the past, Lévy processes, self-similarity and stability, time changes, and the holding-time/jump-chain construction of continuous-time Markov chains. Finally, the number of exercises and problems has been increased by around 300 to a total of about 1300, and many of the existing exercises have been refreshed by additional parts. The solutions to these exercises and problems can be found in the companion volume, One Thousand Exercises in 
Probability, third edition, (OUP 2020).

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.The book begins with the basic ideas common to most undergraduate courses in mathematics, statistics, and science. It ends with material usually found at graduate level, for example, Markov processes, (including Markov chain Monte Carlo), martingales, queues, diffusions, (including stochasticcalculus with Ito's formula), renewals, stationary processes (including the ergodic theorem), and option pricing in mathematical finance using the Black-Scholes formula. Further, in this new revised fourth edition, there are sections on coupling from the past, Levy processes, self-similarity andstability, time changes, and the holding-time/jump-chain construction of continuous-time Markov chains. Finally, the number of exercises and problems has been increased by around 300 to a total of about 1300, and many of the existing exercises have been refreshed by additional parts. The solutionsto these exercises and problems can be found in the companion volume, One Thousand Exercises in Probability, third edition, (OUP 2020).

Probability and Random Processes begins with the basic ideas common to most undergraduate courses in mathematics, statistics, and science. It ends with material usually found at graduate level, for example, Markov processes, (including Markov chain Monte Carlo), martingales, queues,diffusions, (including stochastic calculus with Ito's formula), renewals, stationary processes (including the ergodic theorem), and option pricing in mathematical finance using the Black-Scholes formula. Further, in this new revised fourth edition, there are sections on coupling from the past, Levyprocesses, self-similarity and stability, time changes, and the holding-time/jump-chain construction of continuous-time Markov chains. Finally, the number of exercises and problems has been increased by around 300 to a total of about 1317, and many of the existing exercises have been refreshed byadditional parts. The solutions to these exercises and problems can be found in the companion volume, One Thousand Exercises in Probability, third edition.One Thousand Exercises in Probability, third edition is a revised, updated, and greatly expanded version of previous edition of 2001. The 1300+ exercises contained within are not merely drill problems, but have been chosen to illustrate the concepts, illuminate the subject, and both inform andentertain the reader. A broad range of subjects is covered, including elementary aspects of probability and random variables, sampling, generating functions, Markov chains, convergence, stationary processes, renewals, queues, martingales, diffusions, Levy processes, stability and self-similarity,time changes, and stochastic calculus including option pricing via the Black-Scholes model of mathematical finance.

Probability and Random Processes with One Thousand Exercises in Probability

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Books by Grimmett, Geoffrey

See the best price to sell, buy, or rent books by Grimmett, Geoffrey. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Probability and Random Processes

Probability: An Introduction

Probability: An Introduction

Probability and Random Processes

Probability and Random Processes

Probability: An Introduction

Probability: An Introduction

Probability and Random Processes: Fourth Edition

Probability and Random Processes: Fourth Edition

Probability and Random Processes with One Thousand Exercises in Probability