Probability and Random Processes (häftad)
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Häftad (Paperback)
Antal sidor
OUP Oxford
Stirzaker, David
bibliog., index
240 x 168 x 34 mm
1000 g
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Probability and Random Processes (häftad)

Probability and Random Processes

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Häftad Engelska, 2001-05-01
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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.
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Recensioner i media

The Mathematical Gazette ... aims to be a full and comprehensive account of (almost all) the probability theory and stochastic processes one could hope to teach to undergraduates ... Much new material has been included in this third edition to reflect recent developments in the subject ... As well as its masterful coverage of the material, the book has many appealing stylistic features ... extremely valuable in finding good proofs of theorems which are dealt with rather cursorily in other

Biometrics One of the strong features of the book is its large collection of interesting exercises, which has been greatly expanded in this new edition so that there are now over one thousand exercises. These are conveniently collected together in a separate volume that includes full solutions.

Mathematical Gazette As well as its masterful coverage of the material, the book has many appealing stylistic features.

Short Book Reviews of the ISI This is definitely one of my favourites as a textbook ... a wealth of interesting teaching material at all levels.

Times Higher Education Supplement Since its first appearance in 1982 Probability and Random Processes has been a landmark book on the subject and has become mandatory reading for any mathematician wishing to understand chance. It is aimed mainly at final-year honours students and graduate students, but it goes beyond this level, and all serious mathematicians and academic libraries should own a copy ... the companion book of exercises is cleverly conceived and ... form(s) a perfect
complement to the main text.


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