Probability is an area of mathematics of tremendous contemporary importance across all aspects of human endeavour. This book is a compact account of the. This new undergraduate text offers a concise introduction to probability and random processes. Exercises and problems range from simple to difficult, and the . Ο Geoffrey R. Grimmett and David R. Stirzaker Τhe moral Τhis book contains more than exercises in probability and random processes, together.
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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: 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. Events and probabilities 2. Discrete random variables 3. Multivariate discrete distributions and independence 4. Probability generating functions 5.
Multivariate distributions and independence 7. Moments, and moment generating functions 8. The main limit theorems 9.
Random processes in continuous time His reserach interests lie in disordered physical systems, including percolation and related processes. He has written numerous research articles in probability theory and statistical mechanics, as well as three research books and two successful textbooks on probability and random processes at the undergraduate and postgraduate levels.
Probability: An Introduction
Gri,mett research interests include combinatorics and complexity theory, and he has written more than a hundred papers in these areas. He retired from Oxford University inand has since then held visiting positions in New Zealand and Barcelona. There is a new chapter on Markov chains, probabiltiy a few new sections and problems, but the book still retains its concise, direct style.
Oxford University Press is a department of the University of Oxford. It furthers the University’s objective of excellence in research, scholarship, and education by publishing worldwide.
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Probability: An Introduction – Geoffrey Grimmett, Dominic Welsh, D. J. A. Welsh – Google Books
Choose your country or region Close. An Introduction Second Edition Geoffrey Grimmett and Dominic Welsh Directed at first and second year undergraduates A concise introduction to probability An honest approach to mathematical rigour Careful choice of material, from probability to stochastic processes Enhanced by exercises and problems.
Counterfactuals and Probability Moritz Schulz.