A textbook on probability theory and random processes by Geoffrey Grimmett, Professor of Mathematical Statistics at the University of Cambridge. This reference work covers the fundamentals of probability theory and stochastic processes for first- and second-year students in mathematics and related fields. The book provides a clear and rigorous approach to situations of enormous contemporary relevance.
The content spans the fundamentals of events, discrete and continuous probability distributions, the law of large numbers, and the central limit theorem. Special attention is given to moment generating functions and their applications. More complex topics such as branching processes, random walks, and continuous-time processes such as the Poisson process are explained in a straightforward way. The extensive chapter on Markov chains ensures a current and thorough coverage of the subject area.
Product information
- Author: Geoffrey Grimmett
- Publisher: Oxford University Press
- Publication date: 2014-08-21
- Number of pages: 288
- ISBN: 9780198709978
- Subject: Probability and statistics
- BISAC: MATHEMATICS / Probability & Statistics / General
The emphasis on strict yet accessible mathematical foundations and the ample exercises make this book particularly well suited for university programs. The work illustrates the importance of probability theory and random processes with steps that are unmistakably of tremendous contemporary importance in a wide range of scientific and applied disciplines.