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Published: 31 May 2001

608 Pages


ISBN: 9780198572220

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Bookseller Code (AE)

Probability and Random Processes

Third Edition

Geoffrey Grimmett and David Stirzaker

  • Revision of a popular textbook
  • Companion volume available One Thousand Exercises in Probabilty
  • Includes both theory and examples
  • New sections on Markov chain Monte Carlo, coupling and its applications, geometrical probability, spatial Poisson processes, Stochastic calculus and the Itô integral, Itô's formula and applications (including the Black-Scholes formula), networks of queues, and renewal-reward theorems and applications.
  • A separate volume including worked solutions to the problems and exercises will be available.
  • More up to date and wide-ranging and wide ranging
  • Self contained
  • Minimal prerequisites (basic algebra and calculus)