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Published: 16 September 2020

688 Pages

9.7 x 6.7 inches

ISBN: 9780198847595

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Bookseller Code (06)

Probability and Random Processes

Fourth Edition

Fourth Edition

Geoffrey Grimmett and David Stirzaker

  • This latest revision of this successful textbook provides a comprehensive introduction to probability and random processes
  • Suitable and accessible for mathematics undergraduates and postgraduates, regardless of background
  • Moves from basic mathematical ideas to advanced topics including Markov processes, martingales and diffusions

New to this Edition:

  • 300 new exercises and problems, with over 1300 in total
  • New 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

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