Fourth Edition
Geoffrey Grimmett and David Stirzaker
16 July 2020
ISBN: 9780198847595
688 pages
Paperback
246x171mm
Probability is a core topic in science and life. This successful self-contained volume leads the reader from the foundations of probability theory and random processes to advanced topics and it presents a mathematical treatment with many applications to real-life situations.
Probability is a core topic in science and life. This successful self-contained volume leads the reader from the foundations of probability theory and random processes to advanced topics and it presents a mathematical treatment with many applications to real-life situations.
New to this edition
Geoffrey Grimmett, Director of Research and Professor Emeritus of Mathematical Statistics, University of Cambridge, and David Stirzaker, Professor Emeritus, Mathematical Institute, University of Oxford
Geoffrey Grimmett is Professor Emeritus of Mathematical Statistics at the University of Cambridge. Cambridge has been his base for pursuing probability theory and the mathematics of disordered systems since 1992. He was Master of Downing College, Cambridge from 2013-2018 and has been appointed Chair of the Heilbronn Institute for Mathematical Research from 2020. He has written numerous research articles in probability theory and statistical mechanics, as well as three research books. With David Stirzaker and Dominic Welsh respectively, he has co-authored two successful textbooks on probability and random processes at the undergraduate and postgraduate levels.
David Stirzaker was educated at Oxford University and Berkeley before being appointed as Fellow and Tutor in Applied Mathematics at St John's College, Oxford. He is now an Emeritus Research Fellow at St John's College, and an Emeritus Professor at the Mathematical Institute, Oxford. He has written five textbooks on probability and random processes, two of them jointly with Geoffrey Grimmett. Most recently, (2015), he has written The Cambridge Dictionary of Probability and its Applications.
"Features of PRP include brief but helpful motivational introductions to each subsection, and copious references to historical applications. To aid navigation, definitions, theorems and other key results are highlighted, using three different colours. The tone throughout is rigorous but the touch is human ..." - Owen Toller, The Mathematical Gazette
"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 ... forms a perfect complement to the main text." - Times Higher Education Supplement
"Review from previous edition...a full and comprehensive account of (almost all) the probability theory and stochastic processes one could hope to teach to undergraduates.... 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 textbooks." - The Mathematical Gazette
"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. These are conveniently collected together in a separate volume that includes full solutions." - Biometrics
Second Edition
Charles Auerbach, Wendy Zeitlin
Third Edition
Geoffrey Grimmett, David Stirzaker