Table of Contents

1: Events and their probabilities
2: Random variables and their distribution
3: Discrete random variables
4: Continuous random variables
5: Generating functions and their applications
6: Markov chains
7: Convergence of random variables
8: Random processes
9: Stationary processes
10: Renewals
11: Queues
12: Martingales
13: Diffusion processes
Appendices
Bibliography
List of notation
Index

Reviews

... aims to be a full and comprehensive account of (almost all) the probability theory and stochastic processes one could hope to teach to undergraduates ... Much new material has been included in this third edition to reflect recent developments in the subject ... 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 exercises. These are conveniently collected together in a separate volume that includes full solutions. Biometrics As well as its masterful coverage of the material, the book has many appealing stylistic features. Mathematical Gazette This is definitely one of my favourites as a textbook ... a wealth of interesting teaching material at all levels. Short Book Reviews of the ISI 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 ... form(s) a perfect complement to the main text. Times Higher Education Supplement