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Probability and Random Processes

Probability and Random Processes

ISBN 9780198572220
Edition 3
Publisher Oxford University Press
Publication Date
'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 SupplementThis new edition of this highly successful text gives a rigourous and extensive introduction to probability theory and an account in some depth of the most important random processes. The book begins with basic ideas common to many undergraduate courses in mathematics, statistics and the sciences

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