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Probability and random Processes / Geoffrey Grimmett, David Stirzaker

By: Grimmett, Geoffrey.
Contributor(s): Stirzaker, David.
Oxford : Oxford University Press, 2001 Edition: 3a. ed.Description: xii, 541 p. : ilustrado ; 24 cm.ISBN: 019-857223-9.Subject(s): Probabilities | Stochastics processes | Probabilidades | Procesos estocasticosDDC classification: 519.2 / G864p
Contents:
List(s) this item appears in: Matemáticas actualizado | Bib. Programa Matemáticas
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Events and their probabilities -- Random variables and their distributions -- Discrete random variables --

Continuous random variables -- Generating functions and their applications -- Markov chains -Convergence of

random variables -- Random processes -- Stationary processes -- Renewals -- Queues -- Martingales -- Diffusion

processes

Incluye referencias bibliográficas (p.(532 ) - 533) e índice

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