Notice bibliographique


Probability and random processes / Geoffrey,Grimmett .- : Oxford University Press, 1992 .- , XII-541 p.
ISBN : 0198536658

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. Appendices: Foundations and notations; history and varieties of probability; John Arburthnot's preface to "Of the Laws of Chance" (1692).

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