Probability and Random Processes, Third edition

List of Contents

Preface

1 Events and their probabilities 1

2 Random variables and their distributions 26

3 Discrete random variables 46

4 Continuous random variables 89

5 Generating functions and their applications 148

6 Markov chains 213

7 Convergence of random variables 305

8 Random processes 360

9 Stationary processes 375

10 Renewals 412

11 Queues 440

12 Martingales 471

13 Diffusion processes 513

Appendix I. Foundations and notation 564

Appendix II. Further reading 569

Appendix III. History and varieties of probability 571

Appendix IV. John Arbuthnot's Preface to Of the laws of chance (1692) 573

Appendix V. Table of distributions 576

Appendix VI. Chronology 578

Bibliography 580

Notation 583

Index 585