Geoffrey R. Grimmett, David R. Stirzaker “Probability and Random Processes”
Oxford University Press, USA | 2001-08-02 | ISBN: 0198572239 | 608 pages | PDF | 3,8 Mb
This third edition of this successful text gives a rigorous and extensive introduction to probability theory and an account in some depth of the most important random processes. It includes various topics which are suitable for undergraduate courses, but are not routinely taught. It is suitable for students of probability at all levels.