Elementary probability

"Now available in a fully revised and updated new edition, this well-established textbook provides a straightforward introduction to the theory of probability. Topics covered include conditional probability, independence, discrete and continuous random variables, basic combinatorics, generating functions and limit theorems, and an introduction to Markov chains. This edition includes an elementary approach to martingales and the theory of Brownian motion, which supply the cornerstones for many topics in modern financial mathematics such as option and derivative pricing. The text is accessible to undergraduate students, and provides numerous worked examples and exercises to help build the important skills necessary for problem solving."--Jacket Now Available In A Fully Revised And Updated Second Edition, This Well Established Textbook Provides A Straightforward Introduction To The Theory Of Probability. The Presentation Is Entertaining Without Any Sacrifice Of Rigour; Important Notions Are Covered With The Clarity That The Subject Demands. Topics Covered Include Conditional Probability, Independence, Discrete And Continuous Random Variables, Basic Combinatorics, Generating Functions And Limit Theorems, And An Introduction To Markov Chains. The Text Is Accessible To Undergraduate Students And Provides Numerous Worked Examples And Exercises To Help Build The Important Skills Necessary For Problem Solving. Introduction -- App. Review Of Elementary Mathematical Prerequisites -- 1. Probability -- 2. Conditional Probability And Independence -- 3. Counting -- 4. Random Variables: Distribution And Expectation -- 5. Random Vectors: Independence And Dependence -- 6. Generating Functions And Their Applications -- 7. Continuous Random Variables -- 8. Jointly Continuous Random Variables -- 9. Markov Chains -- App. Solutions And Hints For Selected Exercises And Problems. David Stirzaker. Includes Bibliographical References (p. 514) And Index. Now available in a fully revised and updated new edition, this well established textbook provides a straightforward introduction to the theory of probability. The presentation is entertaining without any sacrifice of rigour; important notions are covered with the clarity that the subject demands. Topics covered include conditional probability, independence, discrete and continuous random variables, basic combinatorics, generating functions and limit theorems, and an introduction to Markov chains. The text is accessible to undergraduate students and provides numerous worked examples and exercises to help build the important skills necessary for problem solving This fully revised and updated new edition of the well established textbook affords a clear introduction to the theory of probability. Topics covered include conditional probability, independence, discrete and continuous random variables, generating functions and limit theorems, and an introduction to Markov chains. The text is accessible to undergraduate students and provides numerous examples and exercises to help develop the important skills necessary for problem solving. First Edition Hb (1994): 0-521-42028-8 First Edition Pb (1994): 0-521-42183-7 Now available in a fully revised and updated second edition, this well established undergraduate textbook provides a straightforward introduction to the theory of probability. The presentation is entertaining without any sacrifice of rigour, and important notions are covered with the clarity that the subject demands.