Probability and random processes  / Grimmet, Geoffrey.; Stirzaker, David.. -- 3rd ed. -- New York : Oxford University Press, 2003.

596 p.

1. Events and their probabilities;2. Random variables and their distributions;3. Discrete random variables;4. Continous random variables;5. Generating functions and their applications;6. Markov chains;7. Convergence of random variables;8. Random processes;9. Stationary processes;10. Renewals;11. Queues;12. Martingales;13. Difussion processes

ISBN 0198572220

519.21