Theory of Probability and Random Processes

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the cor... » 

A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this book. It provides a comprehensive, self-contained exposition of classical probability theory and the theory of random processes, and dwells a number of modern topics not addressed in most text-books.The book offers a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. One section is devoted to the theory of Gibbs random fields. This 2nd edition was originally published as: Probability Theory, an introductory course. «