Grimmet, Geoffrey.

Probability and random processes - 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

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PROBABILIDAD
PROCESOS ALEATORIOS
VARIABLES ALEATORIAS
CADENAS DE MARKOV

519.21